Roper Stock Market Value

ROP
 Stock
  

USD 442.63  3.95  0.90%   

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


Is Roper Industries' 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 Roper Industries. If investors know Roper 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 Roper Industries 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
-0.063
Market Capitalization
45.5 B
Quarterly Revenue Growth YOY
0.1
Return On Assets
0.0423
Return On Equity
0.0819
The market value of Roper Industries is measured differently than its book value, which is the value of Roper that is recorded on the company's balance sheet. Investors also form their own opinion of Roper Industries' value that differs from its market value or its book value, called intrinsic value, which is Roper Industries' 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 Roper Industries' market value can be influenced by many factors that don't directly affect Roper Industries' 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 Roper Industries' value and its price as these two are different measures arrived at by different means. Investors typically determine Roper Industries value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roper Industries' 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.

Roper Industries '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 Roper Industries' 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 Roper Industries.
0.00
05/13/2022
No Change 0.00  0.0 
In 3 months and 1 day
08/11/2022
0.00
If you would invest  0.00  in Roper Industries on May 13, 2022 and sell it all today you would earn a total of 0.00 from holding Roper Industries or generate 0.0% return on investment in Roper Industries over 90 days. Roper Industries is related to or competes with Thermo Fisher, Waters Corp, Amazon, Apple, Paypal Holdings, Allovir, and Salesforce. Roper Technologies, Inc. designs and develops software, and engineered products and solutionsMore

Roper Industries 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 Roper Industries' 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 Roper Industries upside and downside potential and time the market with a certain degree of confidence.

Roper Industries Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Roper Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roper Industries' standard deviation. In reality, there are many statistical measures that can use Roper Industries historical prices to predict the future Roper Industries' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Roper Industries' 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 Roper Industries in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
437.20438.97440.74
Details
Intrinsic
Valuation
LowReal ValueHigh
394.81470.45472.22
Details
Naive
Forecast
LowNext ValueHigh
433.58435.34437.11
Details
9 Analysts
Consensus
LowTarget PriceHigh
375.00511.00560.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Roper Industries. Your research has to be compared to or analyzed against Roper Industries' peers to derive any actionable benefits. When done correctly, Roper Industries' 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 Roper Industries.

Roper Industries Backtested Returns

We consider Roper Industries very steady. Roper Industries maintains Sharpe Ratio (i.e., Efficiency) of 0.0358, which implies the firm had 0.0358% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Roper Industries, which you can use to evaluate the future volatility of the company. Please check Roper Industries Semi Deviation of 1.8, coefficient of variation of 11606.49, and Risk Adjusted Performance of 0.0136 to confirm if the risk estimate we provide is consistent with the expected return of 0.0634%.
Roper Industries has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 1.1438, which implies a somewhat significant risk relative to the market. Let's try to break down what Roper's beta means in this case. Roper Industries returns are very sensitive to returns on the market. As the market goes up or down, Roper Industries is expected to follow. Although it is important to respect Roper Industries current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Roper Industries technical indicators, you can presently evaluate if the expected return of 0.0634% will be sustainable into the future. Roper Industries right now holds a risk of 1.77%. Please check Roper Industries potential upside, as well as the relationship between the accumulation distribution and price action indicator to decide if Roper Industries will be following its historical price patterns.

Auto-correlation

    
  -0.86  

Excellent reverse predictability

Roper Industries has excellent reverse predictability. Overlapping area represents the amount of predictability between Roper Industries time series from 13th of May 2022 to 27th of June 2022 and 27th of June 2022 to 11th of August 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 Roper Industries price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Roper Industries price fluctuation can be explain by its past prices.
Correlation Coefficient-0.86
Spearman Rank Test-0.56
Residual Average0.0
Price Variance251.15

Roper Industries lagged returns against current returns

Autocorrelation, which is Roper Industries 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 Roper Industries' stock expected returns. We can calculate the autocorrelation of Roper Industries returns to help us make a trade decision. For example, suppose you find that Roper Industries 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  

Roper Industries 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 Roper Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roper Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roper Industries stock over time.
   Current vs Lagged Prices   
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       Timeline  

Roper Industries Lagged Returns

When evaluating Roper Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roper Industries stock have on its future price. Roper Industries 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, Roper Industries autocorrelation shows the relationship between Roper Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Roper Industries.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Roper Industries 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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Additionally, take a look at Roper Industries Hype Analysis, Roper Industries Correlation, Roper Industries Valuation, Roper Industries Volatility, as well as analyze Roper Industries Alpha and Beta and 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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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...