Arcbest Corp Stock Alpha and Beta Analysis
| ARCB Stock | USD 113.50 0.45 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ArcBest Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in ArcBest Corp over a specified time horizon. Remember, high ArcBest Corp'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 ArcBest Corp's market risk premium analysis include:
Beta 2.59 | Alpha (0.16) | Risk 3.12 | Sharpe Ratio 0.0482 | Expected Return 0.15 |
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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.
ArcBest |
ArcBest Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ArcBest Corp market risk premium is the additional return an investor will receive from holding ArcBest Corp 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 ArcBest Corp. 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 ArcBest Corp's performance over market.| α | -0.16 | β | 2.59 |
ArcBest Corp 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 ArcBest Corp's Buy-and-hold return. Our buy-and-hold chart shows how ArcBest Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ArcBest Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how ArcBest Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ArcBest Corp shares will generate the highest return on investment. By understating and applying ArcBest Corp stock market price indicators, traders can identify ArcBest Corp position entry and exit signals to maximize returns.
ArcBest Corp Return and Market Media
The median price of ArcBest Corp for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 105.83 with a coefficient of variation of 5.06. The daily time series for the period is distributed with a sample standard deviation of 5.38, arithmetic mean of 106.37, and mean deviation of 4.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1253 shares by Erin Gattis of ArcBest Corp at 117.29 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 496 shares by Anderson Dennis L Ii of ArcBest Corp at 117.99 subject to Rule 16b-3 | 10/25/2024 |
3 | ArcBest Declares a 0.12Share Quarterly Dividend | 10/30/2024 |
4 | ArcBest Shares Fall On Q3 Revenue Miss, Productivity Gains Cant Offset Shipment Decline | 11/01/2024 |
5 | ArcBest blames drop in tonnage on broad industrial weakness | 11/04/2024 |
6 | Disposition of 5195 shares by Michael Newcity of ArcBest Corp at 120.07 subject to Rule 16b-3 | 11/06/2024 |
7 | ArcBests SVP Michael Newcity sells 1.26 million in stock | 11/08/2024 |
8 | ArcBest Corp Stock Price Down 4.21 percent on Nov 12 | 11/12/2024 |
9 | ArcBest Named to Fast Companys List of the Next Big Things in Tech | 11/21/2024 |
10 | Disposition of 1100 shares by Philip Craig E of ArcBest Corp subject to Rule 16b-3 | 11/22/2024 |
| ArcBest Corp dividend paid on 27th of November 2024 | 11/27/2024 |
About ArcBest Corp 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 ArcBest or other stocks. Alpha measures the amount that position in ArcBest Corp 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.002666 | 0.003998 | 0.003798 | Price To Sales Ratio | 0.77 | 0.65 | 0.68 |
ArcBest Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of ArcBest Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ArcBest Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ArcBest Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ArcBest Corp. Please utilize our Beneish M Score to check the likelihood of ArcBest Corp's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 ArcBest Corp
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Align your risk with return expectations
Check out ArcBest Corp Backtesting, ArcBest Corp Valuation, ArcBest Corp Correlation, ArcBest Corp Hype Analysis, ArcBest Corp Volatility, ArcBest Corp History and analyze ArcBest Corp Performance. For information on how to trade ArcBest Stock refer to our How to Trade ArcBest Stock guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
ArcBest Corp 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.