Ryder Stock Alpha and Beta Analysis

R
 Stock
  

USD 93.00  0.76  0.82%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ryder System. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ryder System over a specified time horizon. Remember, high Ryder System'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.
Additionally, take a look at Ryder System Backtesting, Ryder System Valuation, Ryder System Correlation, Ryder System Hype Analysis, Ryder System Volatility, Ryder System History and analyze Ryder System Performance.
  
Please note that although Ryder System 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, Ryder System did 0.18  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 Ryder System stock's relative risk over its benchmark. Ryder System has a beta of 0.97  . Let's try to break down what Ryder's beta means in this case. Ryder System returns are very sensitive to returns on the market. As the market goes up or down, Ryder System is expected to follow.
As of 11/29/2022, Book Value per Share is likely to drop to 29.54. In addition to that, Enterprise Value over EBIT is likely to drop to 13.65.
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

6.82 Billion

Ryder System Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ryder System market risk premium is the additional return an investor will receive from holding Ryder System 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 Ryder System. 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 Ryder System's performance over market.
α0.18   β0.97
90 days against DJI

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

Ryder System Market Price Analysis

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

Ryder System Return and Market Media

The median price of Ryder System for the period between Wed, Aug 31, 2022 and Tue, Nov 29, 2022 is 78.75 with a coefficient of variation of 8.21. The daily time series for the period is distributed with a sample standard deviation of 6.5, arithmetic mean of 79.25, and mean deviation of 5.06. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Zacks.com featured highlights include PBF Energy, ArcBest, R...09/12/2022
2
Ryder Third Quarter Conference Call Scheduled for October 26...09/28/2022
3
EPS Estimate09/30/2022
4
Acquisition by David Nord of 364 shares of Ryder System subj...10/03/2022
5
JB Hunt Delivers A Fantastic Quarter Shares Are Attractive -...10/19/2022
6
EPS Reported10/26/2022
7
Top Logistics Companies In USA - Yahoo Finance11/02/2022
8
Transcript Ryder System, Inc. Presents at Baird 52nd Annual ...11/08/2022

About Ryder System 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 Ryder or other stocks. Alpha measures the amount that position in Ryder System 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 2021 2022 (projected)
Long Term Debt to Equity2.732.71.881.92
Interest Coverage0.820.54.243.77

Ryder System Upcoming Company Events

As portrayed in its financial statements, the presentation of Ryder System's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ryder System's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ryder System's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ryder System. Please utilize our Beneish M Score to check the likelihood of Ryder System's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Ryder System

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 Ryder System Backtesting, Ryder System Valuation, Ryder System Correlation, Ryder System Hype Analysis, Ryder System Volatility, Ryder System History and analyze Ryder System Performance. You can also try Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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