Abm Industries Incorporated Stock Alpha and Beta Analysis
| ABM Stock | USD 44.65 0.19 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ABM Industries Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in ABM Industries over a specified time horizon. Remember, high ABM Industries' 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 ABM Industries' market risk premium analysis include:
Beta 1.19 | Alpha 0.003416 | Risk 1.5 | Sharpe Ratio 0.0803 | Expected Return 0.12 |
ABM Industries 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.
ABM |
ABM Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ABM Industries market risk premium is the additional return an investor will receive from holding ABM Industries 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 ABM Industries. 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 ABM Industries' performance over market.| α | 0 | β | 1.19 |
ABM Industries 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 ABM Industries' Buy-and-hold return. Our buy-and-hold chart shows how ABM Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ABM Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how ABM Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ABM Industries shares will generate the highest return on investment. By understating and applying ABM Industries stock market price indicators, traders can identify ABM Industries position entry and exit signals to maximize returns.
ABM Industries Return and Market Media
The median price of ABM Industries for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 41.8 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 42.16, and mean deviation of 1.37. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| ABM Industries dividend paid on 5th of February 2024 | 02/05/2024 |
1 | Acquisition by Winifred Webb of tradable shares of ABM Industries subject to Rule 16b-3 | 02/07/2024 |
2 | How To Earn 500 A Month From ABM Industries Ahead Of Q1 Earnings Report | 03/06/2024 |
3 | ABM Industries Incorporated Q1 2024 Earnings Call Transcript | 03/08/2024 |
4 | Are Investors Undervaluing ABM Industries Right Now | 03/11/2024 |
5 | ABM Named Among 25 Best Companies for Latinos to Work by Latino Leaders Magazine for Second Consecutive Year | 03/19/2024 |
6 | Heres Why Shareholders May Want To Be Cautious With Increasing ABM Industries Incorporateds CEO Pay Packet | 03/21/2024 |
7 | Disposition of 5465 shares by Dean Chin of ABM Industries at 44.89 subject to Rule 16b-3 | 03/22/2024 |
8 | ABM Industries Incs SVP - Chief Accounting Officer Dean Chin Sells Company Shares | 03/26/2024 |
9 | Those who invested in ABM Industries five years ago are up 35 | 04/03/2024 |
10 | 20 Countries with the Lowest Population Growth in the World | 04/08/2024 |
11 | This ABM Industries Insider Reduced Their Stake By 27 | 04/11/2024 |
12 | ABM Industries Surpasses Q1 Earnings Estimates - Yahoo Movies UK | 04/19/2024 |
About ABM Industries 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 ABM or other stocks. Alpha measures the amount that position in ABM Industries rporated 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.
ABM Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of ABM Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ABM Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ABM Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ABM Industries. Please utilize our Beneish M Score to check the likelihood of ABM Industries' management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 11th of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with ABM Industries
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 ABM Industries Backtesting, ABM Industries Valuation, ABM Industries Correlation, ABM Industries Hype Analysis, ABM Industries Volatility, ABM Industries History and analyze ABM Industries Performance. Note that the ABM Industries rporated information on this page should be used as a complementary analysis to other ABM Industries' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for ABM Stock analysis
When running ABM Industries' price analysis, check to measure ABM Industries' 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 ABM Industries is operating at the current time. Most of ABM Industries' value examination focuses on studying past and present price action to predict the probability of ABM Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABM Industries' price. Additionally, you may evaluate how the addition of ABM Industries to your portfolios can decrease your overall portfolio volatility.
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ABM Industries 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.