Icf International Stock Alpha and Beta Analysis
| ICFI Stock | USD 100.85 1.79 1.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ICF International. It also helps investors analyze the systematic and unsystematic risks associated with investing in ICF International over a specified time horizon. Remember, high ICF International'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 ICF International's market risk premium analysis include:
Beta 0.46 | Alpha (0.41) | Risk 1.84 | Sharpe Ratio (0.28) | Expected Return (0.52) |
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.
ICF |
ICF International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ICF International market risk premium is the additional return an investor will receive from holding ICF International 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 ICF International. 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 ICF International's performance over market.| α | -0.41 | β | 0.46 |
ICF International 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 ICF International's Buy-and-hold return. Our buy-and-hold chart shows how ICF International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ICF International Market Price Analysis
Market price analysis indicators help investors to evaluate how ICF International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ICF International shares will generate the highest return on investment. By understating and applying ICF International stock market price indicators, traders can identify ICF International position entry and exit signals to maximize returns.
ICF International Return and Market Media
The median price of ICF International for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 120.86 with a coefficient of variation of 8.56. The daily time series for the period is distributed with a sample standard deviation of 10.44, arithmetic mean of 121.93, and mean deviation of 8.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | ICF International Secures Over 40 Million in Contracts to Enhance Health Innovation | 12/11/2024 |
2 | Insider Trading | 12/12/2024 |
3 | Disposition of 1892 shares by James Morgan of ICF International at 132.0 subject to Rule 16b-3 | 12/20/2024 |
4 | Acquisition by John Wasson of 101 shares of ICF International at 112.1523 subject to Rule 16b-3 | 12/31/2024 |
| ICF International dividend paid on 10th of January 2025 | 01/10/2025 |
5 | ICF International Inc Announces Fourth Quarter and Full Year 2024 Earnings Release Date | 01/14/2025 |
6 | Why ICF International is a Top Stock for the Long-Term | 01/27/2025 |
7 | Should You Be Adding ICF International To Your Watchlist Today | 01/28/2025 |
8 | ICF Upgraded to Strong Buy Heres Why | 01/31/2025 |
9 | Maximus Q1 Earnings and Revenues Top Estimates | 02/06/2025 |
10 | Declining Stock and Decent Financials Is The Market Wrong About ICF International, Inc. | 02/11/2025 |
11 | Rep. Josh Gottheimer Purchases Shares of Visa Inc. | 02/12/2025 |
12 | Rep. Josh Gottheimer Purchases Shares of 3M | 02/13/2025 |
13 | Rep. Gilbert Ray Cisneros, Jr. Sells Tencent Holdings Limited Shares | 02/14/2025 |
14 | UgoWork to showcase cutting-edge lithium-ion solutions and industry insights at ProMat 2025 | 02/18/2025 |
15 | ICF International Inc Q4 2024 Everything You Need To Know Ahead Of Earnings | 02/26/2025 |
About ICF International 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 ICF or other stocks. Alpha measures the amount that position in ICF International 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.005658 | 0.004179 | 0.004806 | 0.006499 | Price To Sales Ratio | 1.05 | 1.28 | 1.16 | 0.62 |
ICF International Upcoming Company Events
As portrayed in its financial statements, the presentation of ICF International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ICF International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ICF International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ICF International. Please utilize our Beneish M Score to check the likelihood of ICF International's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 ICF International Backtesting, ICF International Valuation, ICF International Correlation, ICF International Hype Analysis, ICF International Volatility, ICF International History and analyze ICF International Performance. For more detail on how to invest in ICF Stock please use our How to Invest in ICF International guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
ICF International 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.