Allison Transmission Holdings Stock Alpha and Beta Analysis
| ALSN Stock | USD 118.85 0.74 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allison Transmission Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allison Transmission over a specified time horizon. Remember, high Allison Transmission'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 Allison Transmission's market risk premium analysis include:
Beta 1.53 | Alpha 0.31 | Risk 1.78 | Sharpe Ratio 0.26 | Expected Return 0.46 |
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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.
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Allison Transmission Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allison Transmission market risk premium is the additional return an investor will receive from holding Allison Transmission 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 Allison Transmission. 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 Allison Transmission's performance over market.| α | 0.31 | β | 1.53 |
Allison Transmission 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 Allison Transmission's Buy-and-hold return. Our buy-and-hold chart shows how Allison Transmission performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Allison Transmission Market Price Analysis
Market price analysis indicators help investors to evaluate how Allison Transmission stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allison Transmission shares will generate the highest return on investment. By understating and applying Allison Transmission stock market price indicators, traders can identify Allison Transmission position entry and exit signals to maximize returns.
Allison Transmission Return and Market Media
The median price of Allison Transmission for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 97.99 with a coefficient of variation of 10.6. The daily time series for the period is distributed with a sample standard deviation of 10.49, arithmetic mean of 99.0, and mean deviation of 8.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Allison Transmission dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Acquisition by Van Niekerk Teresa of tradable shares of Allison Transmission subject to Rule 16b-3 | 09/04/2024 |
2 | Disposition of 2000 shares by Thomas Eifert of Allison Transmission at 37.11 subject to Rule 16b-3 | 09/26/2024 |
3 | Heres Why Allison Transmission is a Strong Value Stock | 10/16/2024 |
4 | Allison Transmission Announces Third Quarter 2024 Results | 10/29/2024 |
5 | If You Invested 1000 in Allison Transmission a Decade Ago, This is How Much Itd Be Worth Now | 11/04/2024 |
6 | Heres Why Allison Transmission is a Strong Momentum Stock | 11/05/2024 |
7 | Allison Transmission Holdings declares 0.25 dividend | 11/06/2024 |
8 | Heres What Lifted Allison Transmission Holdings in Q3 | 11/07/2024 |
9 | Allison Transmission Holdings, Inc. Declares Quarterly Dividend of 0.25 | 11/08/2024 |
10 | Boasting A 45 percent Return On Equity, Is Allison Transmission Holdings, Inc. A Top Quality Stock | 11/12/2024 |
11 | Allison Transmission Upgraded to Buy Heres What You Should Know | 11/13/2024 |
12 | Should You Buy Allison Transmission Holdings, Inc. For Its Upcoming Dividend | 11/14/2024 |
13 | Disposition of 2000 shares by John Coll of Allison Transmission at 117.7268 subject to Rule 16b-3 | 11/15/2024 |
14 | Quest Partners and Other Investors Increase Stakes in Allison Transmission | 11/19/2024 |
15 | Allison Transmission Holdings Inc Trading 2.83 percent Higher on Nov 21 | 11/21/2024 |
About Allison Transmission 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 Allison or other stocks. Alpha measures the amount that position in Allison Transmission 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 | 0.0208 | 0.02 | 0.0157 | 0.0128 | Price To Sales Ratio | 1.62 | 1.44 | 1.74 | 2.44 |
Allison Transmission Upcoming Company Events
As portrayed in its financial statements, the presentation of Allison Transmission's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Allison Transmission's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Allison Transmission's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Allison Transmission. Please utilize our Beneish M Score to check the likelihood of Allison Transmission's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Allison Transmission
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Check out Allison Transmission Backtesting, Allison Transmission Valuation, Allison Transmission Correlation, Allison Transmission Hype Analysis, Allison Transmission Volatility, Allison Transmission History and analyze Allison Transmission Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Allison Transmission 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.