Modine Manufacturing Stock Alpha and Beta Analysis
| MOD Stock | USD 85.42 3.36 4.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Modine Manufacturing. It also helps investors analyze the systematic and unsystematic risks associated with investing in Modine Manufacturing over a specified time horizon. Remember, high Modine Manufacturing'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 Modine Manufacturing's market risk premium analysis include:
Beta 1.49 | Alpha (0.44) | Risk 5.18 | Sharpe Ratio (0.12) | Expected Return (0.61) |
Modine Manufacturing 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.
Modine |
Modine Manufacturing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Modine Manufacturing market risk premium is the additional return an investor will receive from holding Modine Manufacturing 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 Modine Manufacturing. 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 Modine Manufacturing's performance over market.| α | -0.44 | β | 1.49 |
Modine Manufacturing 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 Modine Manufacturing's Buy-and-hold return. Our buy-and-hold chart shows how Modine Manufacturing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Modine Manufacturing Market Price Analysis
Market price analysis indicators help investors to evaluate how Modine Manufacturing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Modine Manufacturing shares will generate the highest return on investment. By understating and applying Modine Manufacturing stock market price indicators, traders can identify Modine Manufacturing position entry and exit signals to maximize returns.
Modine Manufacturing Return and Market Media
The median price of Modine Manufacturing for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 115.93 with a coefficient of variation of 18.67. The daily time series for the period is distributed with a sample standard deviation of 20.2, arithmetic mean of 108.17, and mean deviation of 18.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Modine Fiscal Q3 Earnings Snapshot | 02/04/2025 |
2 | Disposition of 2500 shares by Michael Lucareli of Modine Manufacturing at 100.0 subject to Rule 16b-3 | 02/10/2025 |
3 | Acquisition by Michael Lucareli of 17842 shares of Modine Manufacturing at 15.9 subject to Rule 16b-3 | 02/25/2025 |
4 | Modine Manufacturing lands 180M contract for data center cooling systems | 03/03/2025 |
5 | Jim Cramer on Modine Manufacturing Company It Has Come Down So Much | 03/04/2025 |
6 | Cookson Peirce Co. Inc. Has 1. Million Stock Position in Modine Manufacturing | 03/05/2025 |
7 | Modine Manufacturing Director William A. Wulfsohn Buys 2,530 Shares of Stock | 03/06/2025 |
8 | William A. Wulfsohn Purchases 2,530 Shares of Modine Manufacturing Stock | 03/07/2025 |
9 | Modine Manufacturing Declares Share Buyback Program | 03/10/2025 |
10 | How Does Modine Manufacturing Contribute to Industrial Thermal Solutions | 03/12/2025 |
About Modine Manufacturing 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 Modine or other stocks. Alpha measures the amount that position in Modine Manufacturing 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) | Days Sales Outstanding | 68.02 | 66.06 | 59.46 | 45.29 | PTB Ratio | 2.01 | 6.58 | 7.57 | 7.95 |
Modine Manufacturing Upcoming Company Events
As portrayed in its financial statements, the presentation of Modine Manufacturing's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Modine Manufacturing's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Modine Manufacturing's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Modine Manufacturing. Please utilize our Beneish M Score to check the likelihood of Modine Manufacturing's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Modine Manufacturing
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Align your risk with return expectations
Check out Modine Manufacturing Backtesting, Modine Manufacturing Valuation, Modine Manufacturing Correlation, Modine Manufacturing Hype Analysis, Modine Manufacturing Volatility, Modine Manufacturing History and analyze Modine Manufacturing Performance. For information on how to trade Modine Stock refer to our How to Trade Modine Stock guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Modine Manufacturing 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.