Regal Beloit Stock Alpha and Beta Analysis
| RRX Stock | USD 171.97 10.25 5.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Regal Beloit. It also helps investors analyze the systematic and unsystematic risks associated with investing in Regal Beloit over a specified time horizon. Remember, high Regal Beloit'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 Regal Beloit's market risk premium analysis include:
Beta 2.05 | Alpha (0.10) | Risk 2.47 | Sharpe Ratio 0.0391 | Expected Return 0.0965 |
Regal Beloit 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.
Regal |
Regal Beloit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Regal Beloit market risk premium is the additional return an investor will receive from holding Regal Beloit 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 Regal Beloit. 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 Regal Beloit's performance over market.| α | -0.1 | β | 2.05 |
Regal Beloit 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 Regal Beloit's Buy-and-hold return. Our buy-and-hold chart shows how Regal Beloit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Regal Beloit Market Price Analysis
Market price analysis indicators help investors to evaluate how Regal Beloit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Regal Beloit shares will generate the highest return on investment. By understating and applying Regal Beloit stock market price indicators, traders can identify Regal Beloit position entry and exit signals to maximize returns.
Regal Beloit Return and Market Media
The median price of Regal Beloit for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 168.05 with a coefficient of variation of 4.95. The daily time series for the period is distributed with a sample standard deviation of 8.28, arithmetic mean of 167.15, and mean deviation of 5.95. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2653 shares by Hugo Dubovoy of Regal Beloit at 176.01 subject to Rule 16b-3 | 09/03/2024 |
2 | Disposition of 328 shares by Dickson Timothy A. of Regal Beloit at 166.77 subject to Rule 16b-3 | 10/09/2024 |
| Regal Beloit dividend paid on 11th of October 2024 | 10/11/2024 |
3 | Disposition of tradable shares by Dickson Timothy A. of Regal Beloit at 171.22 subject to Rule 16b-3 | 10/14/2024 |
4 | Acquisition by Stephen Burt of tradable shares of Regal Beloit at 171.22 subject to Rule 16b-3 | 10/16/2024 |
5 | Illinois Tool Works Tops Q3 Earnings Estimates | 10/30/2024 |
6 | Regal Rexnord Corp Q3 2024 Earnings Call Highlights Record Margins Amid Sales Decline | 11/06/2024 |
7 | Regal Rexnord Corporation Q3 2024 Earnings Call Transcript | 11/07/2024 |
8 | Regal Rexnord Co. Shares Sold by Victory Capital Management Inc. | 11/12/2024 |
9 | Insider Selling Regal Rexnord Co. CEO Sells 1,579,583.22 in Stock | 11/14/2024 |
10 | Regal Rexnord Co. Given Average Rating of Moderate Buy by Analysts | 11/19/2024 |
About Regal Beloit 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 Regal or other stocks. Alpha measures the amount that position in Regal Beloit 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.
| 2012 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0417 | 0.0114 | 0.009456 | 0.008983 | Price To Sales Ratio | 2.11 | 1.53 | 1.57 | 0.83 |
Regal Beloit Upcoming Company Events
As portrayed in its financial statements, the presentation of Regal Beloit's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Regal Beloit's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Regal Beloit's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Regal Beloit. Please utilize our Beneish M Score to check the likelihood of Regal Beloit's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Regal Stock Analysis
When running Regal Beloit's price analysis, check to measure Regal Beloit'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 Regal Beloit is operating at the current time. Most of Regal Beloit's value examination focuses on studying past and present price action to predict the probability of Regal Beloit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regal Beloit's price. Additionally, you may evaluate how the addition of Regal Beloit to your portfolios can decrease your overall portfolio volatility.