Allegion Plc Stock Alpha and Beta Analysis

ALLE Stock  USD 126.66  2.18  1.75%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allegion PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allegion PLC over a specified time horizon. Remember, high Allegion PLC'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 Allegion PLC's market risk premium analysis include:
Beta
0.66
Alpha
(0.07)
Risk
1.64
Sharpe Ratio
(0.07)
Expected Return
(0.11)
Please note that although Allegion PLC alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Allegion PLC did 0.07  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Allegion PLC stock's relative risk over its benchmark. Allegion PLC has a beta of 0.66  . As returns on the market increase, Allegion PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allegion PLC is expected to be smaller as well. The current year's Book Value Per Share is expected to grow to 18.07, whereas Tangible Book Value Per Share is forecasted to decline to (6.72).
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.
  
Check out Allegion PLC Backtesting, Allegion PLC Valuation, Allegion PLC Correlation, Allegion PLC Hype Analysis, Allegion PLC Volatility, Allegion PLC History and analyze Allegion PLC Performance.
For information on how to trade Allegion Stock refer to our How to Trade Allegion Stock guide.

Allegion PLC Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allegion PLC market risk premium is the additional return an investor will receive from holding Allegion PLC 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 Allegion PLC. 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 Allegion PLC's performance over market.
α-0.07   β0.66

Allegion PLC 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 Allegion PLC's Buy-and-hold return. Our buy-and-hold chart shows how Allegion PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Allegion PLC Market Price Analysis

Market price analysis indicators help investors to evaluate how Allegion PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allegion PLC shares will generate the highest return on investment. By understating and applying Allegion PLC stock market price indicators, traders can identify Allegion PLC position entry and exit signals to maximize returns.

Allegion PLC Return and Market Media

The median price of Allegion PLC for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 130.97 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 4.12, arithmetic mean of 131.2, and mean deviation of 3.21. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
 
Allegion PLC dividend paid on 31st of December 2024
12/31/2024
1
Acquisition by Lauren Peters of 426 shares of Allegion PLC subject to Rule 16b-3
01/03/2025
2
Acquisition by Jeffrey Braun of 4186 shares of Allegion PLC subject to Rule 16b-3
02/07/2025
3
Schlage Named Americas Most Trusted Lock Brand for Sixth Consecutive Year
02/14/2025
4
Allegion plc Q4 2024 Earnings Call Transcript
02/19/2025
5
Disposition of 225 shares by Jeffrey Braun of Allegion PLC at 126.96 subject to Rule 16b-3
02/21/2025
6
Acquisition by Tracy Kemp of 1127 shares of Allegion PLC subject to Rule 16b-3
02/24/2025
7
Schlage Debuts Advanced Rekey at the 2025 International Builder
02/25/2025
8
Are You a Value Investor This 1 Stock Could Be the Perfect Pick
02/26/2025
9
Why is Allegion Gaining Attention in the Security Sector
02/27/2025
10
Disposition of 1577 shares by Michael Wagnes of Allegion PLC at 57.85 subject to Rule 16b-3
02/28/2025
11
Allegion plc Among the Large-Cap Stocks with Insider Buying in 2025
03/03/2025
12
Disposition of 789 shares by David Ilardi of Allegion PLC at 57.85 subject to Rule 16b-3
03/04/2025
13
Metis Global Partners LLC Has 754,000 Holdings in Allegion plc
03/05/2025
14
Is Allegion Outperforming Other Industrial Products Stocks This Year
03/10/2025
15
Insider Selling Jeffrey N Braun Unloads 271K Of Allegion Stock
03/13/2025

About Allegion PLC 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 Allegion or other stocks. Alpha measures the amount that position in Allegion PLC 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 Yield0.01550.01430.01470.00816
Price To Sales Ratio2.833.053.022.4

Allegion PLC Upcoming Company Events

As portrayed in its financial statements, the presentation of Allegion PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Allegion PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Allegion PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Allegion PLC. Please utilize our Beneish M Score to check the likelihood of Allegion PLC's management manipulating its earnings.
28th of February 2024
Upcoming Quarterly Report
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24th of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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28th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether Allegion PLC is a strong investment it is important to analyze Allegion PLC's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Allegion PLC's future performance. For an informed investment choice regarding Allegion Stock, refer to the following important reports:
Check out Allegion PLC Backtesting, Allegion PLC Valuation, Allegion PLC Correlation, Allegion PLC Hype Analysis, Allegion PLC Volatility, Allegion PLC History and analyze Allegion PLC Performance.
For information on how to trade Allegion Stock refer to our How to Trade Allegion Stock guide.
You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Allegion PLC 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.
A focus of Allegion PLC technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Allegion PLC trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...