Ingersoll Rand Stock Alpha and Beta Analysis
| IR Stock | USD 80.00 1.49 1.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ingersoll Rand. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ingersoll Rand over a specified time horizon. Remember, high Ingersoll Rand'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 Ingersoll Rand's market risk premium analysis include:
Beta 1.09 | Alpha (0.22) | Risk 1.81 | Sharpe Ratio (0.20) | Expected Return (0.36) |
Ingersoll Rand 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.
Ingersoll |
Ingersoll Rand Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ingersoll Rand market risk premium is the additional return an investor will receive from holding Ingersoll Rand 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 Ingersoll Rand. 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 Ingersoll Rand's performance over market.| α | -0.22 | β | 1.09 |
Ingersoll Rand 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 Ingersoll Rand's Buy-and-hold return. Our buy-and-hold chart shows how Ingersoll Rand performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ingersoll Rand Market Price Analysis
Market price analysis indicators help investors to evaluate how Ingersoll Rand stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ingersoll Rand shares will generate the highest return on investment. By understating and applying Ingersoll Rand stock market price indicators, traders can identify Ingersoll Rand position entry and exit signals to maximize returns.
Ingersoll Rand Return and Market Media
The median price of Ingersoll Rand for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 91.25 with a coefficient of variation of 6.28. The daily time series for the period is distributed with a sample standard deviation of 5.7, arithmetic mean of 90.68, and mean deviation of 4.3. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | 1000 Invested In This Stock 5 Years Ago Would Be Worth This Much Today | 01/22/2025 |
2 | Earnings Preview Ingersoll Rand Q4 Earnings Expected to Decline | 02/06/2025 |
3 | Ingersoll Rand Inc Q4 2024 Everything You Need to Know Ahead of Earnings | 02/13/2025 |
4 | Disposition of 13228 shares by Andrew Schiesl of Ingersoll Rand at 87.05 subject to Rule 16b-3 | 02/18/2025 |
5 | Ingersoll Rand Full Year 2024 Earnings EPS Misses Expectations | 02/21/2025 |
6 | Disposition of 1511 shares by Vikram Kini of Ingersoll Rand at 83.69 subject to Rule 16b-3 | 02/25/2025 |
7 | Acquisition by Andrew Schiesl of 3748 shares of Ingersoll Rand subject to Rule 16b-3 | 02/26/2025 |
8 | Ingersoll Rand Inc. Shares Sold by Amalgamated Bank | 02/27/2025 |
9 | Acquisition by Kirk Arnold of 2549 shares of Ingersoll Rand subject to Rule 16b-3 | 02/28/2025 |
10 | Half Year 2025 GDI Property Group Ltd Earnings Call Transcript | 03/03/2025 |
11 | Artisan Mid Cap Fund Trimmed Ingersoll Rand Due To Its The Slowing Organic Growth | 03/05/2025 |
12 | Ingersoll Rand Inc. Shares Bought by Inceptionr LLC | 03/06/2025 |
13 | Banco Santander S.A. Raises Stake in Ingersoll Rand Inc. | 03/10/2025 |
14 | 2 Reasons to Watch IR and 1 to Stay Cautious | 03/13/2025 |
About Ingersoll Rand 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 Ingersoll or other stocks. Alpha measures the amount that position in Ingersoll Rand 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.00153 | 0.001035 | 8.85E-4 | 8.41E-4 | Price To Sales Ratio | 3.58 | 4.55 | 5.04 | 5.3 |
Ingersoll Rand Upcoming Company Events
As portrayed in its financial statements, the presentation of Ingersoll Rand's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ingersoll Rand's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ingersoll Rand's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ingersoll Rand. Please utilize our Beneish M Score to check the likelihood of Ingersoll Rand's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 Ingersoll Stock Analysis
When running Ingersoll Rand's price analysis, check to measure Ingersoll Rand'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 Ingersoll Rand is operating at the current time. Most of Ingersoll Rand's value examination focuses on studying past and present price action to predict the probability of Ingersoll Rand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ingersoll Rand's price. Additionally, you may evaluate how the addition of Ingersoll Rand to your portfolios can decrease your overall portfolio volatility.