Informatica Stock Alpha and Beta Analysis


USD 20.77  0.37  1.81%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Informatica Inc Cl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Informatica Inc over a specified time horizon. Remember, high Informatica Inc'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.
Please see Informatica Inc Backtesting, Informatica Inc Valuation, Informatica Inc Correlation, Informatica Inc Hype Analysis, Informatica Inc Volatility, Informatica Inc History and analyze Informatica Inc Performance.
Please note that although Informatica Inc 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, Informatica Inc did 0.53  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 Informatica Inc Cl stock's relative risk over its benchmark. Informatica Inc has a beta of 1.82  . Let's try to break down what Informatica's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Informatica Inc will likely underperform.
Informatica Inc Tangible Assets Book Value per Share are projected to increase slightly based on the last few years of reporting. The past year's Tangible Assets Book Value per Share were at 6.30. The current year Tangible Asset Value is expected to grow to about 1.6 B, whereas Book Value per Share is forecasted to decline to 7.59.
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.

Informatica Inc Quarterly Book Value per Share



Informatica Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Informatica Inc market risk premium is the additional return an investor will receive from holding Informatica Inc 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 Informatica Inc. 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 Informatica Inc's performance over market.
α0.53   β1.82
90 days against DJI

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

Informatica Inc Market Price Analysis

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

Informatica Inc Return and Market Media

The median price of Informatica Inc for the period between Sat, Apr 2, 2022 and Fri, Jul 1, 2022 is 20.06 with a coefficient of variation of 6.03. The daily time series for the period is distributed with a sample standard deviation of 1.19, arithmetic mean of 19.79, and mean deviation of 0.98. The Stock received some media coverage during the period.
 Price Growth (%)  
EPS Reported04/27/2022
Sale by Sekharan Ansa of 23824 shares of Informatica Inc05/06/2022
Sale by Ghai Jitesh of 2935 shares of Informatica Inc05/17/2022
Sale by Walia Amit of 11757 shares of Informatica Inc05/19/2022
Sale by Ghai Jitesh of 3035 shares of Informatica Inc05/20/2022
Exercise or conversion by Sekharan Ansa of 569 shares of Inf...05/27/2022
Exercise or conversion by Ghai Jitesh of 11995 shares of Inf...06/01/2022
Exercise or conversion by Sekharan Ansa of 25000 shares of I...06/03/2022
Acquisition by Ward Jill A of 11700 shares of Informatica In...06/17/2022

About Informatica Inc 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 Informatica Inc 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.
 2010 2021 2022 (projected)
Book Value per Share5.027.927.59
Asset Turnover0.260.290.31

Informatica Inc Upcoming Company Events

As portrayed in its financial statements, the presentation of Informatica Inc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Informatica Inc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Informatica Inc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Informatica Inc. Please utilize our Beneish M Score to check the likelihood of Informatica Inc's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Informatica Inc

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Informatica Inc Backtesting, Informatica Inc Valuation, Informatica Inc Correlation, Informatica Inc Hype Analysis, Informatica Inc Volatility, Informatica Inc History and analyze Informatica Inc Performance. Note that the Informatica Inc information on this page should be used as a complementary analysis to other Informatica Inc's 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

Complementary Tools for Informatica Stock analysis

When running Informatica Inc price analysis, check to measure Informatica Inc's 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 Informatica Inc is operating at the current time. Most of Informatica Inc's value examination focuses on studying past and present price action to predict the probability of Informatica Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Informatica Inc's price. Additionally, you may evaluate how the addition of Informatica Inc to your portfolios can decrease your overall portfolio volatility.
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Informatica Inc 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 Informatica Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Informatica Inc 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...