Park Ohio Holdings Stock Alpha and Beta Analysis
| PKOH Stock | USD 24.06 0.68 2.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Park Ohio Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Park Ohio over a specified time horizon. Remember, high Park Ohio'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 Park Ohio's market risk premium analysis include:
Beta 1.37 | Alpha (0.42) | Risk 2 | Sharpe Ratio (0.24) | Expected Return (0.47) |
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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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Park Ohio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Park Ohio market risk premium is the additional return an investor will receive from holding Park Ohio 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 Park Ohio. 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 Park Ohio's performance over market.| α | -0.42 | β | 1.37 |
Park Ohio 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 Park Ohio's Buy-and-hold return. Our buy-and-hold chart shows how Park Ohio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Park Ohio Market Price Analysis
Market price analysis indicators help investors to evaluate how Park Ohio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Park Ohio shares will generate the highest return on investment. By understating and applying Park Ohio stock market price indicators, traders can identify Park Ohio position entry and exit signals to maximize returns.
Park Ohio Return and Market Media
The median price of Park Ohio for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 25.61 with a coefficient of variation of 11.48. The daily time series for the period is distributed with a sample standard deviation of 3.11, arithmetic mean of 27.08, and mean deviation of 2.74. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Park Ohio dividend paid on 29th of November 2024 | 11/29/2024 |
1 | Acquisition by Matthew Crawford of 200 shares of Park Ohio at 24.0 subject to Rule 16b-3 | 12/02/2024 |
2 | Disposition of 26293 shares by Matthew Crawford of Park Ohio subject to Rule 16b-3 | 12/04/2024 |
3 | Disposition of 9800 shares by Auletta Patrick V of Park Ohio at 31.428 subject to Rule 16b-3 | 12/05/2024 |
4 | Disposition of tradable shares by Patrick Fogarty of Park Ohio at 32.1786 subject to Rule 16b-3 | 12/09/2024 |
5 | Disposition of 1273 shares by Robert Vilsack of Park Ohio at 31.75 subject to Rule 16b-3 | 12/10/2024 |
6 | With 54 percent ownership, Park-Ohio Holdings Corp. boasts of strong institutional backing | 12/12/2024 |
7 | A Look Into Park-Ohio Hldgs Incs Price Over Earnings | 12/16/2024 |
8 | A Look Back at Engineered Components and Systems Stocks Q3 Earnings Enpro Vs The Rest Of The Pack | 01/03/2025 |
9 | Metal Heat Treatment Market to grow by USD 14.6 Billion , driven by process integration into production lines report highlights AI-driven trends - Technavio | 01/14/2025 |
10 | Proactive Strategies - Stock Traders Daily | 02/07/2025 |
11 | Acquisition by Grampa John D of 138 shares of Park Ohio subject to Rule 16b-3 | 02/14/2025 |
12 | Trading With Integrated Risk Controls - Stock Traders Daily | 02/18/2025 |
13 | Acquisition by Auletta Patrick V of tradable shares of Park Ohio subject to Rule 16b-3 | 02/21/2025 |
14 | ParkOhio Announces Fourth Quarter and Full Year 2024 Results Webcast | 02/25/2025 |
About Park Ohio 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 Park or other stocks. Alpha measures the amount that position in Park Ohio Holdings 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 (projected) | Dividend Yield | 0.0469 | 0.0223 | Price To Sales Ratio | 0.0999 | 0.2 |
Park Ohio Upcoming Company Events
As portrayed in its financial statements, the presentation of Park Ohio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Park Ohio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Park Ohio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Park Ohio. Please utilize our Beneish M Score to check the likelihood of Park Ohio's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 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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Check out Park Ohio Backtesting, Park Ohio Valuation, Park Ohio Correlation, Park Ohio Hype Analysis, Park Ohio Volatility, Park Ohio History and analyze Park Ohio Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Park Ohio 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.