Ingersoll Rand Stock Alpha and Beta Analysis
IR Stock | USD 90.57 1.94 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ingersoll Rand. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ingersoll Rand over a specified time horizon. Remember, high Ingersoll Rand'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 Ingersoll Rand's market risk premium analysis include:
Beta 1.2 | Alpha 0.0919 | Risk 1.22 | Sharpe Ratio 0.19 | Expected Return 0.23 |
Ingersoll Rand 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.
Ingersoll |
Ingersoll Rand Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ingersoll Rand market risk premium is the additional return an investor will receive from holding Ingersoll Rand 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 Ingersoll Rand. 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 Ingersoll Rand's performance over market.α | 0.09 | β | 1.20 |
Ingersoll Rand 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 Ingersoll Rand's Buy-and-hold return. Our buy-and-hold chart shows how Ingersoll Rand performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ingersoll Rand Market Price Analysis
Market price analysis indicators help investors to evaluate how Ingersoll Rand stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ingersoll Rand shares will generate the highest return on investment. By understating and applying Ingersoll Rand stock market price indicators, traders can identify Ingersoll Rand position entry and exit signals to maximize returns.
Ingersoll Rand Return and Market Media
The median price of Ingersoll Rand for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 90.37 with a coefficient of variation of 5.66. The daily time series for the period is distributed with a sample standard deviation of 5.02, arithmetic mean of 88.6, and mean deviation of 4.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Ingersoll Rand Inc. Stock Holdings Increased by V Square Quantitative Management LLC | 02/20/2024 |
2 | UPDATE Ingersoll Rand to Participate in Upcoming Investor Conference | 03/04/2024 |
3 | Is Ingersoll Rand Inc a Winner in the Specialty Industrial Machinery Industry - InvestorsObserver | 03/20/2024 |
Ingersoll Rand dividend paid on 28th of March 2024 | 03/28/2024 |
4 | Reasons Why Parker-Hannifin Should be in Your Portfolio | 04/02/2024 |
5 | Compounding Growth Ingersoll Rand Adds to Durability of Business with Two Acquisitions | 04/03/2024 |
6 | Will Ingersoll Beat Estimates Again in Its Next Earnings Report | 04/05/2024 |
7 | Is Ingersoll a Solid Growth Stock 3 Reasons to Think Yes | 04/10/2024 |
8 | Buy these ASX dividend stocks for big yields until at least 2026 | 04/15/2024 |
9 | Riassunto Q4 Inc., con la sua piattaforma IR Ops basata sullAI, traccia un percorso nuovo e coraggioso in materia di rapporti con gli investitori | 04/16/2024 |
10 | Ball Corp to Report Q1 Earnings Whats in Store | 04/22/2024 |
About Ingersoll Rand 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 Ingersoll or other stocks. Alpha measures the amount that position in Ingersoll Rand 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 3.2E-4 | 0.00153 | 0.001035 | 9.83E-4 | Price To Sales Ratio | 4.98 | 3.58 | 4.55 | 5.16 |
Ingersoll Rand Upcoming Company Events
As portrayed in its financial statements, the presentation of Ingersoll Rand's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ingersoll Rand's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ingersoll Rand's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ingersoll Rand. Please utilize our Beneish M Score to check the likelihood of Ingersoll Rand's management manipulating its earnings.
15th of February 2024 Upcoming Quarterly Report | View | |
1st of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
15th 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 Ingersoll Rand
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
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Check out Ingersoll Rand Backtesting, Ingersoll Rand Valuation, Ingersoll Rand Correlation, Ingersoll Rand Hype Analysis, Ingersoll Rand Volatility, Ingersoll Rand History and analyze Ingersoll Rand Performance. To learn how to invest in Ingersoll Stock, please use our How to Invest in Ingersoll Rand guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Ingersoll Stock analysis
When running Ingersoll Rand's price analysis, check to measure Ingersoll Rand'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 Ingersoll Rand is operating at the current time. Most of Ingersoll Rand's value examination focuses on studying past and present price action to predict the probability of Ingersoll Rand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ingersoll Rand's price. Additionally, you may evaluate how the addition of Ingersoll Rand to your portfolios can decrease your overall portfolio volatility.
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