Informatica Stock Alpha and Beta Analysis
| INFA Stock | USD 18.29 0.90 5.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Informatica. It also helps investors analyze the systematic and unsystematic risks associated with investing in Informatica over a specified time horizon. Remember, high Informatica'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. Key technical indicators related to Informatica's market risk premium analysis include:
Beta 0.78 | Alpha (0.51) | Risk 3.3 | Sharpe Ratio (0.21) | Expected Return (0.68) |
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 |
Informatica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Informatica market risk premium is the additional return an investor will receive from holding Informatica 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. 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's performance over market.| α | -0.51 | β | 0.78 |
Informatica 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's Buy-and-hold return. Our buy-and-hold chart shows how Informatica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Informatica Market Price Analysis
Market price analysis indicators help investors to evaluate how Informatica 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 shares will generate the highest return on investment. By understating and applying Informatica stock market price indicators, traders can identify Informatica position entry and exit signals to maximize returns.
Informatica Return and Market Media
The median price of Informatica for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 25.57 with a coefficient of variation of 13.59. The daily time series for the period is distributed with a sample standard deviation of 3.24, arithmetic mean of 23.86, and mean deviation of 2.82. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 10734 shares by John Schweitzer of Informatica at 27.055 subject to Rule 16b-3 | 12/16/2024 |
2 | Disposition of 9276740 shares by Ithaca L.p. of Informatica subject to Rule 16b-3 | 01/03/2025 |
3 | Global Data Integration Software Market is expected to reach revenue of USD 20.1 Bn by 2033, at 11.9 percent CAGR Dimension Market Research. | 01/29/2025 |
4 | Enterprise Data Management Market to USD 247.0 Billion by 2032, owing to growing data complexities - Research by SNS Insider | 02/10/2025 |
5 | Informatica Inc Trading Down 30. percent on Feb 14 | 02/14/2025 |
6 | Informatica Full Year 2024 Earnings Misses Expectations | 02/18/2025 |
7 | Acquisition by Ansa Sekharan of 43848 shares of Informatica subject to Rule 16b-3 | 02/19/2025 |
8 | Informatica Inc. Downgraded Amid Slower Cloud Transition | 02/20/2025 |
9 | Informaticas Data Management Solutions powered by Artificial Intelligence and Machine Learning is Now Available in AWS Marketplace Through Carahsoft | 02/25/2025 |
10 | Infoverity Wins Informaticas Global Delivery Channel Partner of the Year for 2024 | 02/26/2025 |
11 | Monster Jam and Torq Tear Up Cybersecurity With New Partnership Showcasing Torqs SOAR-Crushing Agentic AI Security Solutions | 03/06/2025 |
12 | Disposition of 11503 shares by John Schweitzer of Informatica at 18.18 subject to Rule 16b-3 | 03/10/2025 |
13 | Insider Trading | 03/13/2025 |
About Informatica 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 Informatica or other stocks. Alpha measures the amount that position in Informatica 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.
| 2023 | 2024 (projected) | Dividend Yield | 1.0E-6 | 2.0E-6 | Price To Sales Ratio | 5.14 | 4.77 |
Informatica Upcoming Company Events
As portrayed in its financial statements, the presentation of Informatica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Informatica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Informatica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Informatica. Please utilize our Beneish M Score to check the likelihood of Informatica's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Informatica Backtesting, Informatica Valuation, Informatica Correlation, Informatica Hype Analysis, Informatica Volatility, Informatica History and analyze Informatica Performance. For information on how to trade Informatica Stock refer to our How to Trade Informatica Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Informatica 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.