Crane Company Stock Alpha and Beta Analysis
| CR Stock | USD 162.07 2.96 1.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Crane Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Crane over a specified time horizon. Remember, high Crane'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 Crane's market risk premium analysis include:
Beta 0.0026 | Alpha (0.09) | Risk 2.27 | Sharpe Ratio (0.08) | Expected Return (0.18) |
Crane Quarterly Cash And Equivalents |
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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.
Crane |
Crane Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Crane market risk premium is the additional return an investor will receive from holding Crane 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 Crane. 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 Crane's performance over market.| α | -0.09 | β | 0 |
Crane 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 Crane's Buy-and-hold return. Our buy-and-hold chart shows how Crane performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Crane Market Price Analysis
Market price analysis indicators help investors to evaluate how Crane stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Crane shares will generate the highest return on investment. By understating and applying Crane stock market price indicators, traders can identify Crane position entry and exit signals to maximize returns.
Crane Return and Market Media
The median price of Crane for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 169.35 with a coefficient of variation of 6.28. The daily time series for the period is distributed with a sample standard deviation of 10.45, arithmetic mean of 166.31, and mean deviation of 9.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Crane dividend paid on 11th of December 2024 | 12/11/2024 |
1 | CR Fitness Holdings Opens 74th Crunch Fitness Location with State-of-the-Art Facility in Lake Worth, Florida | 12/27/2024 |
2 | Acquisition by Alejandro Alcala of 478 shares of Crane subject to Rule 16b-3 | 01/24/2025 |
3 | Acquisition by Martin Benante of tradable shares of Crane subject to Rule 16b-3 | 01/27/2025 |
4 | This Crane Insider Reduced Their Stake By 16 | 01/29/2025 |
5 | Crane Lowered to Hold Rating by StockNews.com | 01/30/2025 |
6 | Crane Co Q4 2024 Earnings Call Highlights Strong Growth and Strategic Outlook Amid Challenges | 01/31/2025 |
7 | Disposition of 2293 shares by Alejandro Alcala of Crane at 30.26 subject to Rule 16b-3 | 02/06/2025 |
8 | Disposition of 430 shares by Alejandro Alcala of Crane subject to Rule 16b-3 | 02/07/2025 |
9 | Acquisition by Alejandro Alcala of 3458 shares of Crane subject to Rule 16b-3 | 02/10/2025 |
10 | Disposition of 500 shares by Alejandro Alcala of Crane subject to Rule 16b-3 | 02/12/2025 |
11 | What Is Driving Interest in Crane | 02/13/2025 |
12 | Crane Receives 174.80 Consensus PT from Brokerages | 02/14/2025 |
About Crane 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 Crane or other stocks. Alpha measures the amount that position in Crane Company 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 | 0.0187 | 0.008554 | 0.005403 | 0.005133 | Price To Sales Ratio | 1.68 | 3.21 | 5.84 | 6.13 |
Crane Upcoming Company Events
As portrayed in its financial statements, the presentation of Crane's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Crane's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Crane's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Crane. Please utilize our Beneish M Score to check the likelihood of Crane's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 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 Crane Stock Analysis
When running Crane's price analysis, check to measure Crane'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 Crane is operating at the current time. Most of Crane's value examination focuses on studying past and present price action to predict the probability of Crane's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crane's price. Additionally, you may evaluate how the addition of Crane to your portfolios can decrease your overall portfolio volatility.