Rockwell Automation Stock Alpha and Beta Analysis
| ROK Stock | USD 260.19 4.90 1.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rockwell Automation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rockwell Automation over a specified time horizon. Remember, high Rockwell Automation'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 Rockwell Automation's market risk premium analysis include:
Beta 0.99 | Alpha (0.07) | Risk 2.18 | Sharpe Ratio (0.09) | Expected Return (0.19) |
Rockwell Automation 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.
Rockwell |
Rockwell Automation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rockwell Automation market risk premium is the additional return an investor will receive from holding Rockwell Automation 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 Rockwell Automation. 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 Rockwell Automation's performance over market.| α | -0.07 | β | 0.99 |
Rockwell Automation 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 Rockwell Automation's Buy-and-hold return. Our buy-and-hold chart shows how Rockwell Automation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rockwell Automation Market Price Analysis
Market price analysis indicators help investors to evaluate how Rockwell Automation stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rockwell Automation shares will generate the highest return on investment. By understating and applying Rockwell Automation stock market price indicators, traders can identify Rockwell Automation position entry and exit signals to maximize returns.
Rockwell Automation Return and Market Media
The median price of Rockwell Automation for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 285.32 with a coefficient of variation of 3.93. The daily time series for the period is distributed with a sample standard deviation of 11.17, arithmetic mean of 284.23, and mean deviation of 9.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by William Gipson of 118 shares of Rockwell Automation subject to Rule 16b-3 | 01/02/2025 |
2 | CSP Inc Q1 2025 Earnings Call Highlights Strong Revenue Growth and Strategic Expansions | 02/11/2025 |
3 | Aircraft Communication Systems Market Deep Research Report with Forecast by 2032 Boeing, Rockwell Collins Inc. | 02/14/2025 |
4 | Dominos Pizza To Rally Around 13 Here Are 10 Top Analyst Forecasts For Tuesday | 02/25/2025 |
5 | Internet of Things Stocks Q4 Highlights Trimble | 02/28/2025 |
6 | Rockwell Automation Recognizes Partner Excellence and Important Business Achievements at 2025 Awards | 03/03/2025 |
7 | Scryb Reports Financial Results for Q1 2025 | 03/04/2025 |
8 | Nvidias CEO Said The Robotics Era Is Coming. This Company Looks To Lead It. | 03/05/2025 |
9 | Candriam S.C.A. Has 59.01 Million Position in Rockwell Automation, Inc. | 03/06/2025 |
| Rockwell Automation dividend paid on 10th of March 2025 | 03/10/2025 |
11 | 1 Large-Cap Stock on Our Watchlist and 2 to Ignore | 03/11/2025 |
12 | Ethisphere Names Rockwell Automation as One of the 2025 Worlds Most Ethical Companies | 03/13/2025 |
About Rockwell Automation 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 Rockwell or other stocks. Alpha measures the amount that position in Rockwell Automation 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 | 0.0165 | 0.0187 | 0.0215 | 0.0204 | Price To Sales Ratio | 3.62 | 3.7 | 3.33 | 3.5 |
Rockwell Automation Upcoming Company Events
As portrayed in its financial statements, the presentation of Rockwell Automation's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rockwell Automation's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rockwell Automation's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rockwell Automation. Please utilize our Beneish M Score to check the likelihood of Rockwell Automation's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Rockwell Automation Backtesting, Rockwell Automation Valuation, Rockwell Automation Correlation, Rockwell Automation Hype Analysis, Rockwell Automation Volatility, Rockwell Automation History and analyze Rockwell Automation Performance. For more information on how to buy Rockwell Stock please use our How to buy in Rockwell Stock guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Rockwell Automation 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.