Emerson Electric Stock Alpha and Beta Analysis
| EMR Stock | USD 132.59 0.41 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Emerson Electric. It also helps investors analyze the systematic and unsystematic risks associated with investing in Emerson Electric over a specified time horizon. Remember, high Emerson Electric'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 Emerson Electric's market risk premium analysis include:
Beta 1.65 | Alpha 0.17 | Risk 1.81 | Sharpe Ratio 0.21 | Expected Return 0.39 |
Emerson Electric 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.
Emerson |
Emerson Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Emerson Electric market risk premium is the additional return an investor will receive from holding Emerson Electric 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 Emerson Electric. 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 Emerson Electric's performance over market.| α | 0.17 | β | 1.65 |
Emerson Electric 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 Emerson Electric's Buy-and-hold return. Our buy-and-hold chart shows how Emerson Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Emerson Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how Emerson Electric stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Emerson Electric shares will generate the highest return on investment. By understating and applying Emerson Electric stock market price indicators, traders can identify Emerson Electric position entry and exit signals to maximize returns.
Emerson Electric Return and Market Media
The median price of Emerson Electric for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 108.81 with a coefficient of variation of 9.11. The daily time series for the period is distributed with a sample standard deviation of 10.17, arithmetic mean of 111.6, and mean deviation of 8.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Emerson Electric dividend paid on 10th of September 2024 | 09/10/2024 |
1 | Disposition of 4485 shares by Michael Train of Emerson Electric at 111.56 subject to Rule 16b-3 | 10/25/2024 |
2 | Lawler, Ryan ahead of rivals in Hudson Valley as Election Day nears new poll | 10/29/2024 |
3 | Palantir, DuPont, Trump Media rise premarket Restaurant Brands falls | 11/05/2024 |
4 | Disposition of 22000 shares by Michael Train of Emerson Electric at 65.07 subject to Rule 16b-3 | 11/07/2024 |
5 | Industrial Automation Market to Grow by USD 107.1 Billion , Driven by Changing Market Dynamics, AI-Powered Report Highlights Market Transformation - Technavio | 11/13/2024 |
6 | Emerson Electric Co. Shares Acquired by Main Street Financial Solutions LLC | 11/14/2024 |
7 | Oil and Gas Sensors Industry Research Report 2024-2030 Condition Monitoring, Predictive Maintenance, and Leak Detection Expands Market Opportunities | 11/18/2024 |
8 | Emerson Electric Co. Short Interest Update | 11/19/2024 |
9 | Emerson Electrics Solid Earnings Quality Enhances Investor Confidence | 11/20/2024 |
10 | Acquisition by Surendralal Karsanbhai of 68208 shares of Emerson Electric subject to Rule 16b-3 | 11/21/2024 |
11 | Smoke Detector Market Report 2024 - ABB, Alphabet, Carrier Global, HOCHIKI, Honeywell, Johnson Controls, Resideo, Robert Bosch Stiftung, Schneider Electric and ... | 11/22/2024 |
12 | New Poll Reveals Public Response To Robert F. Kennedy Jr., Pete Hegseth Trump Cabinet Picks | 11/26/2024 |
About Emerson Electric 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 Emerson or other stocks. Alpha measures the amount that position in Emerson Electric 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 | 0.0282 | 0.0216 | 0.0191 | 0.0218 | Price To Sales Ratio | 2.21 | 3.66 | 3.59 | 3.77 |
Emerson Electric Upcoming Company Events
As portrayed in its financial statements, the presentation of Emerson Electric's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Emerson Electric's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Emerson Electric's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Emerson Electric. Please utilize our Beneish M Score to check the likelihood of Emerson Electric's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Emerson Electric
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
Additional Tools for Emerson Stock Analysis
When running Emerson Electric's price analysis, check to measure Emerson Electric'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 Emerson Electric is operating at the current time. Most of Emerson Electric's value examination focuses on studying past and present price action to predict the probability of Emerson Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emerson Electric's price. Additionally, you may evaluate how the addition of Emerson Electric to your portfolios can decrease your overall portfolio volatility.