Intevac Stock Alpha and Beta Analysis
| IVAC Stock | USD 2.79 0.08 2.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intevac. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intevac over a specified time horizon. Remember, high Intevac's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Intevac's market risk premium analysis include:
Beta 1.21 | Alpha (0.46) | Risk 3.52 | Sharpe Ratio (0.08) | Expected Return (0.29) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Intevac |
Intevac Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intevac market risk premium is the additional return an investor will receive from holding Intevac long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Intevac. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Intevac's performance over market.| α | -0.46 | β | 1.21 |
Intevac expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Intevac's Buy-and-hold return. Our buy-and-hold chart shows how Intevac performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intevac Market Price Analysis
Market price analysis indicators help investors to evaluate how Intevac stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intevac shares will generate the highest return on investment. By understating and applying Intevac stock market price indicators, traders can identify Intevac position entry and exit signals to maximize returns.
Intevac Return and Market Media
The median price of Intevac for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 3.36 with a coefficient of variation of 10.42. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 3.26, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 4518 shares by James Moniz of Intevac at 3.84 subject to Rule 16b-3 | 09/10/2024 |
2 | Shareholders in Intevac are in the red if they invested five years ago | 09/24/2024 |
3 | Intevac Inc Q2 2024 Earnings Call Highlights Strong Revenue Growth Amidst Continued ... | 10/09/2024 |
4 | Companies Like Intevac Can Afford To Invest In Growth | 10/15/2024 |
5 | Acquisition by James Moniz of 10000 shares of Intevac at 6.98 subject to Rule 16b-3 | 11/08/2024 |
6 | Intevac Announces Third Quarter 2024 Financial Results | 11/11/2024 |
7 | Acquisition by Vardeman Ryan L. of 10300 shares of Intevac at 2.55 subject to Rule 16b-3 | 11/12/2024 |
8 | Intevac Inc Q3 2024 Earnings Revenue Surges to 28. ... | 11/13/2024 |
9 | Disposition of 3141 shares by Nigel Hunton of Intevac at 2.58 subject to Rule 16b-3 | 11/15/2024 |
10 | Intevac Earns Hold Rating from Analysts at StockNews.com - MarketBeat | 11/22/2024 |
About Intevac Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Intevac or other stocks. Alpha measures the amount that position in Intevac has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | Dividend Yield | 0.0702 | 0.0623 | Price To Sales Ratio | 4.1 | 4.31 |
Intevac Upcoming Company Events
As portrayed in its financial statements, the presentation of Intevac's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intevac's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intevac's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intevac. Please utilize our Beneish M Score to check the likelihood of Intevac's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Intevac Backtesting, Intevac Valuation, Intevac Correlation, Intevac Hype Analysis, Intevac Volatility, Intevac History and analyze Intevac Performance. For information on how to trade Intevac Stock refer to our How to Trade Intevac Stock guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Intevac technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.