Itron Inc Stock Alpha and Beta Analysis
| ITRI Stock | USD 104.57 0.66 0.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Itron Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Itron over a specified time horizon. Remember, high Itron'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 Itron's market risk premium analysis include:
Beta 0.76 | Alpha (0.05) | Risk 2.14 | Sharpe Ratio (0.05) | Expected Return (0.10) |
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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.
Itron |
Itron Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Itron market risk premium is the additional return an investor will receive from holding Itron 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 Itron. 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 Itron's performance over market.| α | -0.05 | β | 0.76 |
Itron 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 Itron's Buy-and-hold return. Our buy-and-hold chart shows how Itron performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Itron Market Price Analysis
Market price analysis indicators help investors to evaluate how Itron stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Itron shares will generate the highest return on investment. By understating and applying Itron stock market price indicators, traders can identify Itron position entry and exit signals to maximize returns.
Itron Return and Market Media
The median price of Itron for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 106.69 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 4.87, arithmetic mean of 106.25, and mean deviation of 3.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Smart Water Meters Market worth 9.04 billion by 2030 MarketsandMarkets. | 02/10/2025 |
2 | Acquisition by Joan Hooper of 21592 shares of Itron subject to Rule 16b-3 | 02/26/2025 |
3 | Disposition of 300 shares by Hemmingsen Mary C. of Itron at 107.27 subject to Rule 16b-3 | 02/27/2025 |
4 | Itron Full Year 2024 Earnings EPS Beats Expectations | 03/03/2025 |
5 | Street Lighting Market Size to Surpass USD 16.52 Billion by 2032 SNS Insider | 03/04/2025 |
6 | Arkansas Cooperative to Modernize Electric Grid with Itrons Gen5 Riva Solution | 03/06/2025 |
7 | Wall Street Analysts Think Itron Is a Good Investment Is It | 03/07/2025 |
8 | AVECC Partners With Itron NRTC to Modernize Energy Infrastructure | 03/10/2025 |
9 | Does Itron Have the Potential to Rally 25.61 percent as Wall Street Analysts Expect | 03/12/2025 |
About Itron 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 Itron or other stocks. Alpha measures the amount that position in Itron Inc 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.
| 2024 | 2025 (projected) | Dividend Yield | 7.63E-4 | 6.78E-4 | Price To Sales Ratio | 2.02 | 1.43 |
Itron Upcoming Company Events
As portrayed in its financial statements, the presentation of Itron's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Itron's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Itron's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Itron. Please utilize our Beneish M Score to check the likelihood of Itron's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Itron Backtesting, Itron Valuation, Itron Correlation, Itron Hype Analysis, Itron Volatility, Itron History and analyze Itron Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Itron 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.