Interpublic Group Volatility
| IPGDelisted Stock | USD 24.57 -0.09 -0.36% |
The latest read on Interpublic Group points to relatively low price volatility over the last 3 months. The current risk picture incorporates 24 technical indicators.
Sharpe Ratio = 0.0
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Latest disclosures for Interpublic Group show a Market Risk Adjusted Performance of 4.9%, a Risk Adjusted Performance of -0.04%, and a Total Risk Alpha of 0.01. Interpublic Group is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to Interpublic Group's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Interpublic Group's historical volatility sets realistic expectations for Interpublic Group's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Interpublic Group exposure.
Interpublic |
Volatility Strategy
Interpublic Group dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 0.0% with a beta coefficient of -0.0211, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0, evaluates return per unit of total risk. An alpha value of -0.1 reflects performance relative to systematic market exposure. Expected return estimates near 0.0% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to Interpublic Group's market risk premium analysis include:
Beta -0.02 | Alpha -0.10 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Moving together with Interpublic Stock
| 0.69 | NDEKY | Nitto Denko Corp | PairCorr |
| 0.69 | AXP | American Express | PairCorr |
| 0.68 | BAC | Bank of America Aggressive Push | PairCorr |
Moving against Interpublic Stock
| 0.55 | CVX | Chevron Corp | PairCorr |
| 0.46 | VZ | Verizon Communications Aggressive Push | PairCorr |
| 0.36 | AA | Alcoa Corp | PairCorr |
| 0.35 | T | ATT Inc Aggressive Push | PairCorr |
| 0.34 | JNJ | Johnson Johnson | PairCorr |
| 0.33 | TRV | The Travelers Companies | PairCorr |
Sensitivity To Market
Interpublic Group beta coefficient, currently -0.0211, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 0.0%.Interpublic Group has displayed return variability that can be compared across instruments using standard deviation (1.74%). For Interpublic Group, price swings may be influenced by sector movement and company-specific headlines.
| α | -0.1039 | β | -0.0211 | Check current 90 days Interpublic Group correlation with market (Dow Jones Industrial)
Downside Risk
For Interpublic, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 0.0 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Interpublic Group. Upside risk is measured by Interpublic Group's standard deviation, while downside risk is captured by downside deviation of Interpublic Group's returns. Latest disclosures for Interpublic Group show a Maximum Drawdown of 8.04.
Stock Volatility Analysis
For investors tracking Interpublic Group, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Interpublic Group's price swings over a specific time horizon.
Transformation |
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Projected Return Density Against Market
Considering the 90-day investment horizon Interpublic Group has a beta of -0.0211 . This usually indicates that as returns on the benchmark increase, returns on Interpublic Group tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Interpublic Group is likely to outperform the market.The risk profile of Interpublic Group includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. Latest disclosures for Interpublic Group show a Mean Deviation of 1.37 and a Standard Deviation of 1.74.
Predicted Return Distribution |
| Density |
What Drives Interpublic Group's Price Volatility?
Industry Dynamics
Interpublic Group's volatility can rise when competitive dynamics or demand conditions shift across the Media sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Interpublic Group's trading.Interpublic Group's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Interpublic Group.Stock Return Volatility
Interpublic Group return volatility captures the typical daily swing in delisted stock returns relative to the mean over the selected period. The company has volatility of 0.0% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Interpublic Group Company can look attractive on recent price action while risk efficiency lags the peer group. Risk-adjusted metrics help compare Interpublic Group's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NYT | 1.05 | 0.29 | 0.19 | 3.03 | 1.59 | 2.19 | 9.02 | |||
| PSO | 1.11 | -0.07 | 0.00 | -0.16 | 0.00 | 1.76 | 12.44 | |||
| KT | 1.15 | 0.26 | 0.18 | 0.37 | 1.25 | 3.06 | 8.16 | |||
| LBRDA | 1.88 | 0.18 | 0.06 | 0.09 | 2.57 | 4.13 | 14.04 | |||
| FYBR | 0.13 | 0.03 | 0.57 | -1.50 | 0.00 | 0.29 | 0.68 | |||
| OMC | 1.78 | -0.08 | 0.00 | 0.63 | 0.00 | 3.21 | 18.94 | |||
| SKM | 2.17 | 0.69 | 0.30 | -7.54 | 1.90 | 6.82 | 17.07 | |||
| LUMN | 3.33 | 0.12 | 0.00 | -0.01 | 0.00 | 6.32 | 34.23 | |||
| TIMB | 1.66 | 0.47 | 0.20 | 0.65 | 1.88 | 4.20 | 11.42 | |||
| TIGO | 1.90 | 0.66 | 0.24 | 0.68 | 2.44 | 3.81 | 11.59 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Interpublic Group measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Interpublic Group has a market cap of 9 B, P/E of 13.69, ROE of 14.95%.
The analytics block for Interpublic Group relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsInterpublic Group Investment Opportunity
Dow Jones Industrial is about 0.0 times more volatile than Interpublic Group based on recent return behavior. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis.You can use Interpublic Group to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend and little activity. Check odds of Interpublic Group to be traded at $24.32 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between Interpublic Group and Dow Jones stands at 0.65, or Poor diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Interpublic Group Additional Risk Indicators
Risk analysis around Interpublic Group becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | 4.88 | |||
| Mean Deviation | 1.37 | |||
| Coefficient Of Variation | -1,876 | |||
| Standard Deviation | 1.74 | |||
| Variance | 3.03 | |||
| Information Ratio | -0.03 |
Interpublic Group Suggested Diversification Pairs
Pair analysis around Interpublic Group matters because it can turn one security idea into a more market-neutral structure. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Interpublic Group, market-wide risk remains. What pair trading can address is Interpublic Group's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
Interpublic Group has a market cap of 9 B, operating margin of 16.83%, current ratio of 1.04. Allocation context is available in Risk vs Return Analysis. Broader economic conditions can influence Interpublic Group's company valuation — related indicators include signals in employment. Interpublic Group P/E of 13.69 alongside ROE at 14.95% frames the starting point - the resources below add portfolio-level context that single-security analysis cannot provide alone. Those return and profitability levels shape the investment picture - the supplemental tools help investors decide if they are sustainable. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Other Consideration for investing in Interpublic Stock
Interpublic Group risk profile reflects reduced regulatory structure post-delisting.
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