Hexcel (Germany) Alpha and Beta Analysis
| HXL Stock | EUR 59.50 0.50 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hexcel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hexcel over a specified time horizon. Remember, high Hexcel'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 Hexcel's market risk premium analysis include:
Beta 0.14 | Alpha 0.0694 | Risk 1.74 | Sharpe Ratio 0.0484 | Expected Return 0.0842 |
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.
Hexcel |
Hexcel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hexcel market risk premium is the additional return an investor will receive from holding Hexcel 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 Hexcel. 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 Hexcel's performance over market.| α | 0.07 | β | 0.14 |
Hexcel 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 Hexcel's Buy-and-hold return. Our buy-and-hold chart shows how Hexcel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hexcel Market Price Analysis
Market price analysis indicators help investors to evaluate how Hexcel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hexcel shares will generate the highest return on investment. By understating and applying Hexcel stock market price indicators, traders can identify Hexcel position entry and exit signals to maximize returns.
Hexcel Return and Market Media
The median price of Hexcel for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 55.0 with a coefficient of variation of 3.3. The daily time series for the period is distributed with a sample standard deviation of 1.84, arithmetic mean of 55.61, and mean deviation of 1.59. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hexcel 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 Hexcel or other stocks. Alpha measures the amount that position in Hexcel 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 Hexcel 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, Hexcel's short interest history, or implied volatility extrapolated from Hexcel options trading.
Build Portfolio with Hexcel
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
Additional Information and Resources on Investing in Hexcel Stock
When determining whether Hexcel is a strong investment it is important to analyze Hexcel's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Hexcel's future performance. For an informed investment choice regarding Hexcel Stock, refer to the following important reports:Check out Hexcel Backtesting, Hexcel Valuation, Hexcel Correlation, Hexcel Hype Analysis, Hexcel Volatility, Hexcel History and analyze Hexcel Performance. For more detail on how to invest in Hexcel Stock please use our How to Invest in Hexcel guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Hexcel 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.