Imperial Oil Stock Alpha and Beta Analysis

IMO Stock  USD 71.21  0.05  0.07%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Imperial Oil. It also helps investors analyze the systematic and unsystematic risks associated with investing in Imperial Oil over a specified time horizon. Remember, high Imperial Oil'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 Imperial Oil's market risk premium analysis include:
Beta
0.68
Alpha
0.15
Risk
1.91
Sharpe Ratio
0.13
Expected Return
0.25
Please note that although Imperial Oil 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 Jones Industrial index.) So in this particular case, Imperial Oil did 0.15  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 Imperial Oil stock's relative risk over its benchmark. Imperial Oil has a beta of 0.68  . As returns on the market increase, Imperial Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imperial Oil is expected to be smaller as well. At this time, Imperial Oil's Book Value Per Share is very stable compared to the past year. As of the 22nd of March 2025, Tangible Book Value Per Share is likely to grow to 46.23, while Price Book Value Ratio is likely to drop 1.95.

Imperial Oil Quarterly Cash And Equivalents

2.72 Billion

3.6B3.7B2.2B2.4B2.7B100%
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.
  
Check out Imperial Oil Backtesting, Imperial Oil Valuation, Imperial Oil Correlation, Imperial Oil Hype Analysis, Imperial Oil Volatility, Imperial Oil History and analyze Imperial Oil Performance.
To learn how to invest in Imperial Stock, please use our How to Invest in Imperial Oil guide.

Imperial Oil Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Imperial Oil market risk premium is the additional return an investor will receive from holding Imperial Oil 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 Imperial Oil. 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 Imperial Oil's performance over market.
α0.15   β0.68
0.00.10.20.00.1157%67%-66%80%100%

Imperial Oil 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 Imperial Oil's Buy-and-hold return. Our buy-and-hold chart shows how Imperial Oil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

Imperial Oil Market Price Analysis

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

Imperial Oil Return and Market Media

The median price of Imperial Oil for the period between Sun, Dec 22, 2024 and Sat, Mar 22, 2025 is 67.08 with a coefficient of variation of 4.47. The daily time series for the period is distributed with a sample standard deviation of 2.99, arithmetic mean of 66.98, and mean deviation of 2.42. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.1512345678910112025FebMar -10-505
JavaScript chart by amCharts 3.21.15Imperial Oil Imperial Oil Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Imperial Oils SWOT analysis tech advancements boost stock outlook
01/13/2025
2
Imperial Oil Ltd Surpasses Q4 Expectations with EPS of 2.37 and Strong Revenue Performance
01/31/2025
3
Is Imperial Oil Stock Outpacing Its Oils-Energy Peers This Year
02/05/2025
4
Imperial Oil names Whelan to become Chairman, CEO as Corson set to retire
02/13/2025
5
Q1 EPS Estimates for Imperial Oil Boosted by Zacks Research - MarketBeat
02/27/2025
6
E3 Lithium, Imperial Oil Finalize Freehold Mineral Land for Clearwater Project in Alberta - Marketscreener.com
03/03/2025
7
Imperial Oil Upgraded to Buy Heres What You Should Know
03/05/2025
8
Imperial Oil Ltd Shares Up 4.25 percent on Mar 7
03/07/2025
9
IMO celebra 60 aos de innovacin en el lavado de coches con emocionantes actualizaciones
03/10/2025
10
Imperial Petroleum Offers 8.75 percent Yield Through Latest Preferred Dividend - StockTitan
03/11/2025
11
Imperial Oil Gets Relative Strength Rating Upgrade
03/17/2025

About Imperial Oil 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 Imperial or other stocks. Alpha measures the amount that position in Imperial Oil 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 (projected)
Dividend Yield0.02020.02540.0264
Price To Sales Ratio0.740.90.96

Imperial Oil Upcoming Company Events

As portrayed in its financial statements, the presentation of Imperial Oil's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Imperial Oil's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Imperial Oil's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Imperial Oil. Please utilize our Beneish M Score to check the likelihood of Imperial Oil's management manipulating its earnings.
2nd of February 2024
Upcoming Quarterly Report
View
26th of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
2nd of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

Build Portfolio with Imperial Oil

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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
When determining whether Imperial Oil offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Imperial Oil's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Imperial Oil Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Imperial Oil Stock:
Check out Imperial Oil Backtesting, Imperial Oil Valuation, Imperial Oil Correlation, Imperial Oil Hype Analysis, Imperial Oil Volatility, Imperial Oil History and analyze Imperial Oil Performance.
To learn how to invest in Imperial Stock, please use our How to Invest in Imperial Oil guide.
You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Imperial Oil 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 Imperial Oil technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Imperial Oil 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...

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