Abm Industries Incorporated Stock Alpha and Beta Analysis
| ABM Stock | USD 53.09 0.28 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ABM Industries Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in ABM Industries over a specified time horizon. Remember, high ABM Industries' 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 ABM Industries' market risk premium analysis include:
Beta 0.43 | Alpha 0.0143 | Risk 1.79 | Sharpe Ratio (0.01) | Expected Return (0.01) |
ABM Industries 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.
ABM |
ABM Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ABM Industries market risk premium is the additional return an investor will receive from holding ABM Industries 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 ABM Industries. 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 ABM Industries' performance over market.| α | 0.01 | β | 0.43 |
ABM Industries 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 ABM Industries' Buy-and-hold return. Our buy-and-hold chart shows how ABM Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ABM Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how ABM Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ABM Industries shares will generate the highest return on investment. By understating and applying ABM Industries stock market price indicators, traders can identify ABM Industries position entry and exit signals to maximize returns.
ABM Industries Return and Market Media
The median price of ABM Industries for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 54.01 with a coefficient of variation of 4.39. The daily time series for the period is distributed with a sample standard deviation of 2.37, arithmetic mean of 54.06, and mean deviation of 2.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| ABM Industries dividend paid on 4th of November 2024 | 11/04/2024 |
1 | ABM Industries Incorporated A Bull Case Theory | 11/25/2024 |
2 | What To Expect From ABM Industries Inc Q4 2024 Earnings | 12/17/2024 |
3 | ABM Industries Stock A Dividend King at a Discount | 12/19/2024 |
4 | After Plunging -12.22 percent in 4 Weeks, Heres Why the Trend Might Reverse for ABM Industries | 12/24/2024 |
5 | Q3 Rundown Rollins Vs Other Environmental and Facilities Services Stocks | 12/31/2024 |
6 | Heres Why You Should Retain Verisk Stock in Your Portfolio Now | 01/02/2025 |
7 | ABM Industries is a Top Dividend Stock Right Now Should You Buy | 01/03/2025 |
8 | Should Value Investors Buy ABM Industries Stock | 01/06/2025 |
9 | Disposition of 256 shares by Dean Chin of ABM Industries at 50.14 subject to Rule 16b-3 | 01/07/2025 |
10 | Why ABM Industries is a Top Value Stock for the Long-Term | 01/08/2025 |
11 | Disposition of 241 shares by Dean Chin of ABM Industries at 50.42 subject to Rule 16b-3 | 01/10/2025 |
12 | ABM Industries Strong Industry, Solid Earnings Estimate Revisions | 01/13/2025 |
About ABM Industries 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 ABM or other stocks. Alpha measures the amount that position in ABM Industries 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 | 2024 | 2025 (projected) | Dividend Yield | 0.0174 | 0.0194 | 0.0253 | Price To Sales Ratio | 0.38 | 0.36 | 0.25 |
ABM Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of ABM Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ABM Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ABM Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ABM Industries. Please utilize our Beneish M Score to check the likelihood of ABM Industries' management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 11th of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with ABM Industries
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Check out ABM Industries Backtesting, ABM Industries Valuation, ABM Industries Correlation, ABM Industries Hype Analysis, ABM Industries Volatility, ABM Industries History and analyze ABM Industries Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
ABM Industries 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.