International Consolidated Airlines Stock Alpha and Beta Analysis
| BABWF Stock | USD 2.21 0.06 2.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Consolidated Airlines. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Consolidated over a specified time horizon. Remember, high International Consolidated'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 International Consolidated's market risk premium analysis include:
Beta 1.21 | Alpha 0.27 | Risk 3.39 | Sharpe Ratio 0.13 | Expected Return 0.46 |
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 Consolidated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Consolidated market risk premium is the additional return an investor will receive from holding International Consolidated 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 Consolidated. 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 Consolidated's performance over market.| α | 0.27 | β | 1.21 |
International Consolidated 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 Consolidated's Buy-and-hold return. Our buy-and-hold chart shows how International Consolidated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.International Consolidated Market Price Analysis
Market price analysis indicators help investors to evaluate how International Consolidated pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading International Consolidated shares will generate the highest return on investment. By understating and applying International Consolidated pink sheet market price indicators, traders can identify International Consolidated position entry and exit signals to maximize returns.
International Consolidated Return and Market Media
The median price of International Consolidated for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 1.91 with a coefficient of variation of 8.44. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 1.93, and mean deviation of 0.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About International Consolidated 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 pink sheets. Alpha measures the amount that position in International Consolidated 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards International Consolidated in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, International Consolidated's short interest history, or implied volatility extrapolated from International Consolidated options trading.
Build Portfolio with International Consolidated
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 International Consolidated Backtesting, International Consolidated Valuation, International Consolidated Correlation, International Consolidated Hype Analysis, International Consolidated Volatility, International Consolidated History and analyze International Consolidated Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for International Pink Sheet analysis
When running International Consolidated's price analysis, check to measure International Consolidated'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 International Consolidated is operating at the current time. Most of International Consolidated's value examination focuses on studying past and present price action to predict the probability of International Consolidated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move International Consolidated's price. Additionally, you may evaluate how the addition of International Consolidated to your portfolios can decrease your overall portfolio volatility.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Stocks Directory Find actively traded stocks across global markets | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Global Correlations Find global opportunities by holding instruments from different markets |
International Consolidated technical pink sheet 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, pink sheet market cycles, or different charting patterns.