International Business Machines Stock Alpha and Beta Analysis
| IBM Stock | USD 226.92 1.91 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Business Machines. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Business over a specified time horizon. Remember, high International Business' 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 International Business' market risk premium analysis include:
Beta 0.87 | Alpha 0.13 | Risk 1.43 | Sharpe Ratio 0.14 | Expected Return 0.21 |
International Business 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.
International |
International Business Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Business market risk premium is the additional return an investor will receive from holding International Business 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 International Business. 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 International Business' performance over market.| α | 0.13 | β | 0.87 |
International Business 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 International Business' Buy-and-hold return. Our buy-and-hold chart shows how International Business performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.International Business Market Price Analysis
Market price analysis indicators help investors to evaluate how International Business stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading International Business shares will generate the highest return on investment. By understating and applying International Business stock market price indicators, traders can identify International Business position entry and exit signals to maximize returns.
International Business Return and Market Media
The median price of International Business for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 213.11 with a coefficient of variation of 4.98. The daily time series for the period is distributed with a sample standard deviation of 10.7, arithmetic mean of 214.92, and mean deviation of 8.97. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| International Business dividend paid on 10th of September 2024 | 09/10/2024 |
1 | IBM AI in Action Report Identifies Key Characteristics of Businesses That Consider Themselves Leaders in AI | 11/08/2024 |
2 | International Business Machines Corporation CEO Advocates for Lighter AI Regulation, Cautions Against Overzealous Policies | 11/12/2024 |
3 | International Business Machines Corporation Is a Trending Stock Facts to Know Before Betting on It | 11/19/2024 |
4 | Zacks Research Has Optimistic Outlook of IBM FY2025 Earnings | 11/20/2024 |
5 | Foundry Partners LLC Reduces Stock Position in International Business Machines Co. | 11/21/2024 |
6 | International Business Machines Insiders Sold US2.6m Of Shares Suggesting Hesitancy | 11/22/2024 |
7 | poll Will a Santa Claus rally push stocks higher into year-end | 11/25/2024 |
About International Business 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 International or other stocks. Alpha measures the amount that position in International Business 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.049 | 0.0468 | 0.0405 | 0.022 | Price To Sales Ratio | 2.09 | 2.1 | 2.41 | 2.53 |
International Business Upcoming Company Events
As portrayed in its financial statements, the presentation of International Business' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, International Business' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of International Business' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of International Business. Please utilize our Beneish M Score to check the likelihood of International Business' management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
International Business 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.