Hf Sinclair Corp Stock Alpha and Beta Analysis
| DINO Stock | USD 40.98 0.81 1.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HF Sinclair Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in HF Sinclair over a specified time horizon. Remember, high HF Sinclair'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 HF Sinclair's market risk premium analysis include:
Beta 1.22 | Alpha (0.33) | Risk 2.14 | Sharpe Ratio (0.11) | Expected Return (0.24) |
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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.
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HF Sinclair Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HF Sinclair market risk premium is the additional return an investor will receive from holding HF Sinclair 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 HF Sinclair. 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 HF Sinclair's performance over market.| α | -0.33 | β | 1.22 |
HF Sinclair 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 HF Sinclair's Buy-and-hold return. Our buy-and-hold chart shows how HF Sinclair performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HF Sinclair Market Price Analysis
Market price analysis indicators help investors to evaluate how HF Sinclair stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HF Sinclair shares will generate the highest return on investment. By understating and applying HF Sinclair stock market price indicators, traders can identify HF Sinclair position entry and exit signals to maximize returns.
HF Sinclair Return and Market Media
The median price of HF Sinclair for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 43.8 with a coefficient of variation of 5.25. The daily time series for the period is distributed with a sample standard deviation of 2.29, arithmetic mean of 43.61, and mean deviation of 1.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| HF Sinclair dividend paid on 5th of September 2024 | 09/05/2024 |
1 | Cuhaci Peterson Unveils Grocers Guide to Refrigeration Regulations Ahead of FMI ESD Conference | 09/18/2024 |
2 | 92,858 Shares in HF Sinclair Co. Bought by CX Institutional | 10/16/2024 |
3 | HF Sinclair Q3 Earnings Beat, 19 percent Revenue Decline, EBITDA Drop More | 10/31/2024 |
4 | HF Sinclair Co. Declares 0.50 Quarterly Dividend | 11/01/2024 |
5 | HF Sinclair Corp Trading 2.82 percent Higher on Nov 4 | 11/04/2024 |
6 | HF Sinclair CEO Timothy Go purchases 99,922 in company stock | 11/07/2024 |
7 | Acquisition by Atanas Atanasov of 30309 shares of HF Sinclair subject to Rule 16b-3 | 11/12/2024 |
8 | Little Excitement Around HF Sinclair Corporations Revenues | 11/22/2024 |
9 | Sinclair Oil Balloon Headed Back to New York City for 2024 Macy | 11/26/2024 |
About HF Sinclair 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 DINO or other stocks. Alpha measures the amount that position in HF Sinclair Corp 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 (projected) | Dividend Yield | 0.0108 | 0.0243 | 0.0323 | Price To Sales Ratio | 0.29 | 0.28 | 0.33 |
HF Sinclair Upcoming Company Events
As portrayed in its financial statements, the presentation of HF Sinclair's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HF Sinclair's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HF Sinclair's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HF Sinclair. Please utilize our Beneish M Score to check the likelihood of HF Sinclair's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with HF Sinclair
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
Check out HF Sinclair Backtesting, HF Sinclair Valuation, HF Sinclair Correlation, HF Sinclair Hype Analysis, HF Sinclair Volatility, HF Sinclair History and analyze HF Sinclair Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
HF Sinclair 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.