Honeywell International Stock Alpha and Beta Analysis
| HON Stock | USD 230.60 1.49 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Honeywell International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Honeywell International over a specified time horizon. Remember, high Honeywell International'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. Key technical indicators related to Honeywell International's market risk premium analysis include:
Beta 0.91 | Alpha 0.1 | Risk 1.33 | Sharpe Ratio 0.15 | Expected Return 0.2 |
Enterprise Value |
|
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.
Honeywell |
Honeywell International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Honeywell International market risk premium is the additional return an investor will receive from holding Honeywell International 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 Honeywell International. 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 Honeywell International's performance over market.| α | 0.10 | β | 0.91 |
Honeywell International 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 Honeywell International's Buy-and-hold return. Our buy-and-hold chart shows how Honeywell International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Honeywell International Market Price Analysis
Market price analysis indicators help investors to evaluate how Honeywell International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Honeywell International shares will generate the highest return on investment. By understating and applying Honeywell International stock market price indicators, traders can identify Honeywell International position entry and exit signals to maximize returns.
Honeywell International Return and Market Media
The median price of Honeywell International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 206.02 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 9.74, arithmetic mean of 210.47, and mean deviation of 8.37. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 4034 shares by West Kenneth J of Honeywell International at 194.31 subject to Rule 16b-3 | 08/30/2024 |
| Honeywell International dividend paid on 6th of September 2024 | 09/06/2024 |
2 | Is Honeywell International Inc. the Best Military Drone Stock to Buy According to Analysts | 10/31/2024 |
3 | Earnings call Arcadis reports robust Q3 growth, strong order intake | 11/04/2024 |
4 | Boeing Supplier Loar Approaches Buy Point Shares Have Tripled From IPO | 11/08/2024 |
5 | Activist investor Elliott calls for Honeywell changes after acquiring 5 billion stake | 11/12/2024 |
6 | 3M Rises 23.4 percent in 6 Months Time to Buy or Hold the Stock | 11/18/2024 |
7 | Heres How Much a Space Heater Costs to Run vs. Whole House Heat | 11/22/2024 |
About Honeywell International 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 Honeywell or other stocks. Alpha measures the amount that position in Honeywell International 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0182 | 0.0187 | 0.0205 | 0.0261 | Price To Sales Ratio | 4.2 | 4.09 | 3.79 | 3.98 |
Honeywell International Upcoming Company Events
As portrayed in its financial statements, the presentation of Honeywell International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Honeywell International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Honeywell International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Honeywell International. Please utilize our Beneish M Score to check the likelihood of Honeywell International's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Honeywell International
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
Check out Honeywell International Backtesting, Honeywell International Valuation, Honeywell International Correlation, Honeywell International Hype Analysis, Honeywell International Volatility, Honeywell International History and analyze Honeywell International Performance. To learn how to invest in Honeywell Stock, please use our How to Invest in Honeywell International guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Honeywell International 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.