Rockwell Automation Stock Market Value
| ROK Stock | USD 278.90 3.34 1.18% |
| Symbol | Rockwell |
Rockwell Automation Price To Book Ratio
Is Electrical Components & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rockwell Automation. If investors know Rockwell will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rockwell Automation listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.20) | Dividend Share 5 | Earnings Share 8.28 | Revenue Per Share | Quarterly Revenue Growth (0.21) |
The market value of Rockwell Automation is measured differently than its book value, which is the value of Rockwell that is recorded on the company's balance sheet. Investors also form their own opinion of Rockwell Automation's value that differs from its market value or its book value, called intrinsic value, which is Rockwell Automation's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rockwell Automation's market value can be influenced by many factors that don't directly affect Rockwell Automation's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Rockwell Automation's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rockwell Automation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rockwell Automation's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rockwell Automation 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Rockwell Automation's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Rockwell Automation.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Rockwell Automation on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Rockwell Automation or generate 0.0% return on investment in Rockwell Automation over 30 days. Rockwell Automation is related to or competes with Dover, Illinois Tool, Ingersoll Rand, Eaton PLC, Emerson Electric, Parker Hannifin, and Cummins. Rockwell Automation, Inc. provides industrial automation and digital transformation solutions in North America, Europe, ... More
Rockwell Automation Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Rockwell Automation's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Rockwell Automation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.0045 | |||
| Maximum Drawdown | 14.96 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.7 |
Rockwell Automation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rockwell Automation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rockwell Automation's standard deviation. In reality, there are many statistical measures that can use Rockwell Automation historical prices to predict the future Rockwell Automation's volatility.| Risk Adjusted Performance | 0.0471 | |||
| Jensen Alpha | 0.0646 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0056 | |||
| Treynor Ratio | 0.3307 |
Rockwell Automation Backtested Returns
As of now, Rockwell Stock is very steady. Rockwell Automation maintains Sharpe Ratio (i.e., Efficiency) of 0.0453, which implies the firm had a 0.0453 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rockwell Automation, which you can use to evaluate the volatility of the company. Please check Rockwell Automation's Risk Adjusted Performance of 0.0471, coefficient of variation of 2020.49, and Semi Deviation of 1.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0899%. Rockwell Automation has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.25, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rockwell Automation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rockwell Automation is expected to be smaller as well. Rockwell Automation right now holds a risk of 1.99%. Please check Rockwell Automation value at risk, and the relationship between the jensen alpha and skewness , to decide if Rockwell Automation will be following its historical price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Rockwell Automation has insignificant reverse predictability. Overlapping area represents the amount of predictability between Rockwell Automation time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rockwell Automation price movement. The serial correlation of -0.16 indicates that over 16.0% of current Rockwell Automation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 23.61 |
Rockwell Automation lagged returns against current returns
Autocorrelation, which is Rockwell Automation stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Rockwell Automation's stock expected returns. We can calculate the autocorrelation of Rockwell Automation returns to help us make a trade decision. For example, suppose you find that Rockwell Automation has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Rockwell Automation regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Rockwell Automation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rockwell Automation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rockwell Automation stock over time.
Current vs Lagged Prices |
| Timeline |
Rockwell Automation Lagged Returns
When evaluating Rockwell Automation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rockwell Automation stock have on its future price. Rockwell Automation autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Rockwell Automation autocorrelation shows the relationship between Rockwell Automation stock current value and its past values and can show if there is a momentum factor associated with investing in Rockwell Automation.
Regressed Prices |
| Timeline |
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Rockwell Automation 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.