Ituran Location And Stock Alpha and Beta Analysis
| ITRN Stock | USD 37.98 1.15 3.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ituran Location and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ituran Location over a specified time horizon. Remember, high Ituran Location'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 Ituran Location's market risk premium analysis include:
Beta 0.67 | Alpha 0.43 | Risk 3.12 | Sharpe Ratio 0.14 | Expected Return 0.43 |
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.
Ituran |
Ituran Location Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ituran Location market risk premium is the additional return an investor will receive from holding Ituran Location 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 Ituran Location. 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 Ituran Location's performance over market.| α | 0.43 | β | 0.67 |
Ituran Location 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 Ituran Location's Buy-and-hold return. Our buy-and-hold chart shows how Ituran Location performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ituran Location Market Price Analysis
Market price analysis indicators help investors to evaluate how Ituran Location stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ituran Location shares will generate the highest return on investment. By understating and applying Ituran Location stock market price indicators, traders can identify Ituran Location position entry and exit signals to maximize returns.
Ituran Location Return and Market Media
The median price of Ituran Location for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 33.18 with a coefficient of variation of 11.59. The daily time series for the period is distributed with a sample standard deviation of 3.98, arithmetic mean of 34.37, and mean deviation of 3.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Ituran Location dividend paid on 8th of January 2025 | 01/08/2025 |
1 | Traffic Control Technology Full Year 2024 Earnings Beats Expectations | 02/27/2025 |
2 | Acorn, Provider of Backup Power Generator Monitoring and Control,Hosts Q4 Earnings Call Thur. March 6th at 11am ET | 03/04/2025 |
3 | How This Startup Enables Long-Distance Drone Control for Law Enforcement Agencies | 03/06/2025 |
4 | US Air Traffic Control Must Not Be Privatized Opinion | 03/07/2025 |
5 | A surprise Control update brings Hideo Kojima and HDR to the PC version | 03/10/2025 |
6 | Beijing AriTime Intelligent Control Co., Ltd.s Shares Climb 30 percent But Its Business Is Yet to Catch Up | 03/11/2025 |
7 | Equilibrium Energy Raises 28M to Unlock Full Potential in Power Portfolio Management, and Launches its Flagship EQ Mission Control Software Platform | 03/12/2025 |
8 | Ningbo Gaofa Automotive Control System Co., Ltd.s Share Price Boosted 31 percent But Its Business Prospects Need A Lift Too | 03/14/2025 |
About Ituran Location 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 Ituran or other stocks. Alpha measures the amount that position in Ituran Location 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 | 2025 (projected) | Dividend Yield | 0.0266 | 0.0212 | 0.0244 | 0.0483 | Price To Sales Ratio | 1.47 | 1.7 | 1.96 | 3.2 |
Ituran Location Upcoming Company Events
As portrayed in its financial statements, the presentation of Ituran Location's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ituran Location's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ituran Location's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ituran Location. Please utilize our Beneish M Score to check the likelihood of Ituran Location's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Ituran Location Backtesting, Ituran Location Valuation, Ituran Location Correlation, Ituran Location Hype Analysis, Ituran Location Volatility, Ituran Location History and analyze Ituran Location Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Ituran Location 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.