Intra-Cellular Stock Alpha and Beta Analysis

ITCI
 Stock
  

USD 59.19  2.86  5.08%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intra-Cellular Ther. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intra-Cellular Ther over a specified time horizon. Remember, high Intra-Cellular Ther'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 Intra-Cellular Ther Backtesting, Intra-Cellular Ther Valuation, Intra-Cellular Ther Correlation, Intra-Cellular Ther Hype Analysis, Intra-Cellular Ther Volatility, Intra-Cellular Ther History and analyze Intra-Cellular Ther Performance.
  
Please note that although Intra-Cellular Ther 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, Intra-Cellular Ther did 0.31  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 Intra-Cellular Ther stock's relative risk over its benchmark. Intra-Cellular Ther has a beta of 0.73  . Let's try to break down what Intra-Cellular's beta means in this case. As returns on the market increase, Intra-Cellular Ther returns are expected to increase less than the market. However, during the bear market, the loss on holding Intra-Cellular Ther will be expected to be smaller as well.
Intra-Cellular Ther Enterprise Value is most likely to increase significantly in the upcoming years. The preceding year's Enterprise Value was reported at 4.18 Billion.
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.

Intra-Cellular Ther Quarterly Book Value per Share

8.561

Intra-Cellular Ther Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intra-Cellular Ther market risk premium is the additional return an investor will receive from holding Intra-Cellular Ther 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 Intra-Cellular Ther. 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 Intra-Cellular Ther's performance over market.
α0.31   β0.73
90 days against DJI

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

Intra-Cellular Ther Market Price Analysis

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

Intra-Cellular Ther Return and Market Media

The median price of Intra-Cellular Ther for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 55.93 with a coefficient of variation of 5.28. The daily time series for the period is distributed with a sample standard deviation of 2.94, arithmetic mean of 55.67, and mean deviation of 2.07. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
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7
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9
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10
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12
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13
EPS Reported08/09/2022

About Intra-Cellular Ther 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 Intra-Cellular Ther 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.
 2018 2020 2021 2022 (projected)
Accrued Expenses Turnover0.01031.874.014.33
Accounts Payable Turnover0.0056683.5211.8112.74

Intra-Cellular Ther Upcoming Company Events

As portrayed in its financial statements, the presentation of Intra-Cellular Ther's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intra-Cellular Ther's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intra-Cellular Ther's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intra-Cellular Ther. Please utilize our Beneish M Score to check the likelihood of Intra-Cellular Ther's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2022
Next Financial Report9th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Intra-Cellular Ther

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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 Intra-Cellular Ther Backtesting, Intra-Cellular Ther Valuation, Intra-Cellular Ther Correlation, Intra-Cellular Ther Hype Analysis, Intra-Cellular Ther Volatility, Intra-Cellular Ther History and analyze Intra-Cellular Ther Performance. Note that the Intra-Cellular Ther information on this page should be used as a complementary analysis to other Intra-Cellular Ther'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

Complementary Tools for Intra-Cellular Stock analysis

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