Automatic Data Processing Stock Alpha and Beta Analysis
| ADP Stock | USD 305.15 0.58 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Automatic Data Processing. It also helps investors analyze the systematic and unsystematic risks associated with investing in Automatic Data over a specified time horizon. Remember, high Automatic Data'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 Automatic Data's market risk premium analysis include:
Beta 0.81 | Alpha 0.0941 | Risk 1 | Sharpe Ratio 0.19 | Expected Return 0.19 |
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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.
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Automatic Data Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Automatic Data market risk premium is the additional return an investor will receive from holding Automatic Data 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 Automatic Data. 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 Automatic Data's performance over market.| α | 0.09 | β | 0.81 |
Automatic Data 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 Automatic Data's Buy-and-hold return. Our buy-and-hold chart shows how Automatic Data performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Automatic Data Market Price Analysis
Market price analysis indicators help investors to evaluate how Automatic Data stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Automatic Data shares will generate the highest return on investment. By understating and applying Automatic Data stock market price indicators, traders can identify Automatic Data position entry and exit signals to maximize returns.
Automatic Data Return and Market Media
The median price of Automatic Data for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 286.44 with a coefficient of variation of 3.97. The daily time series for the period is distributed with a sample standard deviation of 11.33, arithmetic mean of 285.49, and mean deviation of 9.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Maria Black of 15428 shares of Automatic Data subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 29432 shares by Carlos Rodriguez of Automatic Data at 138.53 subject to Rule 16b-3 | 09/10/2024 |
3 | Disposition of 17267 shares by Carlos Rodriguez of Automatic Data at 277.7033 subject to Rule 16b-3 | 09/13/2024 |
| Automatic Data dividend paid on 1st of October 2024 | 10/01/2024 |
4 | Wall Streets Insights Into Key Metrics Ahead of ADP Q1 Earnings | 10/25/2024 |
5 | Automatic Data Processing Beats Q1 Earnings and Revenue Estimates | 10/30/2024 |
6 | Arden Home Health and Hospice Partners With ADP to Formally Announce Opening of Hattiesburg Oces | 11/04/2024 |
7 | Automatic Data Processing, Inc. Shares Sold by NorthRock Partners LLC | 11/07/2024 |
8 | Adps corp vp Kutam Sreenivasa sells 11.7m in stock | 11/08/2024 |
9 | Sheets Smith Wealth Management Makes New Investment in Automatic Data Processing, Inc. | 11/11/2024 |
10 | Automatic Data Processing, Inc. Position Increased by Los Angeles Capital Management LLC | 11/12/2024 |
11 | Fundsmith LLP Acquires New Stake in Brown-Forman Corp | 11/14/2024 |
12 | With 82 percent institutional ownership, Automatic Data Processing, Inc. is a favorite amongst the big guns | 11/18/2024 |
13 | B. Metzler seel. Sohn Co. Holding AG Buys Shares of 47,253 Automatic Data Processing, Inc. | 11/19/2024 |
14 | Automatic Data Processing, Inc. Stake Boosted by NS Partners Ltd | 11/20/2024 |
About Automatic Data 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 Automatic or other stocks. Alpha measures the amount that position in Automatic Data Processing 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 | 0.0189 | 0.0209 | 0.0226 | 0.0154 | Price To Sales Ratio | 5.33 | 5.05 | 5.04 | 5.29 |
Automatic Data Upcoming Company Events
As portrayed in its financial statements, the presentation of Automatic Data's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Automatic Data's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Automatic Data's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Automatic Data. Please utilize our Beneish M Score to check the likelihood of Automatic Data's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th of July 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Tools for Automatic Stock Analysis
When running Automatic Data's price analysis, check to measure Automatic Data'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 Automatic Data is operating at the current time. Most of Automatic Data's value examination focuses on studying past and present price action to predict the probability of Automatic Data's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Automatic Data's price. Additionally, you may evaluate how the addition of Automatic Data to your portfolios can decrease your overall portfolio volatility.