Rpm International Stock Alpha and Beta Analysis
| RPM Stock | USD 138.85 0.75 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RPM International. It also helps investors analyze the systematic and unsystematic risks associated with investing in RPM International over a specified time horizon. Remember, high RPM International'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 RPM International's market risk premium analysis include:
Beta 0.99 | Alpha 0.2 | Risk 1.35 | Sharpe Ratio 0.23 | Expected Return 0.31 |
RPM International 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.
RPM |
RPM International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RPM International market risk premium is the additional return an investor will receive from holding RPM International 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 RPM International. 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 RPM International's performance over market.| α | 0.20 | β | 0.99 |
RPM International 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 RPM International's Buy-and-hold return. Our buy-and-hold chart shows how RPM International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RPM International Market Price Analysis
Market price analysis indicators help investors to evaluate how RPM International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RPM International shares will generate the highest return on investment. By understating and applying RPM International stock market price indicators, traders can identify RPM International position entry and exit signals to maximize returns.
RPM International Return and Market Media
The median price of RPM International for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 128.68 with a coefficient of variation of 5.95. The daily time series for the period is distributed with a sample standard deviation of 7.58, arithmetic mean of 127.33, and mean deviation of 6.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by William Summers of 1400 shares of RPM International subject to Rule 16b-3 | 10/02/2024 |
2 | RPM International Inc Q1 2025 Earnings Call Transcript Highlights Record Adjusted EPS ... | 10/03/2024 |
3 | Why RPM International is a Top Growth Stock for the Long-Term | 10/11/2024 |
4 | Does RPM International Deserve A Spot On Your Watchlist | 10/23/2024 |
| RPM International dividend paid on 31st of October 2024 | 10/31/2024 |
5 | Why Is RPM International Down 0.2 percent Since Last Earnings Report | 11/01/2024 |
6 | The Rise of Sawmill Machinery Market A 2,018.73 Million Industry Dominated by Tech Giants - HewSaw, BID Group Technologies Ltd. and SAB - SGEWERKSANLAGEN GMBH T... | 11/04/2024 |
7 | RPM Raceway Stamford Celebrates its New Signature Multi-Level Go-Kart Racing Track, Enhanced Arcade Gaming and a Vibrant New Food Menu | 11/08/2024 |
8 | Disposition of 594 shares by Frederick Nance of RPM International at 135.467 subject to Rule 16b-3 | 11/14/2024 |
9 | Insider Sale Director Frederick Nance Sells Shares of RPM International Inc | 11/15/2024 |
10 | Heres Why RPM International is a Strong Momentum Stock | 11/20/2024 |
11 | Are You Looking for a Top Momentum Pick Why RPM International is a Great Choice | 11/21/2024 |
About RPM International 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 RPM or other stocks. Alpha measures the amount that position in RPM International 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 | 0.0181 | 0.021 | 0.0162 | 0.0154 | Price To Sales Ratio | 1.68 | 1.4 | 1.95 | 2.05 |
RPM International Upcoming Company Events
As portrayed in its financial statements, the presentation of RPM International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, RPM International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of RPM International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of RPM International. Please utilize our Beneish M Score to check the likelihood of RPM International's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 24th of July 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of May 2023 Last Financial Announcement | View |
Build Portfolio with RPM International
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 RPM International Backtesting, RPM International Valuation, RPM International Correlation, RPM International Hype Analysis, RPM International Volatility, RPM International History and analyze RPM International Performance. To learn how to invest in RPM Stock, please use our How to Invest in RPM International guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
RPM International 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.