Rbc Bearings Incorporated Stock Alpha and Beta Analysis
| RBC Stock | USD 324.45 0.01 0% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RBC Bearings Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in RBC Bearings over a specified time horizon. Remember, high RBC Bearings' 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 RBC Bearings' market risk premium analysis include:
Beta 1.58 | Alpha 0.0582 | Risk 1.67 | Sharpe Ratio 0.0976 | Expected Return 0.16 |
RBC Bearings 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.
RBC |
RBC Bearings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RBC Bearings market risk premium is the additional return an investor will receive from holding RBC Bearings 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 RBC Bearings. 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 RBC Bearings' performance over market.| α | 0.06 | β | 1.58 |
RBC Bearings 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 RBC Bearings' Buy-and-hold return. Our buy-and-hold chart shows how RBC Bearings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RBC Bearings Market Price Analysis
Market price analysis indicators help investors to evaluate how RBC Bearings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RBC Bearings shares will generate the highest return on investment. By understating and applying RBC Bearings stock market price indicators, traders can identify RBC Bearings position entry and exit signals to maximize returns.
RBC Bearings Return and Market Media
The median price of RBC Bearings for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 290.5 with a coefficient of variation of 4.13. The daily time series for the period is distributed with a sample standard deviation of 12.17, arithmetic mean of 294.43, and mean deviation of 9.6. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Heres How Much 1000 Invested In RBC Bearings 15 Years Ago Would Be Worth Today | 09/05/2024 |
2 | Disposition of 4081 shares by Michael Hartnett of RBC Bearings at 143.92 subject to Rule 16b-3 | 09/09/2024 |
3 | Disposition of 30695 shares by Michael Hartnett of RBC Bearings at 143.92 subject to Rule 16b-3 | 09/11/2024 |
4 | Disposition of 7161 shares by Michael Hartnett of RBC Bearings at 137.44 subject to Rule 16b-3 | 09/13/2024 |
5 | RBC Bearings director Stewart Edward sells shares worth over 837k | 09/20/2024 |
6 | Acquisition by Richard Edwards of 750 shares of RBC Bearings subject to Rule 16b-3 | 10/11/2024 |
7 | Acquisition by Daniel Bergeron of 6736 shares of RBC Bearings subject to Rule 16b-3 | 10/14/2024 |
8 | RBC Bearings to Webcast Second Quarter Fiscal Year 2025 Earnings Conference Call November 1st | 10/16/2024 |
9 | RBC Bearings earnings matched, revenue fell short of estimates | 11/01/2024 |
10 | Earnings call RBC Bearings posts growth with strong AD sales | 11/04/2024 |
11 | RBC Bearings Posts Earnings Results, Misses Estimates By 0.01 EPS | 11/05/2024 |
12 | Disposition of 5600 shares by Robert Sullivan of RBC Bearings at 143.92 subject to Rule 16b-3 | 11/08/2024 |
13 | Disposition of 17500 shares by Daniel Bergeron of RBC Bearings at 132.12 subject to Rule 16b-3 | 11/11/2024 |
14 | Geneva Capital Management LLC Buys 8,012 Shares of RBC Bearings Incorporated | 11/12/2024 |
15 | RBC Bearings Announces Participation in Upcoming Investor Conferences | 11/13/2024 |
16 | RBC Bearings Given New 347.00 Price Target at Truist Financial | 11/20/2024 |
About RBC Bearings 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 RBC or other stocks. Alpha measures the amount that position in RBC Bearings 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.002942 | 0.001357 | Price To Sales Ratio | 5.01 | 5.54 |
RBC Bearings Upcoming Company Events
As portrayed in its financial statements, the presentation of RBC Bearings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, RBC Bearings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of RBC Bearings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of RBC Bearings. Please utilize our Beneish M Score to check the likelihood of RBC Bearings' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 17th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 17th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with RBC Bearings
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Align your risk with return expectations
Check out RBC Bearings Backtesting, RBC Bearings Valuation, RBC Bearings Correlation, RBC Bearings Hype Analysis, RBC Bearings Volatility, RBC Bearings History and analyze RBC Bearings Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
RBC Bearings 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.