Ingersoll Stock Market Value

IR
 Stock
  

USD 43.33  0.52  1.21%   

Ingersoll Rand's market value is the price at which a share of Ingersoll Rand stock trades on a public exchange. It measures the collective expectations of Ingersoll Rand investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ingersoll Rand and determine expected loss or profit from investing in Ingersoll Rand over a given investment horizon. Please see Ingersoll Rand Hype Analysis, Ingersoll Rand Correlation, Ingersoll Rand Valuation, Ingersoll Rand Volatility, as well as analyze Ingersoll Rand Alpha and Beta and Ingersoll Rand Performance.
Symbol
Backtest


Is Ingersoll Rand's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ingersoll Rand. If investors know Ingersoll will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ingersoll Rand listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
1.03
Market Capitalization
17.6 B
Quarterly Revenue Growth YOY
0.18
Return On Assets
0.0276
Return On Equity
0.0596
The market value of Ingersoll Rand is measured differently than its book value, which is the value of Ingersoll that is recorded on the company's balance sheet. Investors also form their own opinion of Ingersoll Rand's value that differs from its market value or its book value, called intrinsic value, which is Ingersoll Rand's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ingersoll Rand's market value can be influenced by many factors that don't directly affect Ingersoll Rand's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ingersoll Rand's value and its price as these two are different measures arrived at by different means. Investors typically determine Ingersoll Rand value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ingersoll Rand's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Ingersoll Rand 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ingersoll Rand's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ingersoll Rand.
0.00
12/31/2021
No Change 0.00  0.0 
In 5 months and 29 days
06/29/2022
0.00
If you would invest  0.00  in Ingersoll Rand on December 31, 2021 and sell it all today you would earn a total of 0.00 from holding Ingersoll Rand or generate 0.0% return on investment in Ingersoll Rand over 180 days. Ingersoll Rand is related to or competes with Hurco Cos, General Electric, JP Morgan, International Business, Walmart, Verizon Communications, and Caterpillar. Ingersoll Rand Inc. provides various mission-critical air, fluid, energy, specialty vehicle and medical technologies in ...More

Ingersoll Rand Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ingersoll Rand's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ingersoll Rand upside and downside potential and time the market with a certain degree of confidence.

Ingersoll Rand Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ingersoll Rand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ingersoll Rand's standard deviation. In reality, there are many statistical measures that can use Ingersoll Rand historical prices to predict the future Ingersoll Rand's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Ingersoll Rand's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Ingersoll Rand in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
40.0742.4444.81
Details
Intrinsic
Valuation
LowReal ValueHigh
38.5353.9456.31
Details
Naive
Forecast
LowNext ValueHigh
38.1140.4842.85
Details
8 Analysts
Consensus
LowTarget PriceHigh
54.0063.7374.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ingersoll Rand. Your research has to be compared to or analyzed against Ingersoll Rand's peers to derive any actionable benefits. When done correctly, Ingersoll Rand's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Ingersoll Rand.

Ingersoll Rand Backtested Returns

Ingersoll Rand holds Efficiency (Sharpe) Ratio of -0.0991, which attests that the entity had -0.0991% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Ingersoll Rand exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Ingersoll Rand market risk adjusted performance of (0.14), and Risk Adjusted Performance of (0.11) to validate the risk estimate we provide.
The company retains a Market Volatility (i.e., Beta) of 1.3178, which attests to a somewhat significant risk relative to the market. Let's try to break down what Ingersoll'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, Ingersoll Rand will likely underperform. Even though it is essential to pay attention to Ingersoll Rand current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ingersoll Rand exposes twenty-one different technical indicators, which can help you to evaluate its performance. Ingersoll Rand has an expected return of -0.24%. Please be advised to check out Ingersoll Rand information ratio, as well as the relationship between the potential upside and kurtosis to decide if Ingersoll Rand performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.15  

Insignificant predictability

Ingersoll Rand has insignificant predictability. Overlapping area represents the amount of predictability between Ingersoll Rand time series from 31st of December 2021 to 31st of March 2022 and 31st of March 2022 to 29th of June 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ingersoll Rand price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Ingersoll Rand price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.33
Residual Average0.0
Price Variance6.17

Ingersoll Rand lagged returns against current returns

Autocorrelation, which is Ingersoll Rand stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ingersoll Rand's stock expected returns. We can calculate the autocorrelation of Ingersoll Rand returns to help us make a trade decision. For example, suppose you find that Ingersoll Rand stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Ingersoll Rand regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ingersoll Rand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ingersoll Rand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ingersoll Rand stock over time.
 Current vs Lagged Prices 
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      Timeline 

Ingersoll Rand Lagged Returns

When evaluating Ingersoll Rand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ingersoll Rand stock have on its future price. Ingersoll Rand autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ingersoll Rand autocorrelation shows the relationship between Ingersoll Rand stock current value and its past values and can show if there is a momentum factor associated with investing in Ingersoll Rand.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Ingersoll Rand without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see Ingersoll Rand Hype Analysis, Ingersoll Rand Correlation, Ingersoll Rand Valuation, Ingersoll Rand Volatility, as well as analyze Ingersoll Rand Alpha and Beta and Ingersoll Rand Performance. Note that the Ingersoll Rand information on this page should be used as a complementary analysis to other Ingersoll Rand's 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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When running Ingersoll Rand price analysis, check to measure Ingersoll Rand'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 Ingersoll Rand is operating at the current time. Most of Ingersoll Rand's value examination focuses on studying past and present price action to predict the probability of Ingersoll Rand's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ingersoll Rand's price. Additionally, you may evaluate how the addition of Ingersoll Rand to your portfolios can decrease your overall portfolio volatility.
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Ingersoll Rand 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 Ingersoll Rand technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ingersoll Rand 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...