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) |
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.
Allegion |
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 | β | 0.66 |
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 Yield | 0.0155 | 0.0143 | 0.0147 | 0.00816 | Price To Sales Ratio | 2.83 | 3.05 | 3.02 | 2.4 |
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 | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Allegion PLC
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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.