International Stock Alpha and Beta Analysis

IBM
 Stock
  

USD 122.01  0.70  0.57%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Business Machines. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Business over a specified time horizon. Remember, high International Business' 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.
Please see International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance.
  
Please note that although International Business alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, International Business did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of International Business Machines stock's relative risk over its benchmark. International Business has a beta of 0.54  . Let's try to break down what International's beta means in this case. As returns on the market increase, International Business returns are expected to increase less than the market. However, during the bear market, the loss on holding International Business will be expected to be smaller as well.
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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.

International Business Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Business market risk premium is the additional return an investor will receive from holding International Business 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 International Business. 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 International Business' performance over market.
α-0.12   β0.54
90 days against DJI

International Business 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 International Business' Buy-and-hold return. Our buy-and-hold chart shows how International Business performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

International Business Market Price Analysis

Market price analysis indicators help investors to evaluate how International Business stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading International Business shares will generate the highest return on investment. By understating and applying International Business stock market price indicators, traders can identify International Business position entry and exit signals to maximize returns.

International Business Return and Market Media

The median price of International Business for the period between Tue, Jun 28, 2022 and Mon, Sep 26, 2022 is 130.69 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 4.92, arithmetic mean of 132.13, and mean deviation of 4.38. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate06/30/2022
2
Acquisition by Michelle Howard of 518 shares of Internationa...07/01/2022
3
ABNER HERRMAN BROCK LLC Buys 3, Sells 2 in 2nd Quarter - Gur...07/13/2022
4
EPS Reported07/18/2022
5
Financial Statements07/19/2022
6
Financial Statements07/26/2022
7
International Business Machines Corp. stock falls Thursday, ...08/04/2022
8
Acquisition by Arvind Krishna of 221 shares of International...08/09/2022
9
Acquisition by Del Bene Robert F of tradable shares of Inter...08/10/2022
10
3 Dividend-Paying Tech Stocks to Buy Right Now - The Motley ...08/25/2022
11
Dells Shares Are Cheap, But Lately No Ones Buying By Bloombe...08/30/2022
12
Exercise or conversion by Nickle LaMoreaux of 1914 shares of...09/02/2022
13
International Business Machines Corp. stock rises Friday, st...09/09/2022
14
Financial Statements09/13/2022
15
International Business exotic insider transaction detected09/16/2022
16
IBM 16B pension risk transfer deal to push US market to reco...09/20/2022
17
EPS Estimate09/23/2022

About International Business 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 International or other stocks. Alpha measures the amount that position in International Business 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.

International Business Upcoming Company Events

As portrayed in its financial statements, the presentation of International Business' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, International Business' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of International Business' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of International Business. Please utilize our Beneish M Score to check the likelihood of International Business' management manipulating its earnings.
Upcoming Quarterly Report24th of January 2022
Next Financial Report18th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please see International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance. Note that the International Business information on this page should be used as a complementary analysis to other International Business' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Transaction History module to view history of all your transactions and understand their impact on performance.

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When running International Business price analysis, check to measure International Business' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy International Business is operating at the current time. Most of International Business' value examination focuses on studying past and present price action to predict the probability of International Business' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move International Business' price. Additionally, you may evaluate how the addition of International Business to your portfolios can decrease your overall portfolio volatility.
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International Business 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.
A focus of International Business technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of International Business trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...