Hercules Capital (Germany) Alpha and Beta Analysis
| 19H Stock | EUR 18.34 0.27 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hercules Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hercules Capital over a specified time horizon. Remember, high Hercules Capital'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 Hercules Capital's market risk premium analysis include:
Beta 0.47 | Alpha 0.0706 | Risk 1.24 | Sharpe Ratio 0.0916 | Expected Return 0.11 |
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.
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Hercules Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hercules Capital market risk premium is the additional return an investor will receive from holding Hercules Capital 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 Hercules Capital. 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 Hercules Capital's performance over market.| α | 0.07 | β | 0.47 |
Hercules Capital 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 Hercules Capital's Buy-and-hold return. Our buy-and-hold chart shows how Hercules Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hercules Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Hercules Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hercules Capital shares will generate the highest return on investment. By understating and applying Hercules Capital stock market price indicators, traders can identify Hercules Capital position entry and exit signals to maximize returns.
Hercules Capital Return and Market Media
The median price of Hercules Capital for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 17.97 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 17.88, and mean deviation of 0.31. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hercules Capital 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 Hercules or other stocks. Alpha measures the amount that position in Hercules Capital 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 Hercules Capital 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, Hercules Capital's short interest history, or implied volatility extrapolated from Hercules Capital options trading.
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Additional Information and Resources on Investing in Hercules Stock
When determining whether Hercules Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hercules Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hercules Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hercules Capital Stock:Check out Hercules Capital Backtesting, Hercules Capital Valuation, Hercules Capital Correlation, Hercules Capital Hype Analysis, Hercules Capital Volatility, Hercules Capital History and analyze Hercules Capital Performance. For more detail on how to invest in Hercules Stock please use our How to Invest in Hercules Capital guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Hercules Capital 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.