Hub24 (Australia) Alpha and Beta Analysis
| HUB Stock | 74.87 1.31 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hub24. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hub24 over a specified time horizon. Remember, high Hub24'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 Hub24's market risk premium analysis include:
Beta 0.12 | Alpha 0.48 | Risk 1.24 | Sharpe Ratio 0.41 | Expected Return 0.5 |
Hub24 Quarterly Cash And Equivalents |
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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.
Hub24 |
Hub24 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hub24 market risk premium is the additional return an investor will receive from holding Hub24 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 Hub24. 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 Hub24's performance over market.| α | 0.48 | β | 0.12 |
Hub24 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 Hub24's Buy-and-hold return. Our buy-and-hold chart shows how Hub24 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hub24 Market Price Analysis
Market price analysis indicators help investors to evaluate how Hub24 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hub24 shares will generate the highest return on investment. By understating and applying Hub24 stock market price indicators, traders can identify Hub24 position entry and exit signals to maximize returns.
Hub24 Return and Market Media
The median price of Hub24 for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 62.06 with a coefficient of variation of 10.53. The daily time series for the period is distributed with a sample standard deviation of 6.63, arithmetic mean of 62.89, and mean deviation of 6.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Why the HUB24 share price might be cheap at its new record high - MSN | 09/02/2024 |
2 | Hub24 stock target raised by Citi, but neutral stance maintained due to valuation - Investing.com | 09/11/2024 |
3 | Investing in HUB24 five years ago would have delivered you a 388 percent gain - Yahoo Finance | 09/18/2024 |
4 | State Street Bank Becomes Major HUB24 Stakeholder - TipRanks | 09/24/2024 |
5 | HUB24 Limiteds Impressive Growth and Financial Success - TipRanks | 11/20/2024 |
About Hub24 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 Hub24 or other stocks. Alpha measures the amount that position in Hub24 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Hub24 in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Hub24's short interest history, or implied volatility extrapolated from Hub24 options trading.
Build Portfolio with Hub24
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
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Additional Tools for Hub24 Stock Analysis
When running Hub24's price analysis, check to measure Hub24'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 Hub24 is operating at the current time. Most of Hub24's value examination focuses on studying past and present price action to predict the probability of Hub24's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hub24's price. Additionally, you may evaluate how the addition of Hub24 to your portfolios can decrease your overall portfolio volatility.