Astec Industries Stock Alpha and Beta Analysis
| ASTE Stock | USD 31.17 0.77 2.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Astec Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Astec Industries over a specified time horizon. Remember, high Astec Industries' 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 Astec Industries' market risk premium analysis include:
Beta 1.36 | Alpha (0.24) | Risk 1.99 | Sharpe Ratio (0.17) | Expected Return (0.33) |
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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.
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Astec Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Astec Industries market risk premium is the additional return an investor will receive from holding Astec Industries 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 Astec Industries. 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 Astec Industries' performance over market.| α | -0.24 | β | 1.36 |
Astec Industries 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 Astec Industries' Buy-and-hold return. Our buy-and-hold chart shows how Astec Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Astec Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Astec Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Astec Industries shares will generate the highest return on investment. By understating and applying Astec Industries stock market price indicators, traders can identify Astec Industries position entry and exit signals to maximize returns.
Astec Industries Return and Market Media
The median price of Astec Industries for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 33.85 with a coefficient of variation of 6.68. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 34.79, and mean deviation of 1.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Astec Industries dividend paid on 27th of November 2024 | 11/27/2024 |
1 | Astec Industries announces executive departure | 12/10/2024 |
2 | What Does Astec Industries, Inc.s Share Price Indicate | 12/18/2024 |
3 | Acquisition by Michael Norris of tradable shares of Astec Industries subject to Rule 16b-3 | 12/24/2024 |
4 | Astec Industries Sees Unusually-High Trading Volume - Time to Buy - MarketBeat | 01/13/2025 |
5 | Astec Industries Stock Rating Upgraded by StockNews.com - MarketBeat | 01/21/2025 |
6 | Astec Industries, Inc. Announces the Companys Fourth Quarter and Full Year 2024 Conference Call on February 26, 2025, at 830 A.M. Eastern Time | 02/04/2025 |
7 | Acquisition by Brian Harris of 8358 shares of Astec Industries subject to Rule 16b-3 | 02/20/2025 |
8 | Acquisition by Jaco Merwe of 25397 shares of Astec Industries subject to Rule 16b-3 | 02/21/2025 |
9 | Astec Industries Inc Q4 2024 Earnings Report Preview What To Expect | 02/25/2025 |
About Astec Industries 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 Astec or other stocks. Alpha measures the amount that position in Astec Industries 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 | 0.0121 | 0.0145 | 0.0167 | 0.0124 | Price To Sales Ratio | 0.73 | 0.61 | 0.55 | 0.58 |
Astec Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Astec Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Astec Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Astec Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Astec Industries. Please utilize our Beneish M Score to check the likelihood of Astec Industries' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 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 Astec Industries
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Align your risk with return expectations
Check out Astec Industries Backtesting, Astec Industries Valuation, Astec Industries Correlation, Astec Industries Hype Analysis, Astec Industries Volatility, Astec Industries History and analyze Astec Industries Performance. For information on how to trade Astec Stock refer to our How to Trade Astec Stock guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Astec Industries 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.