James Hardie Industries Stock Alpha and Beta Analysis
| JHX Stock | USD 31.96 1.05 3.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as James Hardie Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in James Hardie over a specified time horizon. Remember, high James Hardie'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 James Hardie's market risk premium analysis include:
Beta 0.72 | Alpha (0.09) | Risk 1.81 | Sharpe Ratio (0.04) | Expected Return (0.07) |
James Hardie 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.
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James Hardie Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. James Hardie market risk premium is the additional return an investor will receive from holding James Hardie 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 James Hardie. 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 James Hardie's performance over market.| α | -0.09 | β | 0.72 |
James Hardie 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 James Hardie's Buy-and-hold return. Our buy-and-hold chart shows how James Hardie performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.James Hardie Market Price Analysis
Market price analysis indicators help investors to evaluate how James Hardie stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading James Hardie shares will generate the highest return on investment. By understating and applying James Hardie stock market price indicators, traders can identify James Hardie position entry and exit signals to maximize returns.
James Hardie Return and Market Media
The median price of James Hardie for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 32.52 with a coefficient of variation of 4.12. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 32.61, and mean deviation of 1.16. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | TCL and James Hardie Industries plc 2 ASX shares to dig into | 01/07/2025 |
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4 | Unlocking ASX Trading Success James Hardie Industries Plc - Friday, Feb. 21 | 02/21/2025 |
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9 | Global Fiber Cement Market Value of USD 30.8 billion by registering a CAGR of 4.5 percent in the forecast period 2025-2035 Future Market Insights, Inc. | 03/04/2025 |
10 | 3 super strong ASX 200 shares to buy for your SMSF | 03/06/2025 |
11 | James Hardie Industries plc Shows Strong Fundamentals Is the Market Underestimating This Stock | 03/12/2025 |
About James Hardie 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 James or other stocks. Alpha measures the amount that position in James Hardie 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0121 | 0.0214 | Price To Sales Ratio | 4.02 | 2.18 |
James Hardie Upcoming Company Events
As portrayed in its financial statements, the presentation of James Hardie's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, James Hardie's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of James Hardie's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of James Hardie. Please utilize our Beneish M Score to check the likelihood of James Hardie's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with James Hardie
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Additional Tools for James Stock Analysis
When running James Hardie's price analysis, check to measure James Hardie'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 James Hardie is operating at the current time. Most of James Hardie's value examination focuses on studying past and present price action to predict the probability of James Hardie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move James Hardie's price. Additionally, you may evaluate how the addition of James Hardie to your portfolios can decrease your overall portfolio volatility.