Innovative Industrial (UK) Performance
| 0JBD Stock | 64.09 5.63 8.08% |
The company retains a Market Volatility (i.e., Beta) of 0.0358, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Innovative Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovative Industrial is expected to be smaller as well. At this point, Innovative Industrial has a negative expected return of -0.61%. Please make sure to check out Innovative Industrial's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Innovative Industrial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Innovative Industrial Properties has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 88.6 M | |
| Free Cash Flow | 105.5 M |
Innovative |
Innovative Industrial Relative Risk vs. Return Landscape
If you would invest 9,820 in Innovative Industrial Properties on December 18, 2024 and sell it today you would lose (3,411) from holding Innovative Industrial Properties or give up 34.74% of portfolio value over 90 days. Innovative Industrial Properties is generating negative expected returns and assumes 3.9221% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than Innovative, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Innovative Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Industrial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Innovative Industrial Properties, and traders can use it to determine the average amount a Innovative Industrial's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1565
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0JBD |
Estimated Market Risk
| 3.92 actual daily | 34 66% of assets are more volatile |
Expected Return
| -0.61 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Innovative Industrial is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Innovative Industrial by adding Innovative Industrial to a well-diversified portfolio.
Innovative Industrial Fundamentals Growth
Innovative Stock prices reflect investors' perceptions of the future prospects and financial health of Innovative Industrial, and Innovative Industrial fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Innovative Stock performance.
| Return On Equity | 0.0831 | ||||
| Return On Asset | 0.0452 | ||||
| Profit Margin | 0.52 % | ||||
| Operating Margin | 0.56 % | ||||
| Current Valuation | 2.15 B | ||||
| Shares Outstanding | 9.78 M | ||||
| Price To Sales | 2.20 X | ||||
| Revenue | 309.51 M | ||||
| EBITDA | 241.78 M | ||||
| Total Debt | 302.36 M | ||||
| Book Value Per Share | 67.50 X | ||||
| Cash Flow From Operations | 255.54 M | ||||
| Earnings Per Share | 4.83 X | ||||
| Total Asset | 2.39 B | ||||
| Retained Earnings | (156.85 M) | ||||
About Innovative Industrial Performance
Assessing Innovative Industrial's fundamental ratios provides investors with valuable insights into Innovative Industrial's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Innovative Industrial is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Innovative Industrial performance evaluation
Checking the ongoing alerts about Innovative Industrial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Innovative Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Innovative Industrial generated a negative expected return over the last 90 days | |
| Innovative Industrial has high historical volatility and very poor performance | |
| About 73.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Innovative Industrial's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Innovative Industrial's stock is overvalued or undervalued compared to its peers.
- Examining Innovative Industrial's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Innovative Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Innovative Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Innovative Industrial's stock. These opinions can provide insight into Innovative Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Innovative Stock Analysis
When running Innovative Industrial's price analysis, check to measure Innovative Industrial'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 Innovative Industrial is operating at the current time. Most of Innovative Industrial's value examination focuses on studying past and present price action to predict the probability of Innovative Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Innovative Industrial's price. Additionally, you may evaluate how the addition of Innovative Industrial to your portfolios can decrease your overall portfolio volatility.