The Intergroup Stock Alpha and Beta Analysis
| INTG Stock | USD 14.06 0.04 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Intergroup. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intergroup over a specified time horizon. Remember, high Intergroup'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 Intergroup's market risk premium analysis include:
Beta (0.84) | Alpha (0.33) | Risk 2.44 | Sharpe Ratio (0.11) | Expected Return (0.26) |
Enterprise Value |
|
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.
Intergroup |
Intergroup Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intergroup market risk premium is the additional return an investor will receive from holding Intergroup 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 Intergroup. 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 Intergroup's performance over market.| α | -0.33 | β | -0.84 |
Intergroup 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 Intergroup's Buy-and-hold return. Our buy-and-hold chart shows how Intergroup performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intergroup Market Price Analysis
Market price analysis indicators help investors to evaluate how Intergroup stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intergroup shares will generate the highest return on investment. By understating and applying Intergroup stock market price indicators, traders can identify Intergroup position entry and exit signals to maximize returns.
Intergroup Return and Market Media
The median price of Intergroup for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 14.5 with a coefficient of variation of 7.83. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 14.98, and mean deviation of 0.89. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Intergroup stock hits 52-week low at 16.1 amid market challenges - Investing.com | 09/19/2024 |
2 | Acquisition by Love John C of 16 shares of Intergroup subject to Rule 16b-3 | 10/01/2024 |
3 | The InterGroup Stock Rating Lowered by StockNews.com | 11/07/2024 |
4 | Intergroup stock hits 52-week low at 13.6 amid market challenges - Investing.com | 11/22/2024 |
About Intergroup 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 Intergroup or other stocks. Alpha measures the amount that position in Intergroup 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 | 0.006621 | 0.007236 | Price To Sales Ratio | 0.8 | 0.76 |
Intergroup Upcoming Company Events
As portrayed in its financial statements, the presentation of Intergroup's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intergroup's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intergroup's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intergroup. Please utilize our Beneish M Score to check the likelihood of Intergroup's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Intergroup
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.Build Diversified Portfolios
Align your risk with return expectations
Check out Intergroup Backtesting, Intergroup Valuation, Intergroup Correlation, Intergroup Hype Analysis, Intergroup Volatility, Intergroup History and analyze Intergroup Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Intergroup 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.