Ampco Pittsburgh Stock Alpha and Beta Analysis
AP Stock | USD 2.17 0.06 2.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ampco Pittsburgh. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ampco Pittsburgh over a specified time horizon. Remember, high Ampco Pittsburgh'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 Ampco Pittsburgh's market risk premium analysis include:
Beta 1.14 | Alpha (0.37) | Risk 3.72 | Sharpe Ratio (0.09) | Expected Return (0.34) |
Ampco Pittsburgh 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.
Ampco |
Ampco Pittsburgh Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ampco Pittsburgh market risk premium is the additional return an investor will receive from holding Ampco Pittsburgh 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 Ampco Pittsburgh. 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 Ampco Pittsburgh's performance over market.α | -0.37 | β | 1.14 |
Ampco Pittsburgh 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 Ampco Pittsburgh's Buy-and-hold return. Our buy-and-hold chart shows how Ampco Pittsburgh performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ampco Pittsburgh Market Price Analysis
Market price analysis indicators help investors to evaluate how Ampco Pittsburgh stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ampco Pittsburgh shares will generate the highest return on investment. By understating and applying Ampco Pittsburgh stock market price indicators, traders can identify Ampco Pittsburgh position entry and exit signals to maximize returns.
Ampco Pittsburgh Return and Market Media
The median price of Ampco Pittsburgh for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 2.52 with a coefficient of variation of 4.95. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 2.53, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Ampco-Pittsburgh Coverage Initiated by Analysts at StockNews.com | 01/12/2024 |
2 | Ampco-Pittsburgh Corp Stock Has Risen 3.14 percent This Week Buy, Hold, or Sell - InvestorsObserver | 02/06/2024 |
3 | Ampco-Pittsburgh Now Covered by StockNews.com | 03/11/2024 |
4 | Can Ampco-Pittsburgh Corp Stock Rise to the Top of Industrials Sector Friday - InvestorsObserver | 03/15/2024 |
5 | Ampco-Pittsburgh Coverage Initiated by Analysts at StockNews.com - Defense World | 03/22/2024 |
6 | Ampco-Pittsburgh Corporation Announces Fourth Quarter and Full Year 2023 Results | 03/25/2024 |
7 | Risks To Shareholder Returns Are Elevated At These Prices For Ampco-Pittsburgh Corporation | 03/26/2024 |
8 | Global Sanitary Pump and Valve Market to Reach a Valuation of US 3.6 Billion by 2034, With a 4.6 percent CAGR Growth Future Market Insights, Inc. | 03/28/2024 |
About Ampco Pittsburgh 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 Ampco or other stocks. Alpha measures the amount that position in Ampco-Pittsburgh 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) | Operating Cycle | 210.37 | 150.78 | Dividend Yield | 8.16E-4 | 7.76E-4 |
Ampco Pittsburgh Upcoming Company Events
As portrayed in its financial statements, the presentation of Ampco Pittsburgh's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ampco Pittsburgh's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ampco Pittsburgh's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ampco Pittsburgh. Please utilize our Beneish M Score to check the likelihood of Ampco Pittsburgh's management manipulating its earnings.
18th of March 2024 Upcoming Quarterly Report | View | |
31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Ampco Pittsburgh
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 Ampco Pittsburgh Backtesting, Ampco Pittsburgh Valuation, Ampco Pittsburgh Correlation, Ampco Pittsburgh Hype Analysis, Ampco Pittsburgh Volatility, Ampco Pittsburgh History and analyze Ampco Pittsburgh Performance. To learn how to invest in Ampco Stock, please use our How to Invest in Ampco Pittsburgh guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Ampco Stock analysis
When running Ampco Pittsburgh's price analysis, check to measure Ampco Pittsburgh'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 Ampco Pittsburgh is operating at the current time. Most of Ampco Pittsburgh's value examination focuses on studying past and present price action to predict the probability of Ampco Pittsburgh's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ampco Pittsburgh's price. Additionally, you may evaluate how the addition of Ampco Pittsburgh to your portfolios can decrease your overall portfolio volatility.
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Ampco Pittsburgh 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.