Raytheon Technologies Corp Stock Alpha and Beta Analysis
| RTX Stock | USD 101.02 0.36 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Raytheon Technologies Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Raytheon Technologies over a specified time horizon. Remember, high Raytheon Technologies' 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 Raytheon Technologies' market risk premium analysis include:
Beta 0.11 | Alpha 0.25 | Risk 0.73 | Sharpe Ratio 0.26 | Expected Return 0.19 |
Raytheon Technologies 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.
Raytheon |
Raytheon Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Raytheon Technologies market risk premium is the additional return an investor will receive from holding Raytheon Technologies 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 Raytheon Technologies. 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 Raytheon Technologies' performance over market.| α | 0.25 | β | 0.11 |
Raytheon Technologies 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 Raytheon Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Raytheon Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Raytheon Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Raytheon Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Raytheon Technologies shares will generate the highest return on investment. By understating and applying Raytheon Technologies stock market price indicators, traders can identify Raytheon Technologies position entry and exit signals to maximize returns.
Raytheon Technologies Return and Market Media
The median price of Raytheon Technologies for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 91.38 with a coefficient of variation of 5.03. The daily time series for the period is distributed with a sample standard deviation of 4.7, arithmetic mean of 93.53, and mean deviation of 4.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 21900 shares by Jasper Philip J of Raytheon Technologies at 97.65 subject to Rule 16b-3 | 03/08/2024 |
| Raytheon Technologies dividend paid on 21st of March 2024 | 03/21/2024 |
2 | RTXs Options Frenzy What You Need to Know | 04/11/2024 |
3 | Investors Heavily Search RTX Corporation Here is What You Need to Know | 04/15/2024 |
4 | RTX Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 04/16/2024 |
5 | A Look At The Intrinsic Value Of RTX Corporation | 04/17/2024 |
| Raytheon Technologies dividend paid on 18th of April 2024 | 04/18/2024 |
About Raytheon Technologies 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 Raytheon or other stocks. Alpha measures the amount that position in Raytheon Technologies 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0229 | 0.021 | 0.027 | 0.04 | Price To Sales Ratio | 2.01 | 2.22 | 1.74 | 1.83 |
Raytheon Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Raytheon Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Raytheon Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Raytheon Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Raytheon Technologies. Please utilize our Beneish M Score to check the likelihood of Raytheon Technologies' management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Raytheon Technologies
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 Raytheon Technologies Backtesting, Raytheon Technologies Valuation, Raytheon Technologies Correlation, Raytheon Technologies Hype Analysis, Raytheon Technologies Volatility, Raytheon Technologies History and analyze Raytheon Technologies Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Raytheon Stock analysis
When running Raytheon Technologies' price analysis, check to measure Raytheon Technologies' 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 Raytheon Technologies is operating at the current time. Most of Raytheon Technologies' value examination focuses on studying past and present price action to predict the probability of Raytheon Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raytheon Technologies' price. Additionally, you may evaluate how the addition of Raytheon Technologies to your portfolios can decrease your overall portfolio volatility.
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Raytheon Technologies 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.