Atmus Filtration Technologies Stock Alpha and Beta Analysis

ATMU Stock   36.79  1.04  2.91%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Atmus Filtration Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Atmus Filtration over a specified time horizon. Remember, high Atmus Filtration'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 Atmus Filtration's market risk premium analysis include:
Beta
1.13
Alpha
(0.1)
Risk
1.96
Sharpe Ratio
(0.08)
Expected Return
(0.15)
Please note that although Atmus Filtration 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, Atmus Filtration did 0.1  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 Atmus Filtration Technologies stock's relative risk over its benchmark. Atmus Filtration Tec has a beta of 1.13  . Atmus Filtration returns are very sensitive to returns on the market. As the market goes up or down, Atmus Filtration is expected to follow. At this time, Atmus Filtration's Book Value Per Share is comparatively stable compared to the past year. Tangible Book Value Per Share is likely to gain to 3.22 in 2025, whereas Enterprise Value Over EBITDA is likely to drop 7.41 in 2025.

Enterprise Value

2.02 Billion

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 Atmus Filtration Backtesting, Atmus Filtration Valuation, Atmus Filtration Correlation, Atmus Filtration Hype Analysis, Atmus Filtration Volatility, Atmus Filtration History and analyze Atmus Filtration Performance.

Atmus Filtration Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Atmus Filtration market risk premium is the additional return an investor will receive from holding Atmus Filtration 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 Atmus Filtration. 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 Atmus Filtration's performance over market.
α-0.1   β1.13

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

Atmus Filtration Market Price Analysis

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

Atmus Filtration Return and Market Media

The median price of Atmus Filtration for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 39.65 with a coefficient of variation of 4.28. The daily time series for the period is distributed with a sample standard deviation of 1.71, arithmetic mean of 39.91, and mean deviation of 1.41. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Atmus Filtration Technologies to Announce Fourth Quarter and Full Year 2024 Results on February ...
01/29/2025
2
Acquisition by Jack Kienzler of 1535 shares of Atmus Filtration subject to Rule 16b-3
02/14/2025
3
Atmus Filtration Technologies Declares Quarterly Dividend
02/19/2025
4
Atmus Filtration Technologies Inc Declares Quarterly Cash Dividend
02/20/2025
5
Atmus Filtration Non-GAAP EPS of 0.58 beats by 0.05, revenue of 407M beats by 7.76M
02/21/2025
6
Disposition of 2463 shares by Stephanie Disher of Atmus Filtration at .8 subject to Rule 16b-3
03/03/2025
7
Investment Analysis - Stock Traders Daily
03/04/2025

About Atmus Filtration 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 Atmus or other stocks. Alpha measures the amount that position in Atmus Filtration Tec 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.
 2024 2025 (projected)
Dividend Yield0.0022920.002037
Price To Sales Ratio1.951.13

Atmus Filtration Upcoming Company Events

As portrayed in its financial statements, the presentation of Atmus Filtration's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Atmus Filtration's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Atmus Filtration's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Atmus Filtration. Please utilize our Beneish M Score to check the likelihood of Atmus Filtration's management manipulating its earnings.
14th of February 2024
Upcoming Quarterly Report
View
31st of December 2023
Next Fiscal Quarter End
View
14th of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

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Additional Tools for Atmus Stock Analysis

When running Atmus Filtration's price analysis, check to measure Atmus Filtration's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Atmus Filtration is operating at the current time. Most of Atmus Filtration's value examination focuses on studying past and present price action to predict the probability of Atmus Filtration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atmus Filtration's price. Additionally, you may evaluate how the addition of Atmus Filtration to your portfolios can decrease your overall portfolio volatility.