Imedia Stock Alpha and Beta Analysis

IMBI -  USA Stock  

USD 6.28  0.17  2.64%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Imedia Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in Imedia Brands over a specified time horizon. Remember, high Imedia Brands' 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 Imedia Brands Backtesting, Imedia Brands Valuation, Imedia Brands Correlation, Imedia Brands Hype Analysis, Imedia Brands Volatility, Imedia Brands History and analyze Imedia Brands Performance.

Imedia Beta 

 
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Please note that although Imedia Brands 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, Imedia Brands did 0.18  better 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 Imedia Brands stock's relative risk over its benchmark. Imedia Brands has a beta of 0.11  . Let's try to break down what Imedia's beta means in this case. As returns on the market increase, Imedia Brands returns are expected to increase less than the market. However, during the bear market, the loss on holding Imedia Brands will be expected to be smaller as well.
Imedia Brands Enterprise Value is most likely to decrease significantly in the upcoming years. The preceding year's Enterprise Value was reported at 370.01 Million. The current Tangible Asset Value is estimated to increase to about 260.8 M, while Book Value per Share is projected to decrease to 14.04.
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.

Imedia Brands Quarterly Book Value per Share

3.414Share

Imedia Brands Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Imedia Brands market risk premium is the additional return an investor will receive from holding Imedia Brands 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 Imedia Brands. 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 Imedia Brands' performance over market.
α0.18   β0.11
90 days against DJI

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

Imedia Brands Market Price Analysis

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

Imedia Brands Return and Market Media

The median price of Imedia Brands for the period between Wed, Oct 20, 2021 and Tue, Jan 18, 2022 is 6.14 with a coefficient of variation of 9.18. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 6.21, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Xilinx Up 2 percent as Q2 Earnings and Revenues Top Estimate...10/28/2021
2
IMedia Brands May Report Negative Earnings Know the Trend Ah...11/10/2021
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Financial Statements11/17/2021
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Purchase by Landel Hobbs of 7000 shares of Imedia Brands11/26/2021
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IMEDIA BRANDS, INC. MANAGEMENTS DISCUSSION AND ANALYSIS OF F...12/07/2021
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Purchase by Landel Hobbs of 7000 shares of Imedia Brands12/27/2021
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Another strong showing for Imedia Brands12/31/2021
8
Were Keeping An Eye On Hoth Therapeutics Cash Burn Rate - Na...01/05/2022

About Imedia Brands 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Imedia Brands 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.
 2014 2020 2021 2022 (projected)
Book Value per Share2.512.5215.8114.04
Asset Turnover2.312.072.92.61

Imedia Brands Upcoming Company Events

As portrayed in its financial statements, the presentation of Imedia Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Imedia Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Imedia Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Imedia Brands. Please utilize our Beneish M Score to check the likelihood of Imedia Brands' management manipulating its earnings.
Upcoming Quarterly Report22nd of March 2022
Next Earnings Report24th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End22nd of March 2022
Last Quarter Report31st of October 2021
Last Earning Announcement31st of January 2021

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Please see Imedia Brands Backtesting, Imedia Brands Valuation, Imedia Brands Correlation, Imedia Brands Hype Analysis, Imedia Brands Volatility, Imedia Brands History and analyze Imedia Brands Performance. Note that the Imedia Brands information on this page should be used as a complementary analysis to other Imedia Brands' 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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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When running Imedia Brands price analysis, check to measure Imedia Brands' 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 Imedia Brands is operating at the current time. Most of Imedia Brands' value examination focuses on studying past and present price action to predict the probability of Imedia Brands' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Imedia Brands' price. Additionally, you may evaluate how the addition of Imedia Brands to your portfolios can decrease your overall portfolio volatility.
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Imedia Brands 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 Imedia Brands technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Imedia Brands 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...