Crh Plc Adr Stock Alpha and Beta Analysis
| CRH Stock | USD 101.40 0.90 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CRH PLC ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in CRH PLC over a specified time horizon. Remember, high CRH PLC'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 CRH PLC's market risk premium analysis include:
Beta 0.99 | Alpha 0.098 | Risk 1.32 | Sharpe Ratio 0.17 | Expected Return 0.23 |
CRH PLC Quarterly Cash And Equivalents |
|
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.
CRH |
CRH PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CRH PLC market risk premium is the additional return an investor will receive from holding CRH PLC 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 CRH PLC. 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 CRH PLC's performance over market.| α | 0.1 | β | 0.99 |
CRH PLC 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 CRH PLC's Buy-and-hold return. Our buy-and-hold chart shows how CRH PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CRH PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how CRH PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CRH PLC shares will generate the highest return on investment. By understating and applying CRH PLC stock market price indicators, traders can identify CRH PLC position entry and exit signals to maximize returns.
CRH PLC Return and Market Media
The median price of CRH PLC for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 91.97 with a coefficient of variation of 5.13. The daily time series for the period is distributed with a sample standard deviation of 4.75, arithmetic mean of 92.51, and mean deviation of 3.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | When Should You Buy CRH plc | 09/24/2024 |
| CRH PLC dividend paid on 25th of September 2024 | 09/25/2024 |
2 | This Is What Whales Are Betting On CRH | 10/16/2024 |
3 | Decoding CRH PLC A Strategic SWOT Insight | 11/08/2024 |
4 | Wolverine Asset Management LLC Has 1.76 Million Stock Holdings in CRH plc | 11/12/2024 |
5 | Seth Klarmans Strategic Increase in Herbalife Ltd Holdings | 11/14/2024 |
6 | CRH Could Be A Buy For Its Upcoming Dividend | 11/18/2024 |
7 | CRH plc Given Consensus Recommendation of Buy by Analysts | 11/21/2024 |
About CRH PLC 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 CRH or other stocks. Alpha measures the amount that position in CRH PLC ADR 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 | 0.022 | 0.0304 | 0.0188 | 0.018 | Price To Sales Ratio | 1.33 | 0.92 | 1.43 | 1.5 |
CRH PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of CRH PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CRH PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CRH PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CRH PLC. Please utilize our Beneish M Score to check the likelihood of CRH PLC's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 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 CRH PLC
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 CRH PLC Backtesting, CRH PLC Valuation, CRH PLC Correlation, CRH PLC Hype Analysis, CRH PLC Volatility, CRH PLC History and analyze CRH PLC Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
CRH PLC 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.