Arcosa Inc Stock Alpha and Beta Analysis
| ACA Stock | USD 101.68 2.63 2.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcosa Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcosa over a specified time horizon. Remember, high Arcosa'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 Arcosa's market risk premium analysis include:
Beta 0.75 | Alpha 0.0423 | Risk 1.81 | Sharpe Ratio 0.085 | Expected Return 0.15 |
Arcosa Quarterly Cash And Equivalents |
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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.
Arcosa |
Arcosa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcosa market risk premium is the additional return an investor will receive from holding Arcosa 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 Arcosa. 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 Arcosa's performance over market.| α | 0.04 | β | 0.75 |
Arcosa 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 Arcosa's Buy-and-hold return. Our buy-and-hold chart shows how Arcosa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arcosa Market Price Analysis
Market price analysis indicators help investors to evaluate how Arcosa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcosa shares will generate the highest return on investment. By understating and applying Arcosa stock market price indicators, traders can identify Arcosa position entry and exit signals to maximize returns.
Arcosa Return and Market Media
The median price of Arcosa for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 100.24 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 5.44, arithmetic mean of 101.27, and mean deviation of 4.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Arcosa dividend paid on 31st of October 2024 | 10/31/2024 |
1 | PUNCH ASSOCIATES Reduces Stake in Northern Technologies International Corp | 11/14/2024 |
2 | Acquisition by Bryan Stevenson of 11038 shares of Arcosa subject to Rule 16b-3 | 11/27/2024 |
3 | BNP Paribas Financial Markets Sells 7,815 Shares of Arcosa, Inc. - MarketBeat | 12/11/2024 |
4 | Arcosa, Inc. Declares Quarterly Dividend and Renews 50 Million Share Repurchase Authorization | 12/12/2024 |
5 | New 2024 ez1095 Affordable Care Act Software Offers In-House Processing For Larger Companies | 12/13/2024 |
6 | Is Arcosa, Inc. the Best Engineering Stock to Buy for 2025 | 12/26/2024 |
7 | Latest Network version of 2024 ez1095 ACA Software from Halfpricesoft.com Offers In-House Filing for Quicker Processing | 01/02/2025 |
8 | Bear of the Day Advanced Drainage Systems | 01/14/2025 |
9 | Sheets Smith Wealth Management Purchases Shares of 5,536 Arcosa, Inc. - MarketBeat | 01/23/2025 |
About Arcosa 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 Arcosa or other stocks. Alpha measures the amount that position in Arcosa Inc 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.003742 | 0.002445 | 0.002812 | 0.00405 | Price To Sales Ratio | 1.17 | 1.74 | 1.56 | 0.84 |
Arcosa Upcoming Company Events
As portrayed in its financial statements, the presentation of Arcosa's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcosa's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcosa's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcosa. Please utilize our Beneish M Score to check the likelihood of Arcosa's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Arcosa
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 Arcosa Backtesting, Arcosa Valuation, Arcosa Correlation, Arcosa Hype Analysis, Arcosa Volatility, Arcosa History and analyze Arcosa Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Arcosa 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.