Allegion Plc (Germany) Alpha and Beta Analysis
| 60A Stock | EUR 126.00 1.00 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allegion plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allegion Plc over a specified time horizon. Remember, high Allegion Plc'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 Allegion Plc's market risk premium analysis include:
Beta 0.0055 | Alpha 0.0292 | Risk 1.43 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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.
Allegion |
Allegion Plc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allegion Plc market risk premium is the additional return an investor will receive from holding Allegion Plc 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 Allegion Plc. 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 Allegion Plc's performance over market.| α | 0.03 | β | 0.01 |
Allegion Plc 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 Allegion Plc's Buy-and-hold return. Our buy-and-hold chart shows how Allegion Plc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Allegion Plc Market Price Analysis
Market price analysis indicators help investors to evaluate how Allegion Plc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allegion Plc shares will generate the highest return on investment. By understating and applying Allegion Plc stock market price indicators, traders can identify Allegion Plc position entry and exit signals to maximize returns.
Allegion Plc Return and Market Media
The median price of Allegion Plc for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 131.52 with a coefficient of variation of 2.75. The daily time series for the period is distributed with a sample standard deviation of 3.62, arithmetic mean of 131.62, and mean deviation of 2.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Allegion Plc 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 Allegion or other stocks. Alpha measures the amount that position in Allegion plc 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Allegion Plc in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Allegion Plc's short interest history, or implied volatility extrapolated from Allegion Plc options trading.
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Additional Information and Resources on Investing in Allegion Stock
When determining whether Allegion plc is a strong investment it is important to analyze Allegion Plc's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Allegion Plc's future performance. For an informed investment choice regarding Allegion Stock, refer to the following important reports:Check out Allegion Plc Backtesting, Allegion Plc Valuation, Allegion Plc Correlation, Allegion Plc Hype Analysis, Allegion Plc Volatility, Allegion Plc History and analyze Allegion Plc Performance. For more detail on how to invest in Allegion Stock please use our How to Invest in Allegion Plc guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Allegion Plc 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.