Illinois Tool Works Stock Performance
| ITW Stock | USD 248.28 0.12 0.05% |
The company retains a Market Volatility (i.e., Beta) of 0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Illinois Tool's returns are expected to increase less than the market. However, during the bear market, the loss of holding Illinois Tool is expected to be smaller as well. Illinois Tool Works has an expected return of -0.0856%. Please make sure to check out Illinois Tool jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Illinois Tool Works performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Illinois Tool Works has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Illinois Tool is not utilizing all of its potentials. The recent stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Actual Historical Performance (%)
One Day Return 0.0484 | Five Day Return (1.13) | Year To Date Return (4.72) | Ten Year Return 193.89 | All Time Return 26.4 K |
Forward Dividend Yield 0.0226 | Payout Ratio 0.5634 | Last Split Factor 2:1 | Forward Dividend Rate 5.6 | Dividend Date 2024-04-11 |
1 | Exercise or conversion by Michael Zimmerman of 4803 shares of Illinois Tool subject to Rule 16b-3 | 02/14/2024 |
2 | Illinois Tool Works Inc. Shares Sold by Evergreen Capital Management LLC | 03/06/2024 |
3 | With 82 percent institutional ownership, Illinois Tool Works Inc. is a favorite amongst the big guns | 03/19/2024 |
4 | Pinnacle Financial Partners Inc Boosts Stake in Illinois Tool Works Inc. - Defense World | 04/04/2024 |
| Illinois Tool dividend paid on 11th of April 2024 | 04/11/2024 |
5 | Chemical Anchors Market Size is expected to reach USD 1,592.88 million by 2031, growing at a CAGR of 4.10 percent Straits Research | 04/15/2024 |
6 | Chart Industries Secures Liquefaction Equipment Order | 04/16/2024 |
7 | Down -5.68 percent in 4 Weeks, Heres Why You Should You Buy the Dip in Illinois Tool Works | 04/17/2024 |
8 | Illinois Tool Works Inc. Receives Average Recommendation of Reduce from Analysts - Defense World | 04/19/2024 |
9 | Illinois Tool Works investors will be pleased with their respectable 81 percent return over the last five years | 04/23/2024 |
10 | Rappaport Reiches Capital Management, LLC Top Holdings and 13F Report | 04/24/2024 |
11 | Parker-Hannifin Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 04/25/2024 |
| Begin Period Cash Flow | 708 M |
Illinois |
Illinois Tool Relative Risk vs. Return Landscape
If you would invest 26,279 in Illinois Tool Works on January 29, 2024 and sell it today you would lose (1,451) from holding Illinois Tool Works or give up 5.52% of portfolio value over 90 days. Illinois Tool Works is generating negative expected returns assuming volatility of 0.7932% on return distribution over 90 days investment horizon. In other words, 7% of stocks are less volatile than Illinois, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Illinois Tool Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Illinois Tool's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Illinois Tool Works, and traders can use it to determine the average amount a Illinois Tool'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 = -0.1079
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| Negative Returns | ITW |
Estimated Market Risk
| 0.79 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Illinois Tool is not performing at its full potential. However, 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 Illinois Tool by adding Illinois Tool to a well-diversified portfolio.
Illinois Tool Fundamentals Growth
Illinois Stock prices reflect investors' perceptions of the future prospects and financial health of Illinois Tool, and Illinois Tool fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Illinois Stock performance.
| Return On Equity | 0.97 | |||
| Return On Asset | 0.16 | |||
| Profit Margin | 0.18 % | |||
| Operating Margin | 0.25 % | |||
| Current Valuation | 81.49 B | |||
| Shares Outstanding | 298.74 M | |||
| Price To Earning | 26.14 X | |||
| Price To Book | 25.14 X | |||
| Price To Sales | 4.70 X | |||
| Revenue | 16.11 B | |||
| Gross Profit | 6.5 B | |||
| EBITDA | 4.04 B | |||
| Net Income | 2.96 B | |||
| Cash And Equivalents | 708 M | |||
| Cash Per Share | 2.52 X | |||
| Total Debt | 8.37 B | |||
| Debt To Equity | 2.53 % | |||
| Current Ratio | 1.41 X | |||
| Book Value Per Share | 10.06 X | |||
| Cash Flow From Operations | 3.54 B | |||
| Earnings Per Share | 9.73 X | |||
| Market Capitalization | 74.17 B | |||
| Total Asset | 15.52 B | |||
| Retained Earnings | 27.12 B | |||
| Working Capital | 1.56 B | |||
| Current Asset | 6.72 B | |||
| Current Liabilities | 2.37 B | |||
About Illinois Tool Performance
To evaluate Illinois Tool Works 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 Illinois Tool 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 Illinois 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 Illinois Tool Works market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Illinois'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 Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 66.88 | 73.33 | |
| Return On Tangible Assets | 0.30 | 0.31 | |
| Return On Capital Employed | 0.37 | 0.39 | |
| Return On Assets | 0.19 | 0.20 | |
| Return On Equity | 0.98 | 1.03 |
Things to note about Illinois Tool Works performance evaluation
Checking the ongoing alerts about Illinois Tool for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Illinois Tool Works help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Illinois Tool Works generated a negative expected return over the last 90 days | |
| Illinois Tool Works is unlikely to experience financial distress in the next 2 years | |
| Over 83.0% of the company shares are owned by institutional investors | |
| On 11th of April 2024 Illinois Tool paid $ 1.4 per share dividend to its current shareholders | |
| Latest headline from finance.yahoo.com: Parker-Hannifin Earnings Expected to Grow What to Know Ahead of Next Weeks Release |
- Analyzing Illinois Tool's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Illinois Tool's stock is overvalued or undervalued compared to its peers.
- Examining Illinois Tool's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Illinois Tool's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Illinois Tool's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Illinois Tool's stock. These opinions can provide insight into Illinois Tool's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Illinois Tool Works. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in estimate. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
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When running Illinois Tool's price analysis, check to measure Illinois Tool'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 Illinois Tool is operating at the current time. Most of Illinois Tool's value examination focuses on studying past and present price action to predict the probability of Illinois Tool's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Illinois Tool's price. Additionally, you may evaluate how the addition of Illinois Tool to your portfolios can decrease your overall portfolio volatility.
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Is Illinois Tool'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 Illinois Tool. If investors know Illinois 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 Illinois Tool 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 (0.19) | Dividend Share 5.42 | Earnings Share 9.73 | Revenue Per Share 53.229 | Quarterly Revenue Growth 0.003 |
The market value of Illinois Tool Works is measured differently than its book value, which is the value of Illinois that is recorded on the company's balance sheet. Investors also form their own opinion of Illinois Tool's value that differs from its market value or its book value, called intrinsic value, which is Illinois Tool'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 Illinois Tool's market value can be influenced by many factors that don't directly affect Illinois Tool'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 Illinois Tool's value and its price as these two are different measures arrived at by different means. Investors typically determine if Illinois Tool is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Illinois Tool'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.