Textron Stock Alpha and Beta Analysis
| TXT Stock | USD 83.96 2.10 2.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Textron. It also helps investors analyze the systematic and unsystematic risks associated with investing in Textron over a specified time horizon. Remember, high Textron'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 Textron's market risk premium analysis include:
Beta 1.5 | Alpha (0.23) | Risk 1.63 | Sharpe Ratio (0.06) | Expected Return (0.1) |
Textron 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.
Textron |
Textron Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Textron market risk premium is the additional return an investor will receive from holding Textron 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 Textron. 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 Textron's performance over market.| α | -0.23 | β | 1.50 |
Textron 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 Textron's Buy-and-hold return. Our buy-and-hold chart shows how Textron performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Textron Market Price Analysis
Market price analysis indicators help investors to evaluate how Textron stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Textron shares will generate the highest return on investment. By understating and applying Textron stock market price indicators, traders can identify Textron position entry and exit signals to maximize returns.
Textron Return and Market Media
The median price of Textron for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 87.45 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 2.59, arithmetic mean of 86.71, and mean deviation of 1.97. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Textron dividend paid on 1st of October 2024 | 10/01/2024 |
1 | Acquisition by Scott Donnelly of 238578 shares of Textron at 34.5 subject to Rule 16b-3 | 10/11/2024 |
2 | Textron Q3 2024 Earnings Preview | 10/23/2024 |
3 | Decoding Textron Inc A Strategic SWOT Insight | 10/25/2024 |
4 | TRU Simulation liefert Full-Flight-Simulator an Royal Flying Doctor Service | 10/29/2024 |
5 | Jury orders Bell Helicopter to pay 16 million to former supplier in a trade-secrets case | 10/31/2024 |
6 | Earnings call Albany International Q3 2024 results show resilience | 11/01/2024 |
7 | Not going anywhere Bell Textron opts to keep FLRAA fuselage assembly in Wichita | 11/06/2024 |
8 | TransDigm Group Q4 Earnings Beat Estimates, Sales Increase YY | 11/07/2024 |
9 | Acquisition by Ziemer James L of tradable shares of Textron subject to Rule 16b-3 | 11/08/2024 |
10 | Bell Textron Selects Integris Composites as Armor Supplier for U.S. Armys Future Long Range Assault Aircraft | 11/13/2024 |
11 | Bell-Boeing Secures Contract to Aid CMV-22 Osprey Aircraft Program | 11/14/2024 |
12 | Wall Street analyst sees 2025 jet delivery bounce for Textron Aviation post-strike | 11/15/2024 |
13 | Textron Aviation Defense continues progress on nine-figure Navy contract | 11/18/2024 |
14 | TXTs Arm Delivers First Aeromedical Aircraft to Peruvian Air Force | 11/20/2024 |
About Textron 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 Textron or other stocks. Alpha measures the amount that position in Textron 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.
| 2016 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001676 | 0.001128 | 0.001298 | 0.001233 | Price To Sales Ratio | 0.95 | 1.17 | 1.05 | 0.59 |
Textron Upcoming Company Events
As portrayed in its financial statements, the presentation of Textron's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Textron's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Textron's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Textron. Please utilize our Beneish M Score to check the likelihood of Textron's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Additional Tools for Textron Stock Analysis
When running Textron's price analysis, check to measure Textron'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 Textron is operating at the current time. Most of Textron's value examination focuses on studying past and present price action to predict the probability of Textron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Textron's price. Additionally, you may evaluate how the addition of Textron to your portfolios can decrease your overall portfolio volatility.