Intchains Group Limited Stock Alpha and Beta Analysis
| ICG Stock | 4.44 0.06 1.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intchains Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intchains Group over a specified time horizon. Remember, high Intchains Group'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 Intchains Group's market risk premium analysis include:
Beta 0.83 | Alpha (0.09) | Risk 7.34 | Sharpe Ratio (0.08) | Expected Return (0.57) |
Enterprise Value |
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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.
Intchains |
Intchains Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intchains Group market risk premium is the additional return an investor will receive from holding Intchains Group 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 Intchains Group. 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 Intchains Group's performance over market.| α | -0.09 | β | 0.83 |
Intchains Group 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 Intchains Group's Buy-and-hold return. Our buy-and-hold chart shows how Intchains Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intchains Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Intchains Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intchains Group shares will generate the highest return on investment. By understating and applying Intchains Group stock market price indicators, traders can identify Intchains Group position entry and exit signals to maximize returns.
Intchains Group Return and Market Media
The median price of Intchains Group for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 4.31 with a coefficient of variation of 31.02. The daily time series for the period is distributed with a sample standard deviation of 1.64, arithmetic mean of 5.28, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Intchains Group Shares Gap Up to 7.50 - MarketBeat | 09/23/2024 |
2 | DIRTT Receives Industry Excellence Recognition from Industrialized Construction Group Through New Medallion Program | 10/02/2024 |
3 | Investment Consulting Group, Inc. Listed to CNBCS FA 100 for the Third Time | 11/01/2024 |
4 | Intchains Group reports Q3 results | 11/20/2024 |
5 | Intchains Group Will Be Hoping To Turn Its Returns On Capital Around | 11/22/2024 |
6 | Intchains Group Limited Sees Large Decline in Short Interest | 11/29/2024 |
About Intchains Group 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 Intchains or other stocks. Alpha measures the amount that position in Intchains Group 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 | 0.003121 | 0.002774 | Price To Sales Ratio | 63.74 | 49.46 |
Intchains Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Intchains Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intchains Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intchains Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intchains Group. Please utilize our Beneish M Score to check the likelihood of Intchains Group's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Intchains Group
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 Intchains Group Backtesting, Intchains Group Valuation, Intchains Group Correlation, Intchains Group Hype Analysis, Intchains Group Volatility, Intchains Group History and analyze Intchains Group Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Intchains Group 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.