Timken Stock Performance

TKR
 Stock
  

USD 73.99  0.68  0.91%   

On a scale of 0 to 100, Timken holds a performance score of 9. The entity has a beta of 1.1416, which indicates a somewhat significant risk relative to the market. Let's try to break down what Timken's beta means in this case. Timken returns are very sensitive to returns on the market. As the market goes up or down, Timken is expected to follow. Although it is vital to follow Timken Company current price movements, it is good to be conservative about what you can do with the information regarding equity historical returns. The philosophy towards measuring 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 inspecting Timken Company technical indicators, you can presently evaluate if the expected return of 0.26% will be sustainable into the future. Please operates Timken value at risk, as well as the relationship between the kurtosis and market facilitation index to make a quick decision on whether Timken Company existing price patterns will revert.
  
Timken Performance
9 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Timken Company are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak forward-looking signals, Timken reported solid returns over the last few months and may actually be approaching a breakup point. ...more

Timken Price Channel

Begin Period Cash Flow321100000.00
Total Cashflows From Investing Activities-173800000.00

Timken Relative Risk vs. Return Landscape

If you would invest  6,372  in Timken Company on September 3, 2022 and sell it today you would earn a total of  1,030  from holding Timken Company or generate 16.16% return on investment over 90 days. Timken Company is generating 0.2605% of daily returns assuming volatility of 2.1328% on return distribution over 90 days investment horizon. In other words, 18% of stocks are less volatile than Timken, and above 95% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Timken is expected to generate 1.42 times more return on investment than the market. However, the company is 1.42 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.09 per unit of risk.

Timken Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Timken's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Timken Company, and traders can use it to determine the average amount a Timken's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1221

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Estimated Market Risk
 2.13
  actual daily
 
 18 %
of total potential
 
1818
Expected Return
 0.26
  actual daily
 
 5 %
of total potential
 
55
Risk-Adjusted Return
 0.12
  actual daily
 
 9 %
of total potential
 
99
Based on monthly moving average Timken is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Timken by adding it to a well-diversified portfolio.

About Timken Performance

To evaluate Timken Company Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Timken generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Timken Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Timken Company market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Timken's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-2.8 M-3 M
Return on Investment 13.72  15.40 
Return on Average Assets 7.23  7.55 
Return on Average Equity 16.60  17.15 
Return on Invested Capital 0.13  0.13 
Return on Sales 0.09  0.08 

Things to note about Timken Company

Checking the ongoing alerts about Timken for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Timken Company help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Timken Alerts

Equity Alerts and Improvement Suggestions

Over 84.0% of the company shares are owned by institutional investors
Latest headline from news.google.com: Timkens Returns On Capital Are Heading Higher - Simply Wall St
Additionally, take a look at World Market Map. You can also try Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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Is Timken'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 Timken. If investors know Timken 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 Timken listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Timken Company is measured differently than its book value, which is the value of Timken that is recorded on the company's balance sheet. Investors also form their own opinion of Timken's value that differs from its market value or its book value, called intrinsic value, which is Timken'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 Timken's market value can be influenced by many factors that don't directly affect Timken'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 Timken's value and its price as these two are different measures arrived at by different means. Investors typically determine Timken value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Timken'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.