Timken Company Stock Alpha and Beta Analysis
| TKR Stock | USD 80.16 0.54 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Timken Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Timken over a specified time horizon. Remember, high Timken'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 Timken's market risk premium analysis include:
Beta 0.67 | Alpha 0.14 | Risk 1.56 | Sharpe Ratio 0.0496 | Expected Return 0.0775 |
Timken 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.
Timken |
Timken Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Timken market risk premium is the additional return an investor will receive from holding Timken 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 Timken. 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 Timken's performance over market.| α | 0.14 | β | 0.67 |
Timken 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 Timken's Buy-and-hold return. Our buy-and-hold chart shows how Timken performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Timken Market Price Analysis
Market price analysis indicators help investors to evaluate how Timken stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Timken shares will generate the highest return on investment. By understating and applying Timken stock market price indicators, traders can identify Timken position entry and exit signals to maximize returns.
Timken Return and Market Media
The median price of Timken for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 76.41 with a coefficient of variation of 4.75. The daily time series for the period is distributed with a sample standard deviation of 3.63, arithmetic mean of 76.5, and mean deviation of 2.84. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Sarah Lauber of 400 shares of Timken subject to Rule 16b-3 | 01/08/2025 |
2 | 3 Reasons to Avoid TKR and 1 Stock to Buy Instead | 01/24/2025 |
3 | Timken Q4 Earnings Taking a Look at Key Metrics Versus Estimates | 02/05/2025 |
4 | Q4 2024 Timken Co Earnings Call Transcript | 02/06/2025 |
5 | Disposition of 5000 shares by Philip Fracassa of Timken at 81.5 subject to Rule 16b-3 | 02/07/2025 |
6 | Disposition of 2536 shares by Richard Kyle of Timken at 82.06 subject to Rule 16b-3 | 02/10/2025 |
7 | Timken India Ltd Q3 2025 Earnings Call Highlights Record December Quarter Revenue ... | 02/11/2025 |
8 | Timken panel to review steel business strategy | 02/12/2025 |
9 | Disposition of 25536 shares by Richard Kyle of Timken at 82.61 subject to Rule 16b-3 | 02/13/2025 |
10 | Linear Actuators Market to Grow by USD 14.14 Billion from 2025 to 2029, Increased Demand for Electric Linear Actuators in Automotive Industry to Boost Revenue, ... | 02/14/2025 |
11 | Disposition of 7179 shares by Christopher Coughlin of Timken at 82.61 subject to Rule 16b-3 | 02/18/2025 |
12 | The Timken Co Announces Participation in Upcoming Investor Conferences | 02/19/2025 |
13 | Disposition of 10380 shares by Richard Kyle of Timken at 83.15 subject to Rule 16b-3 | 02/21/2025 |
14 | Disposition of 386 shares by Richard Kyle of Timken subject to Rule 16b-3 | 02/26/2025 |
About Timken 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 Timken or other stocks. Alpha measures the amount that position in Timken Company 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 | 0.0176 | 0.0164 | 0.0192 | 0.0359 | Price To Sales Ratio | 1.16 | 1.2 | 1.1 | 1.15 |
Timken Upcoming Company Events
As portrayed in its financial statements, the presentation of Timken's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Timken's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Timken's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Timken. Please utilize our Beneish M Score to check the likelihood of Timken's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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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Additional Tools for Timken Stock Analysis
When running Timken's price analysis, check to measure Timken'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 Timken is operating at the current time. Most of Timken's value examination focuses on studying past and present price action to predict the probability of Timken's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Timken's price. Additionally, you may evaluate how the addition of Timken to your portfolios can decrease your overall portfolio volatility.