Parker Hannifin Stock Alpha and Beta Analysis
| PH Stock | USD 703.89 38.08 5.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Parker Hannifin. It also helps investors analyze the systematic and unsystematic risks associated with investing in Parker Hannifin over a specified time horizon. Remember, high Parker Hannifin'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 Parker Hannifin's market risk premium analysis include:
Beta 0.58 | Alpha 0.14 | Risk 1.77 | Sharpe Ratio 0.11 | Expected Return 0.19 |
Parker Hannifin 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.
Parker |
Parker Hannifin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Parker Hannifin market risk premium is the additional return an investor will receive from holding Parker Hannifin 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 Parker Hannifin. 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 Parker Hannifin's performance over market.| α | 0.14 | β | 0.58 |
Parker Hannifin 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 Parker Hannifin's Buy-and-hold return. Our buy-and-hold chart shows how Parker Hannifin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Parker Hannifin Market Price Analysis
Market price analysis indicators help investors to evaluate how Parker Hannifin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Parker Hannifin shares will generate the highest return on investment. By understating and applying Parker Hannifin stock market price indicators, traders can identify Parker Hannifin position entry and exit signals to maximize returns.
Parker Hannifin Return and Market Media
The median price of Parker Hannifin for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 671.82 with a coefficient of variation of 4.26. The daily time series for the period is distributed with a sample standard deviation of 28.48, arithmetic mean of 668.01, and mean deviation of 25.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Solenoid Valves Market to Surpass Valuation of US 7,802.3 Million By 2032 Astute Analytica | 12/03/2024 |
| Parker Hannifin dividend paid on 6th of December 2024 | 12/06/2024 |
2 | Acquisition by Savage Jean of 299 shares of Parker Hannifin subject to Rule 16b-3 | 12/24/2024 |
3 | Gas and Liquid Handling Stocks Q3 Recap Benchmarking Donaldson | 01/06/2025 |
4 | Parker-Hannifin Corporation is a favorite amongst institutional investors who own 84 | 01/08/2025 |
5 | CHICAGO TRUST Co NA Has 1.01 Million Position in Parker-Hannifin Co. | 01/13/2025 |
6 | Why Parker-Hannifin is Poised to Beat Earnings Estimates Again | 01/15/2025 |
7 | Panel Filters Market to Reach USD 12.3 Billion by 2032, Driven by Rising Demand for Air Quality Control Report by SNS Insider | 01/16/2025 |
8 | Want Better Returns Dont Ignore These 2 Industrial Products Stocks Set to Beat Earnings | 01/17/2025 |
9 | What Analysts Are Saying About Parker Hannifin Stock - Benzinga | 01/24/2025 |
10 | Parker-Hannifin Stock Rises on Strong Earnings Report - GuruFocus.com | 01/30/2025 |
About Parker Hannifin 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 Parker or other stocks. Alpha measures the amount that position in Parker Hannifin 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 | 0.0141 | 0.0121 | 0.014 | 0.0204 | Price To Sales Ratio | 2.63 | 3.23 | 2.91 | 3.05 |
Parker Hannifin Upcoming Company Events
As portrayed in its financial statements, the presentation of Parker Hannifin's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Parker Hannifin's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Parker Hannifin's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Parker Hannifin. Please utilize our Beneish M Score to check the likelihood of Parker Hannifin's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Parker Hannifin
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 Parker Hannifin Backtesting, Parker Hannifin Valuation, Parker Hannifin Correlation, Parker Hannifin Hype Analysis, Parker Hannifin Volatility, Parker Hannifin History and analyze Parker Hannifin Performance. For more detail on how to invest in Parker Stock please use our How to Invest in Parker Hannifin guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Parker Hannifin 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.