Ryder System Stock Alpha and Beta Analysis
| R Stock | USD 161.21 1.33 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ryder System. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ryder System over a specified time horizon. Remember, high Ryder System'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 Ryder System's market risk premium analysis include:
Beta 1.71 | Alpha 0.11 | Risk 1.84 | Sharpe Ratio 0.13 | Expected Return 0.23 |
Ryder System 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.
Ryder |
Ryder System Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ryder System market risk premium is the additional return an investor will receive from holding Ryder System 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 Ryder System. 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 Ryder System's performance over market.| α | 0.11 | β | 1.71 |
Ryder System 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 Ryder System's Buy-and-hold return. Our buy-and-hold chart shows how Ryder System performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ryder System Market Price Analysis
Market price analysis indicators help investors to evaluate how Ryder System stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ryder System shares will generate the highest return on investment. By understating and applying Ryder System stock market price indicators, traders can identify Ryder System position entry and exit signals to maximize returns.
Ryder System Return and Market Media
The median price of Ryder System for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 145.07 with a coefficient of variation of 5.95. The daily time series for the period is distributed with a sample standard deviation of 8.68, arithmetic mean of 146.03, and mean deviation of 6.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Ryder System dividend paid on 20th of September 2024 | 09/20/2024 |
1 | Q3 2024 Ryder System Inc Earnings Call Transcript | 10/25/2024 |
2 | As North Korean troops approach Ukraines border, Russian forces make slow, but steady gains in the East | 10/30/2024 |
3 | Pentagon believes Iran should not respond to Israels retaliation | 11/04/2024 |
4 | US not taking foot off the gas pedal in pressing Israel to get humanitarian aid into Gaza Pentagon | 11/12/2024 |
5 | Ryder Recognized for Environmental Leadership Sustainable Transportation Solutions | 11/13/2024 |
6 | I won the Ryder Cup as a captain neither team should be paid to play in it | 11/14/2024 |
7 | HG Vora Capital Management, LLC Reduces Stake in Ryder System Inc | 11/15/2024 |
8 | Sergio Garcia set for DP World Tour return with 2025 Ryder Cup in New York a target | 11/18/2024 |
9 | Ryder Capital Limited Insider Peter Constable Purchases 23,326 Shares | 11/19/2024 |
About Ryder System 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 Ryder or other stocks. Alpha measures the amount that position in Ryder System 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 | 2024 (projected) | Dividend Yield | 0.0297 | 0.0286 | Price To Sales Ratio | 0.33 | 0.34 |
Ryder System Upcoming Company Events
As portrayed in its financial statements, the presentation of Ryder System's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ryder System's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ryder System's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ryder System. Please utilize our Beneish M Score to check the likelihood of Ryder System's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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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Additional Tools for Ryder Stock Analysis
When running Ryder System's price analysis, check to measure Ryder System's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ryder System is operating at the current time. Most of Ryder System's value examination focuses on studying past and present price action to predict the probability of Ryder System's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ryder System's price. Additionally, you may evaluate how the addition of Ryder System to your portfolios can decrease your overall portfolio volatility.