Carlisle Companies Incorporated Stock Alpha and Beta Analysis
| CSL Stock | USD 469.68 20.03 4.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Carlisle Companies Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Carlisle Companies over a specified time horizon. Remember, high Carlisle Companies' 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 Carlisle Companies' market risk premium analysis include:
Beta 1.27 | Alpha (0.01) | Risk 1.95 | Sharpe Ratio 0.11 | Expected Return 0.21 |
Carlisle Companies 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.
Carlisle |
Carlisle Companies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Carlisle Companies market risk premium is the additional return an investor will receive from holding Carlisle Companies 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 Carlisle Companies. 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 Carlisle Companies' performance over market.| α | -0.0061 | β | 1.27 |
Carlisle Companies 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 Carlisle Companies' Buy-and-hold return. Our buy-and-hold chart shows how Carlisle Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Carlisle Companies Market Price Analysis
Market price analysis indicators help investors to evaluate how Carlisle Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Carlisle Companies shares will generate the highest return on investment. By understating and applying Carlisle Companies stock market price indicators, traders can identify Carlisle Companies position entry and exit signals to maximize returns.
Carlisle Companies Return and Market Media
The median price of Carlisle Companies for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 439.13 with a coefficient of variation of 5.08. The daily time series for the period is distributed with a sample standard deviation of 22.16, arithmetic mean of 436.26, and mean deviation of 18.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Carlisle Companies dividend paid on 3rd of September 2024 | 09/03/2024 |
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3 | Down 10 percent in a month, are CSL shares feeling the sting of a potential disruption | 11/18/2024 |
4 | Are CSL Ltd shares worth investing in | 11/19/2024 |
5 | Carlisle Companies VP sells 121,937 in stock | 11/21/2024 |
6 | Carlisle Companies Earns Most Honored Company Designation From Extel All-America Executive Team Rankings for the Second Straight Year | 11/22/2024 |
About Carlisle Companies 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 Carlisle or other stocks. Alpha measures the amount that position in Carlisle Companies 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 | 0.008636 | 0.011 | 0.0103 | 0.0191 | Price To Sales Ratio | 2.71 | 1.85 | 3.4 | 3.57 |
Carlisle Companies Upcoming Company Events
As portrayed in its financial statements, the presentation of Carlisle Companies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Carlisle Companies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Carlisle Companies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Carlisle Companies. Please utilize our Beneish M Score to check the likelihood of Carlisle Companies' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Carlisle Companies
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Check out Carlisle Companies Backtesting, Carlisle Companies Valuation, Carlisle Companies Correlation, Carlisle Companies Hype Analysis, Carlisle Companies Volatility, Carlisle Companies History and analyze Carlisle Companies Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Carlisle Companies 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.