Stanley Black Decker Stock Alpha and Beta Analysis
| SWK Stock | USD 87.80 1.00 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stanley Black Decker. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stanley Black over a specified time horizon. Remember, high Stanley Black'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 Stanley Black's market risk premium analysis include:
Beta 0.92 | Alpha 0.0336 | Risk 1.55 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Stanley Black 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.
Stanley |
Stanley Black Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stanley Black market risk premium is the additional return an investor will receive from holding Stanley Black 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 Stanley Black. 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 Stanley Black's performance over market.| α | 0.03 | β | 0.92 |
Stanley Black 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 Stanley Black's Buy-and-hold return. Our buy-and-hold chart shows how Stanley Black performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stanley Black Market Price Analysis
Market price analysis indicators help investors to evaluate how Stanley Black stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stanley Black shares will generate the highest return on investment. By understating and applying Stanley Black stock market price indicators, traders can identify Stanley Black position entry and exit signals to maximize returns.
Stanley Black Return and Market Media
The median price of Stanley Black for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 85.76 with a coefficient of variation of 3.78. The daily time series for the period is distributed with a sample standard deviation of 3.21, arithmetic mean of 85.12, and mean deviation of 2.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 8515 shares by Deborah Wintner of Stanley Black at 89.34 subject to Rule 16b-3 | 11/25/2024 |
2 | Disposition of tradable shares by Scot Greulach of Stanley Black subject to Rule 16b-3 | 12/03/2024 |
3 | Acquisition by Debra Crew of 429 shares of Stanley Black subject to Rule 16b-3 | 12/04/2024 |
| Stanley Black dividend paid on 17th of December 2024 | 12/17/2024 |
4 | Disposition of 953 shares by Donald Allan of Stanley Black subject to Rule 16b-3 | 12/27/2024 |
5 | Stanley Black Deckers Q4 Sales Beat Estimates | 02/05/2025 |
6 | Stanley Black Decker, Inc. Just Released Its Full-Year Results And Analysts Are Updating Their Estimates | 02/07/2025 |
7 | Essex Financial Services Inc. Has 2 Million Position in Stanley Black Decker, Inc. | 02/12/2025 |
8 | Disposition of 2637 shares by Tamer Abuaita of Stanley Black subject to Rule 16b-3 | 02/14/2025 |
9 | Jim Cramer on Stanley Black Decker, Inc. Investors Are Dreaming | 02/18/2025 |
10 | Stanley Black Decker, Inc. Plans Quarterly Dividend of 0.82 | 02/19/2025 |
11 | Kentucky Retirement Systems Insurance Trust Fund Increases Stake in Stanley Black Decker, Inc. | 02/20/2025 |
12 | Stanley cup tussle Stanley Black and Decker sues maker of Stanley drinkware | 02/21/2025 |
13 | VTEX Reports Fourth Quarter and Fiscal Year 2024 Financial Results | 02/25/2025 |
About Stanley Black 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 Stanley or other stocks. Alpha measures the amount that position in Stanley Black Decker 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.
| 2016 | 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.0198 | 0.0424 | 0.0405 | 0.0287 | Price To Sales Ratio | 1.47 | 0.66 | 0.79 | 0.87 |
Stanley Black Upcoming Company Events
As portrayed in its financial statements, the presentation of Stanley Black's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stanley Black's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stanley Black's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stanley Black. Please utilize our Beneish M Score to check the likelihood of Stanley Black's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 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 Stanley Black Backtesting, Stanley Black Valuation, Stanley Black Correlation, Stanley Black Hype Analysis, Stanley Black Volatility, Stanley Black History and analyze Stanley Black Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Stanley Black 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.