Interpublic Group Of Stock Alpha and Beta Analysis
| IPG Stock | USD 31.63 0.14 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Interpublic Group of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Interpublic Group over a specified time horizon. Remember, high Interpublic 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 Interpublic Group's market risk premium analysis include:
Beta 1.02 | Alpha (0.09) | Risk 1.13 | Sharpe Ratio (0.02) | Expected Return (0.03) |
Interpublic Group 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.
Interpublic |
Interpublic Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Interpublic Group market risk premium is the additional return an investor will receive from holding Interpublic 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 Interpublic 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 Interpublic Group's performance over market.| α | -0.09 | β | 1.02 |
Interpublic 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 Interpublic Group's Buy-and-hold return. Our buy-and-hold chart shows how Interpublic Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Interpublic Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Interpublic 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 Interpublic Group shares will generate the highest return on investment. By understating and applying Interpublic Group stock market price indicators, traders can identify Interpublic Group position entry and exit signals to maximize returns.
Interpublic Group Return and Market Media
The median price of Interpublic Group for the period between Sat, Feb 17, 2024 and Fri, May 17, 2024 is 31.75 with a coefficient of variation of 2.41. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 31.66, and mean deviation of 0.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Interpublic Group stock pares gain after earlier pop on takeover speculation | 03/14/2024 |
| Interpublic Group dividend paid on 15th of March 2024 | 03/15/2024 |
2 | Acquisition by Patrick Moore of 6301 shares of Interpublic at 31.74 subject to Rule 16b-3 | 03/22/2024 |
3 | Seeking Alphas top Quant picks in Communication Services sector ahead of Q1 earnings | 04/10/2024 |
4 | Earnings call Interpublic Groups steady start to 2024 with growth plans | 04/24/2024 |
5 | Decoding The Interpublic Group of Companies Inc A Strategic SWOT Insight | 04/25/2024 |
6 | Pinterest forecasts quarterly revenue above estimates on robust ad spend | 04/30/2024 |
7 | Acquisition by Mary Guilfoile of 7357 shares of Interpublic Group at 30.58 subject to Rule 16b-3 | 05/01/2024 |
8 | Disposition of 53322 shares by Philippe Krakowsky of Interpublic Group at 26.01 subject to Rule 16b-3 | 05/02/2024 |
9 | IPG Health Unlocks Next-Gen Data, AI Tech-Enabled Platforms for Healthcare | 05/06/2024 |
10 | The Interpublic Group of Companies, Inc.s Stock Been Rising Are Strong Financials Guiding The Market | 05/10/2024 |
11 | What Ethical Data Use Looks Like in 2024 | 05/14/2024 |
12 | Tracker Network Signs 2-Year Exclusivity Deal with Primis Covering All Its Video Experience Needs | 05/16/2024 |
About Interpublic 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 Interpublic or other stocks. Alpha measures the amount that position in Interpublic 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0291 | 0.0382 | 0.0401 | Price To Sales Ratio | 1.44 | 1.15 | 1.28 |
Interpublic Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Interpublic Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Interpublic Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Interpublic Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Interpublic Group. Please utilize our Beneish M Score to check the likelihood of Interpublic Group's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Interpublic 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 Interpublic Group Backtesting, Interpublic Group Valuation, Interpublic Group Correlation, Interpublic Group Hype Analysis, Interpublic Group Volatility, Interpublic Group History and analyze Interpublic Group Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Interpublic Stock analysis
When running Interpublic Group's price analysis, check to measure Interpublic Group'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 Interpublic Group is operating at the current time. Most of Interpublic Group's value examination focuses on studying past and present price action to predict the probability of Interpublic Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interpublic Group's price. Additionally, you may evaluate how the addition of Interpublic Group to your portfolios can decrease your overall portfolio volatility.
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Interpublic 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.