Ametek Inc Stock Alpha and Beta Analysis
| AME Stock | USD 188.70 4.00 2.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ametek Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ametek over a specified time horizon. Remember, high Ametek'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 Ametek's market risk premium analysis include:
Beta (0.01) | Alpha 0.16 | Risk 1.59 | Sharpe Ratio 0.13 | Expected Return 0.21 |
Ametek 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.
Ametek |
Ametek Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ametek market risk premium is the additional return an investor will receive from holding Ametek 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 Ametek. 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 Ametek's performance over market.| α | 0.16 | β | -0.01 |
Ametek 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 Ametek's Buy-and-hold return. Our buy-and-hold chart shows how Ametek performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ametek Market Price Analysis
Market price analysis indicators help investors to evaluate how Ametek stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ametek shares will generate the highest return on investment. By understating and applying Ametek stock market price indicators, traders can identify Ametek position entry and exit signals to maximize returns.
Ametek Return and Market Media
The median price of Ametek for the period between Sat, Oct 26, 2024 and Fri, Jan 24, 2025 is 183.72 with a coefficient of variation of 5.02. The daily time series for the period is distributed with a sample standard deviation of 9.22, arithmetic mean of 183.8, and mean deviation of 7.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 6243 shares by David Hermance of Ametek at 73.45 subject to Rule 16b-3 | 11/08/2024 |
2 | Disposition of 443 shares by Steven Kohlhagen of Ametek at 181.86 subject to Rule 16b-3 | 11/29/2024 |
3 | Is AMETEK a Best-In-Class Industrials Business | 12/10/2024 |
| Ametek dividend paid on 20th of December 2024 | 12/20/2024 |
4 | Disposition of 963 shares by Steven Kohlhagen of Ametek at 171.3135 subject to Rule 16b-3 | 12/24/2024 |
5 | Eaton Strong Performance Meets Valuation Challenges and Growth Risks | 12/30/2024 |
6 | Global Industrial Brakes Industry Report 2018-2023, 2023-2028F, 2033F Featuring Major Players - Eaton, Parker Hannifin, Shanghai Borui Electric, AMETEK, and Nab... | 01/08/2025 |
7 | Will Ametek Beat Estimates Again in Its Next Earnings Report | 01/15/2025 |
8 | AMETEK Announces Fourth Quarter 2024 Earnings Call and Webcasted Investor Conference Call Information | 01/16/2025 |
About Ametek 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 Ametek or other stocks. Alpha measures the amount that position in Ametek 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 | 0.006285 | 0.00606 | 0.006969 | 0.00662 | Price To Sales Ratio | 5.23 | 5.76 | 5.19 | 5.44 |
Ametek Upcoming Company Events
As portrayed in its financial statements, the presentation of Ametek's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ametek's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ametek's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ametek. Please utilize our Beneish M Score to check the likelihood of Ametek's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Ametek Backtesting, Ametek Valuation, Ametek Correlation, Ametek Hype Analysis, Ametek Volatility, Ametek History and analyze Ametek Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Ametek 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.