Roper Stock Alpha and Beta Analysis

ROP
 Stock
  

USD 433.32  0.43  0.1%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roper Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roper Industries over a specified time horizon. Remember, high Roper Industries' 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.
Additionally, take a look at Roper Industries Backtesting, Roper Industries Valuation, Roper Industries Correlation, Roper Industries Hype Analysis, Roper Industries Volatility, Roper Industries History and analyze Roper Industries Performance.
  
Please note that although Roper Industries alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Roper Industries did 0.044668  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Roper Industries stock's relative risk over its benchmark. Roper Industries has a beta of 1.18  . Let's try to break down what Roper's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Roper Industries will likely underperform.
Roper Industries Book Value per Share is very stable at the moment as compared to the past year. Roper Industries reported last year Book Value per Share of 51.34. As of 19th of August 2022, Enterprise Value is likely to grow to about 20.2 B, while Price to Book Value is likely to drop 2.73.
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.

Enterprise Value

20.18 Billion

Roper Industries Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roper Industries market risk premium is the additional return an investor will receive from holding Roper Industries 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 Roper Industries. 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 Roper Industries' performance over market.
α-0.04   β1.18
90 days against DJI

Roper Industries 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 Roper Industries' Buy-and-hold return. Our buy-and-hold chart shows how Roper Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Roper Industries Market Price Analysis

Market price analysis indicators help investors to evaluate how Roper Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roper Industries shares will generate the highest return on investment. By understating and applying Roper Industries stock market price indicators, traders can identify Roper Industries position entry and exit signals to maximize returns.

Roper Industries Return and Market Media

The median price of Roper Industries for the period between Sat, May 21, 2022 and Fri, Aug 19, 2022 is 413.38 with a coefficient of variation of 4.85. The daily time series for the period is distributed with a sample standard deviation of 20.03, arithmetic mean of 413.28, and mean deviation of 17.5. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Roper Technologies To Sell Majority Stake In Its Industrial ...06/01/2022
2
Sale by Robert Johnson of 250 shares of Roper Industries06/02/2022
3
Roper Technologies Stock Finds New Home on SP 500 IT - Bloom...06/06/2022
4
Reasons Why You Should Avoid Investing in Allegion Now - Yah...06/09/2022
5
Technology Bear Market 3 Software Stocks Primed to Recover -...06/16/2022
6
Roper Industries exotic insider transaction detected06/21/2022
7
End Markets Aid Applied Industrial Despite Challenges - Zack...06/28/2022
8
EPS Estimate06/30/2022
9
7.8of this Roper Technologies, Inc. insiders holdings were s...07/11/2022
10
EPS Reported07/22/2022
11
Are Roper Technologies, Inc.s Mixed Financials Driving The N...07/27/2022
12
Roper Technologies shareholders have earned a 14 percent CAG...08/04/2022
13
Investing in Roper Technologies five years ago would have de...08/18/2022

About Roper Industries 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 Roper or other stocks. Alpha measures the amount that position in Roper Industries 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.
 2019 2020 2022 (projected)
Long Term Debt to Equity0.490.860.57
Interest Coverage8.036.548.56

Roper Industries Upcoming Company Events

As portrayed in its financial statements, the presentation of Roper Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Roper Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Roper Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Roper Industries. Please utilize our Beneish M Score to check the likelihood of Roper Industries' management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Roper Industries

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Roper Industries Backtesting, Roper Industries Valuation, Roper Industries Correlation, Roper Industries Hype Analysis, Roper Industries Volatility, Roper Industries History and analyze Roper Industries Performance. Note that the Roper Industries information on this page should be used as a complementary analysis to other Roper Industries' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for Roper Stock analysis

When running Roper Industries price analysis, check to measure Roper Industries' 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 Roper Industries is operating at the current time. Most of Roper Industries' value examination focuses on studying past and present price action to predict the probability of Roper Industries' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Roper Industries' price. Additionally, you may evaluate how the addition of Roper Industries to your portfolios can decrease your overall portfolio volatility.
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Roper Industries 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.
A focus of Roper Industries technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Roper Industries trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...