International Flavors Fragrances Stock Alpha and Beta Analysis
| IFF Stock | USD 90.82 0.11 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Flavors Fragrances. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Flavors over a specified time horizon. Remember, high International Flavors' 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 Flavors' market risk premium analysis include:
Beta (0.71) | Alpha (0.06) | Risk 1.84 | Sharpe Ratio (0.10) | Expected Return (0.19) |
International Flavors 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.
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International Flavors Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Flavors market risk premium is the additional return an investor will receive from holding International Flavors 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 Flavors. 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 Flavors' performance over market.| α | -0.06 | β | -0.71 |
International Flavors 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 Flavors' Buy-and-hold return. Our buy-and-hold chart shows how International Flavors performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.International Flavors Market Price Analysis
Market price analysis indicators help investors to evaluate how International Flavors 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 Flavors shares will generate the highest return on investment. By understating and applying International Flavors stock market price indicators, traders can identify International Flavors position entry and exit signals to maximize returns.
International Flavors Return and Market Media
The median price of International Flavors for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 102.45 with a coefficient of variation of 5.92. The daily time series for the period is distributed with a sample standard deviation of 5.89, arithmetic mean of 99.56, and mean deviation of 4.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 643 shares by Teles De Mendonca Ana Paula of International Flavors subject to Rule 16b-3 | 09/05/2024 |
2 | Disposition of 193 shares by Angela Strzelecki of International Flavors at 83.34 subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 11812 shares by Glenn Richter of International Flavors subject to Rule 16b-3 | 10/01/2024 |
4 | Disposition of 389 shares by Beril Yildiz of International Flavors at 100.63 subject to Rule 16b-3 | 10/03/2024 |
| International Flavors dividend paid on 9th of October 2024 | 10/09/2024 |
5 | Disposition of 5000 shares by Yuvraj Arora of International Flavors at 91.755 subject to Rule 16b-3 | 11/11/2024 |
6 | Kentucky Retirement Systems Insurance Trust Fund Has 794,000 Holdings in International Flavors Fragrances Inc. | 11/18/2024 |
7 | Swiss National Bank Has 79.53 Million Stock Holdings in International Flavors Fragrances Inc. | 11/19/2024 |
8 | Ontario Teachers Pension Plan Board Buys 12,913 Shares of International Flavors Fragrances Inc. | 11/20/2024 |
9 | Connor Clark Lunn Investment Management Ltd. Has 10.93 Million Stock Holdings in International Flavors Fragrances Inc. | 11/22/2024 |
About International Flavors 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 Flavors 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 (projected) | Dividend Yield | 0.0182 | 0.0303 | 0.04 | Price To Sales Ratio | 3.14 | 2.15 | 1.8 |
International Flavors Upcoming Company Events
As portrayed in its financial statements, the presentation of International Flavors' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, International Flavors' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of International Flavors' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of International Flavors. Please utilize our Beneish M Score to check the likelihood of International Flavors' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 International Flavors Backtesting, International Flavors Valuation, International Flavors Correlation, International Flavors Hype Analysis, International Flavors Volatility, International Flavors History and analyze International Flavors Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
International Flavors 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.