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 |
Imperial Oil 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.
Imperial |
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.| α | 0.15 | β | 0.68 |
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.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 (%) |
| 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 Yield | 0.0202 | 0.0254 | 0.0264 |
| Price To Sales Ratio | 0.74 | 0.9 | 0.96 |
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
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Align your risk with return expectations
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.