Aecom Technology Stock Alpha and Beta Analysis
| ACM Stock | USD 116.74 0.15 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aecom Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aecom Technology over a specified time horizon. Remember, high Aecom Technology'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 Aecom Technology's market risk premium analysis include:
Beta 0.23 | Alpha 0.22 | Risk 1.42 | Sharpe Ratio 0.18 | Expected Return 0.26 |
Aecom Technology 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.
Aecom |
Aecom Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aecom Technology market risk premium is the additional return an investor will receive from holding Aecom Technology 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 Aecom Technology. 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 Aecom Technology's performance over market.| α | 0.22 | β | 0.23 |
Aecom Technology 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 Aecom Technology's Buy-and-hold return. Our buy-and-hold chart shows how Aecom Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aecom Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Aecom Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aecom Technology shares will generate the highest return on investment. By understating and applying Aecom Technology stock market price indicators, traders can identify Aecom Technology position entry and exit signals to maximize returns.
Aecom Technology Return and Market Media
The median price of Aecom Technology for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 105.04 with a coefficient of variation of 5.42. The daily time series for the period is distributed with a sample standard deviation of 5.66, arithmetic mean of 104.55, and mean deviation of 4.59. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 26992 shares by Troy Rudd of Aecom Technology at 102.84 subject to Rule 16b-3 | 10/01/2024 |
2 | Disposition of 24874 shares by Troy Rudd of Aecom Technology at 92.76 subject to Rule 16b-3 | 10/11/2024 |
| Aecom Technology dividend paid on 18th of October 2024 | 10/18/2024 |
3 | Gateway to Future Airports Super Terminal Expo 2024 Provides a Platform for Innovations, Connection, and Insights | 11/05/2024 |
4 | Disposition of 20618 shares by Daniel Tishman of Aecom Technology at 82.92 subject to Rule 16b-3 | 11/08/2024 |
5 | Baird upgrades AECOM stock target, holds rating on strong margin beat | 11/19/2024 |
6 | AECOM Q4 2024 Earnings Call Transcript | 11/20/2024 |
7 | AECOM Updates FY 2025 Earnings Guidance | 11/21/2024 |
8 | AECOM board member Lydia Kennard to exit in 2025 | 11/22/2024 |
9 | ACM or ALTR Which Is the Better Value Stock Right Now | 11/25/2024 |
10 | Heres Why Aecom Technology is a Strong Value Stock | 11/26/2024 |
About Aecom Technology 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 Aecom or other stocks. Alpha measures the amount that position in Aecom Technology 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 (projected) | Dividend Yield | 0.008357 | 0.008233 | 0.008645 | Price To Sales Ratio | 0.8 | 0.87 | 0.91 |
Aecom Technology Upcoming Company Events
As portrayed in its financial statements, the presentation of Aecom Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aecom Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aecom Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aecom Technology. Please utilize our Beneish M Score to check the likelihood of Aecom Technology's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Aecom Technology
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 Aecom Technology Backtesting, Aecom Technology Valuation, Aecom Technology Correlation, Aecom Technology Hype Analysis, Aecom Technology Volatility, Aecom Technology History and analyze Aecom Technology Performance. To learn how to invest in Aecom Stock, please use our How to Invest in Aecom Technology guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Aecom Technology 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.