ING Group Stock Alpha and Beta Analysis


USD 11.86  0.17  1.41%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ING Group NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ING Group over a specified time horizon. Remember, high ING Group'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 ING Group Backtesting, ING Group Valuation, ING Group Correlation, ING Group Hype Analysis, ING Group Volatility, ING Group History and analyze ING Group Performance.
Please note that although ING Group 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., NYSE Composite index.) So in this particular case, ING Group did 0.43  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 ING Group NV stock's relative risk over its benchmark. ING Group NV has a beta of 1.12  . Let's try to break down what ING Group's beta means in this case. ING Group returns are very sensitive to returns on the market. As the market goes up or down, ING Group is expected to follow.
The current year Book Value per Share is expected to grow to 14.57. The current year Enterprise Value over EBIT is expected to grow to 24.26.
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.

Enterprise Value

160.84 Billion

ING Group Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ING Group market risk premium is the additional return an investor will receive from holding ING Group 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 ING Group. 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 ING Group's performance over market.
α0.43   β1.12
90 days against NYA

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

ING Group Market Price Analysis

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

ING Group Return and Market Media

The median price of ING Group for the period between Wed, Sep 7, 2022 and Tue, Dec 6, 2022 is 9.71 with a coefficient of variation of 12.35. The daily time series for the period is distributed with a sample standard deviation of 1.23, arithmetic mean of 9.98, and mean deviation of 1.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
ING Groep ING Group shares are trading higher amid overall m...09/12/2022
VT Markets launches hundreds of CFDs on US, UK, EU shares on...09/15/2022
KBC Group Stock Levered To Rate Hikes - Seeking Alpha09/21/2022
US housing market downturn will not only weaken the growth s...09/29/2022
EPS Estimate09/30/2022
GLOBAL MARKETS-Chipmakers knock stocks ahead of U.S. payroll...10/07/2022
The Commodities Feed Aluminium stocks grow - ING Think10/17/2022
Peso strengthens vs dollar on weak US factory data - Busines...10/25/2022
ING posts 3Q2022 net result of 979 million and announces add...11/02/2022
Premarket Mover ING Groep NV Up 1.71 percent - InvestorsObse...11/18/2022
EPS Reported12/02/2022

About ING Group 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 ING Group or other stocks. Alpha measures the amount that position in ING Group NV 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.
 2017 2018 2021 2022 (projected)
Book Value per Share12.4912.6214.5214.57
Asset Turnover0.0220.0210.02420.0233

ING Group Upcoming Company Events

As portrayed in its financial statements, the presentation of ING Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ING Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ING Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ING Group. Please utilize our Beneish M Score to check the likelihood of ING Group's management manipulating its earnings.
Upcoming Quarterly Report11th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End11th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with ING Group

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.

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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 ING Group Backtesting, ING Group Valuation, ING Group Correlation, ING Group Hype Analysis, ING Group Volatility, ING Group History and analyze ING Group Performance. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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ING Group 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 ING Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ING Group 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...