Regal Beloit Stock Market Value
| RRX Stock | USD 172.71 3.05 1.80% |
| Symbol | Regal |
Regal Beloit Price To Book Ratio
Is Electrical Components & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Regal Beloit. If investors know Regal will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Regal Beloit listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.958 | Dividend Share 1.4 | Earnings Share 3.16 | Revenue Per Share 93.121 | Quarterly Revenue Growth (0.10) |
The market value of Regal Beloit is measured differently than its book value, which is the value of Regal that is recorded on the company's balance sheet. Investors also form their own opinion of Regal Beloit's value that differs from its market value or its book value, called intrinsic value, which is Regal Beloit's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Regal Beloit's market value can be influenced by many factors that don't directly affect Regal Beloit's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Regal Beloit's value and its price as these two are different measures arrived at by different means. Investors typically determine if Regal Beloit is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Regal Beloit's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Regal Beloit 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Regal Beloit's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Regal Beloit.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Regal Beloit on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Regal Beloit or generate 0.0% return on investment in Regal Beloit over 360 days. Regal Beloit is related to or competes with IDEX, Watts Water, Donaldson, Gorman Rupp, Enerpac Tool, Franklin Electric, and Crane. Regal Rexnord Corporation, together with its subsidiaries, designs, manufactures, and sells industrial powertrain soluti... More
Regal Beloit Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Regal Beloit's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Regal Beloit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 13.74 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 4.43 |
Regal Beloit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regal Beloit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regal Beloit's standard deviation. In reality, there are many statistical measures that can use Regal Beloit historical prices to predict the future Regal Beloit's volatility.| Risk Adjusted Performance | 0.0423 | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0503 |
Regal Beloit Backtested Returns
At this stage we consider Regal Stock to be very steady. Regal Beloit maintains Sharpe Ratio (i.e., Efficiency) of 0.0785, which implies the firm had a 0.0785% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Regal Beloit, which you can use to evaluate the volatility of the company. Please check Regal Beloit's Semi Deviation of 2.17, risk adjusted performance of 0.0423, and Coefficient Of Variation of 2154.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Regal Beloit has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 2.04, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Regal Beloit will likely underperform. Regal Beloit right now holds a risk of 2.3%. Please check Regal Beloit jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Regal Beloit will be following its historical price patterns.
Auto-correlation | 0.53 |
Modest predictability
Regal Beloit has modest predictability. Overlapping area represents the amount of predictability between Regal Beloit time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Regal Beloit price movement. The serial correlation of 0.53 indicates that about 53.0% of current Regal Beloit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 176.98 |
Regal Beloit lagged returns against current returns
Autocorrelation, which is Regal Beloit stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Regal Beloit's stock expected returns. We can calculate the autocorrelation of Regal Beloit returns to help us make a trade decision. For example, suppose you find that Regal Beloit has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Regal Beloit regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Regal Beloit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regal Beloit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regal Beloit stock over time.
Current vs Lagged Prices |
| Timeline |
Regal Beloit Lagged Returns
When evaluating Regal Beloit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regal Beloit stock have on its future price. Regal Beloit autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Regal Beloit autocorrelation shows the relationship between Regal Beloit stock current value and its past values and can show if there is a momentum factor associated with investing in Regal Beloit.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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.