Honeywell International (Germany) Alpha and Beta Analysis
| ALD Stock | EUR 216.30 0.45 0.21% |
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 0.48 | Alpha 0.17 | Risk 1.64 | Sharpe Ratio 0.16 | Expected Return 0.26 |
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 | 0.17 | β | 0.48 |
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 Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 189.64 with a coefficient of variation of 7.0. The daily time series for the period is distributed with a sample standard deviation of 13.64, arithmetic mean of 194.74, and mean deviation of 11.65. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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.
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 Honeywell International 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, Honeywell International's short interest history, or implied volatility extrapolated from Honeywell International options trading.
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
Additional Information and Resources on Investing in Honeywell Stock
When determining whether Honeywell International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Honeywell International'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 Honeywell International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Honeywell International Stock: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. For more detail on how to invest in Honeywell Stock please use our How to Invest in Honeywell International guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
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.