Immersion Stock Alpha and Beta Analysis
| IMMR Stock | USD 9.73 0.58 6.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immersion. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immersion over a specified time horizon. Remember, high Immersion'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 Immersion's market risk premium analysis include:
Beta (0.02) | Alpha 0.0943 | Risk 2.13 | Sharpe Ratio 0.0818 | Expected Return 0.17 |
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.
Immersion |
Immersion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immersion market risk premium is the additional return an investor will receive from holding Immersion 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 Immersion. 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 Immersion's performance over market.| α | 0.09 | β | -0.02 |
Immersion 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 Immersion's Buy-and-hold return. Our buy-and-hold chart shows how Immersion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Immersion Market Price Analysis
Market price analysis indicators help investors to evaluate how Immersion stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immersion shares will generate the highest return on investment. By understating and applying Immersion stock market price indicators, traders can identify Immersion position entry and exit signals to maximize returns.
Immersion Return and Market Media
The median price of Immersion for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 8.66 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 8.7, and mean deviation of 0.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 11401 shares by William Martin of Immersion at 8.69 subject to Rule 16b-3 | 10/01/2024 |
| Immersion dividend paid on 18th of October 2024 | 10/18/2024 |
2 | 4 Stocks in Focus From a Prospering Computer Peripheral Industry | 10/28/2024 |
3 | Acquisition by William Martin of 6672 shares of Immersion subject to Rule 16b-3 | 10/31/2024 |
4 | UNICOM Engineering and Lubrizol Pave the Way for Immersion Adoption with Validated Tier 1 Solution | 11/18/2024 |
5 | Assessing Apples Performance Against Competitors In Technology Hardware, Storage Peripherals Industry | 11/27/2024 |
6 | In-Depth Analysis Apple Versus Competitors In Technology Hardware, Storage Peripherals Industry | 12/02/2024 |
7 | MicroBTs WhatsMiner M66S Devices Achieve Unprecedented Performance in Rosseaus Immersion Cooling System | 12/03/2024 |
8 | Barnes Noble Education announces executive changes | 12/06/2024 |
9 | Immersion Corporation A Bull Case Theory | 12/10/2024 |
10 | Barnes Noble Education realigns reporting segments | 12/11/2024 |
11 | Bullish Immersion Insiders Loaded Up On US623.6k Of Stock | 12/12/2024 |
12 | Exploring The Competitive Space Apple Versus Industry Peers In Technology Hardware, Storage Peripherals | 12/13/2024 |
13 | Immersion Cooling Market Projected to Grow at a Robust CAGR of 17.9 percent to Reach US 1.8 Billion by 2034 TMR | 12/16/2024 |
About Immersion 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 Immersion or other stocks. Alpha measures the amount that position in Immersion 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 | 0.0293 | 0.0308 | Price To Sales Ratio | 6.71 | 8.28 |
Immersion Upcoming Company Events
As portrayed in its financial statements, the presentation of Immersion's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immersion's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immersion's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immersion. Please utilize our Beneish M Score to check the likelihood of Immersion's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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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Additional Tools for Immersion Stock Analysis
When running Immersion's price analysis, check to measure Immersion's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Immersion is operating at the current time. Most of Immersion's value examination focuses on studying past and present price action to predict the probability of Immersion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immersion's price. Additionally, you may evaluate how the addition of Immersion to your portfolios can decrease your overall portfolio volatility.