Huadi International Group Stock Alpha and Beta Analysis
| HUDI Stock | USD 2.05 0.09 4.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Huadi International Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Huadi International over a specified time horizon. Remember, high Huadi 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 Huadi International's market risk premium analysis include:
Beta 0.79 | Alpha (0.06) | Risk 5.09 | Sharpe Ratio 0.0221 | Expected Return 0.11 |
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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.
Huadi |
Huadi International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Huadi International market risk premium is the additional return an investor will receive from holding Huadi 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 Huadi 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 Huadi International's performance over market.| α | -0.06 | β | 0.79 |
Huadi 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 Huadi International's Buy-and-hold return. Our buy-and-hold chart shows how Huadi International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Huadi International Market Price Analysis
Market price analysis indicators help investors to evaluate how Huadi 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 Huadi International shares will generate the highest return on investment. By understating and applying Huadi International stock market price indicators, traders can identify Huadi International position entry and exit signals to maximize returns.
Huadi International Return and Market Media
The median price of Huadi International for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 2.02 with a coefficient of variation of 11.0. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 2.13, and mean deviation of 0.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Further Upside For Huadi International Group Co., Ltd. Shares Could Introduce Price Risks After 27 percent Bounce | 10/10/2024 |
2 | HUDI Stock Rises Amid Market Fluctuations in Steel Industry | 11/27/2024 |
About Huadi 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 Huadi or other stocks. Alpha measures the amount that position in Huadi 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) | Days Sales Outstanding | 103.34 | 131.85 | 151.62 | 144.1 | PTB Ratio | 6.55 | 0.64 | 0.74 | 0.7 |
Huadi International Upcoming Company Events
As portrayed in its financial statements, the presentation of Huadi International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Huadi International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Huadi International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Huadi International. Please utilize our Beneish M Score to check the likelihood of Huadi International's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View |
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Check out Huadi International Backtesting, Huadi International Valuation, Huadi International Correlation, Huadi International Hype Analysis, Huadi International Volatility, Huadi International History and analyze Huadi International Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Huadi 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.