Rev Group Stock Alpha and Beta Analysis
| REVG Stock | USD 34.77 0.40 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rev Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rev over a specified time horizon. Remember, high Rev'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 Rev's market risk premium analysis include:
Beta 1 | Alpha 0.36 | Risk 2.85 | Sharpe Ratio 0.0868 | Expected Return 0.25 |
Enterprise Value |
|
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.
Rev |
Rev Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rev market risk premium is the additional return an investor will receive from holding Rev 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 Rev. 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 Rev's performance over market.| α | 0.36 | β | 1.00 |
Rev 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 Rev's Buy-and-hold return. Our buy-and-hold chart shows how Rev performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rev Market Price Analysis
Market price analysis indicators help investors to evaluate how Rev stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rev shares will generate the highest return on investment. By understating and applying Rev stock market price indicators, traders can identify Rev position entry and exit signals to maximize returns.
Rev Return and Market Media
The median price of Rev for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 31.87 with a coefficient of variation of 6.91. The daily time series for the period is distributed with a sample standard deviation of 2.2, arithmetic mean of 31.84, and mean deviation of 1.78. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | REV Group, Inc. is Segall Bryant Hamill LLCs 3rd Largest Position - MarketBeat | 11/20/2024 |
2 | Acquisition by Christopher Daniels of 29668 shares of Rev subject to Rule 16b-3 | 11/21/2024 |
3 | REV Group Stock Climbs 16 percent on Q4 Earnings Beat, 250 Million Buyback Plan | 12/11/2024 |
4 | A Look Into REV Group Incs Price Over Earnings | 12/16/2024 |
5 | 5 Low-Leverage Stocks to Buy as Inflation Data Entices Investors | 12/23/2024 |
6 | REV Group Inc Shares Down 3.61 percent on Dec 27 | 12/27/2024 |
7 | Disposition of 2607 shares by Amy Campbell of Rev at 31.87 subject to Rule 16b-3 | 12/31/2024 |
8 | Why Fast-paced Mover REV Group Is a Great Choice for Value Investors | 01/03/2025 |
9 | Is REV Group Outperforming Other Transportation Stocks This Year | 01/07/2025 |
| Rev dividend paid on 10th of January 2025 | 01/10/2025 |
10 | Disposition of 4533 shares by Joseph LaDue of Rev at 32.21 subject to Rule 16b-3 | 01/13/2025 |
11 | Disposition of 2322 shares by Joseph LaDue of Rev at 18.17 subject to Rule 16b-3 | 01/17/2025 |
12 | REV Group management to meet with DA Davidson REVG | 01/22/2025 |
13 | REV Group Reaches New 1-Year High - Whats Next - MarketBeat | 01/23/2025 |
14 | REV Group, Inc. Stock Holdings Lessened by JPMorgan Chase Co. - MarketBeat | 01/24/2025 |
15 | Hub Group Q4 Earnings Meet Estimates | 02/06/2025 |
About Rev 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 Rev or other stocks. Alpha measures the amount that position in Rev Group 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0149 | 0.13 | 0.12 | Price To Sales Ratio | 0.36 | 0.61 | 0.7 |
Rev Upcoming Company Events
As portrayed in its financial statements, the presentation of Rev's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rev's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rev's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rev. Please utilize our Beneish M Score to check the likelihood of Rev's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 13th 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 Rev
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 Rev Backtesting, Rev Valuation, Rev Correlation, Rev Hype Analysis, Rev Volatility, Rev History and analyze Rev Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Rev 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.