Idt Corporation Stock Alpha and Beta Analysis
| IDT Stock | USD 51.64 0.22 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IDT Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in IDT over a specified time horizon. Remember, high IDT'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 IDT's market risk premium analysis include:
Beta 1.62 | Alpha 0.32 | Risk 3.04 | Sharpe Ratio 0.17 | Expected Return 0.51 |
IDT Quarterly Cash And Equivalents |
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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.
IDT |
IDT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IDT market risk premium is the additional return an investor will receive from holding IDT 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 IDT. 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 IDT's performance over market.| α | 0.32 | β | 1.62 |
IDT 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 IDT's Buy-and-hold return. Our buy-and-hold chart shows how IDT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IDT Market Price Analysis
Market price analysis indicators help investors to evaluate how IDT stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IDT shares will generate the highest return on investment. By understating and applying IDT stock market price indicators, traders can identify IDT position entry and exit signals to maximize returns.
IDT Return and Market Media
The median price of IDT for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 46.45 with a coefficient of variation of 12.34. The daily time series for the period is distributed with a sample standard deviation of 5.4, arithmetic mean of 43.78, and mean deviation of 5.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | South Koreas SK bioscience Completes Acquisition of Germanys CDMO IDT Biologika | 10/02/2024 |
| IDT dividend paid on 7th of October 2024 | 10/07/2024 |
2 | Disposition of 423 shares by Marcelo Fischer of IDT at 48.358 subject to Rule 16b-3 | 10/11/2024 |
3 | Disposition of 1383 shares by Marcelo Fischer of IDT at 47.1367 subject to Rule 16b-3 | 10/15/2024 |
4 | Chief Financial Officer Of IDT Makes 114K Sale | 10/16/2024 |
5 | Disposition of 2290 shares by Joyce Mason of IDT at 47.1814 subject to Rule 16b-3 | 10/17/2024 |
6 | Idt corp COO president sells 1.38m in shares | 10/18/2024 |
7 | Idt corp executive Joyce Mason sells shares worth 274,009 | 10/21/2024 |
8 | IDT Co. Short Interest Up 61.3 percent in October | 10/29/2024 |
9 | IDT Corporations 32 percent Share Price Surge Not Quite Adding Up | 11/07/2024 |
10 | Disposition of 78016 shares by Howard Jonas of IDT subject to Rule 16b-3 | 11/12/2024 |
11 | Disposition of 4145 shares by Howard Jonas of IDT subject to Rule 16b-3 | 11/14/2024 |
12 | Discovering November 2024s Undiscovered Gems in the United States - Simply Wall St | 11/20/2024 |
13 | net2phone Named a Leader in Latin American CCaaS by Frost Sullivan | 11/27/2024 |
About IDT 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 IDT or other stocks. Alpha measures the amount that position in IDT Corporation 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 | 0.003022 | 0.002871 | Price To Sales Ratio | 0.8 | 1.09 |
IDT Upcoming Company Events
As portrayed in its financial statements, the presentation of IDT's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IDT's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IDT's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IDT. Please utilize our Beneish M Score to check the likelihood of IDT's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
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Additional Tools for IDT Stock Analysis
When running IDT's price analysis, check to measure IDT'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 IDT is operating at the current time. Most of IDT's value examination focuses on studying past and present price action to predict the probability of IDT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IDT's price. Additionally, you may evaluate how the addition of IDT to your portfolios can decrease your overall portfolio volatility.