Ingersoll Stock Alpha and Beta Analysis

IR
 Stock
  

USD 42.28  0.53  1.24%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ingersoll Rand. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ingersoll Rand over a specified time horizon. Remember, high Ingersoll Rand'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.
Please see Ingersoll Rand Backtesting, Ingersoll Rand Valuation, Ingersoll Rand Correlation, Ingersoll Rand Hype Analysis, Ingersoll Rand Volatility, Ingersoll Rand History and analyze Ingersoll Rand Performance.
  
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Please note that although Ingersoll Rand 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, Ingersoll Rand did 0.029661  better 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 Ingersoll Rand stock's relative risk over its benchmark. Ingersoll Rand has a beta of 1.32  . 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.
Ingersoll Rand Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. Ingersoll Rand reported last year Enterprise Value over EBIT of 42.00. As of 06/29/2022, Enterprise Value over EBITDA is likely to grow to 29.58, while Enterprise Value is likely to drop slightly above 22.2 B.
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.

Ingersoll Rand Quarterly Book Value per Share

22.041

Share

Ingersoll Rand Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ingersoll Rand market risk premium is the additional return an investor will receive from holding Ingersoll Rand 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 Ingersoll Rand. 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 Ingersoll Rand's performance over market.
α0.029661   β1.32
90 days against DJI

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

Ingersoll Rand Market Price Analysis

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

Ingersoll Rand Return and Market Media

The median price of Ingersoll Rand for the period between Thu, Mar 31, 2022 and Wed, Jun 29, 2022 is 45.92 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 2.68, arithmetic mean of 46.03, and mean deviation of 2.29. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Ingersoll Rand Schedules First-Quarter 2022 Earnings Release...04/05/2022
2
Ingersoll Rand PT Raised to 60.00 at Deutsche Bank Aktienges...04/14/2022
3
Recent Investment Analysts Ratings Changes for Ingersoll Ran...04/25/2022
4
Payment of 6 shares by Vikram Kini of Ingersoll Rand subject...04/29/2022
5
Rockwell Automation Q2 Earnings Sales Miss Estimates - Nasda...05/03/2022
6
EPS Reported05/04/2022
7
INGERSOLL RAND INC. MANAGEMENTS DISCUSSION AND ANALYSIS OF F...05/06/2022
8
Ingersoll Rand to Participate at 2022 Wolfe Global Transport...05/18/2022
9
Ingersoll Rand To Present At Wolfe Global Transportation Con...05/25/2022
10
Payment of 2045 shares by Nicholas KendallJones of Ingersoll...06/08/2022
11
Ingersoll Rand Inc. stock rises Tuesday, still underperforms...06/21/2022
12
Filing06/22/2022

About Ingersoll Rand 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Ingersoll Rand 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 2021 2022 (projected)
Long Term Debt to Equity0.860.380.39
Interest Coverage3.116.456.96

Ingersoll Rand Upcoming Company Events

As portrayed in its financial statements, the presentation of Ingersoll Rand's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ingersoll Rand's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ingersoll Rand's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ingersoll Rand. Please utilize our Beneish M Score to check the likelihood of Ingersoll Rand's management manipulating its earnings.
Upcoming Quarterly Report28th of February 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End28th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please see Ingersoll Rand Backtesting, Ingersoll Rand Valuation, Ingersoll Rand Correlation, Ingersoll Rand Hype Analysis, Ingersoll Rand Volatility, Ingersoll Rand History and analyze 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 Global Correlations module to find global opportunities by holding instruments from different markets.

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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...