Hess Corporation Stock Alpha and Beta Analysis
| HES Stock | USD 148.65 0.67 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hess Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hess over a specified time horizon. Remember, high Hess' 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 Hess' market risk premium analysis include:
Beta 0.78 | Alpha 0.0428 | Risk 1.26 | Sharpe Ratio 0.11 | Expected Return 0.14 |
Hess Quarterly Cash And Equivalents |
|
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.
Hess |
Hess Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hess market risk premium is the additional return an investor will receive from holding Hess 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 Hess. 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 Hess' performance over market.| α | 0.04 | β | 0.78 |
Hess 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 Hess' Buy-and-hold return. Our buy-and-hold chart shows how Hess performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hess Market Price Analysis
Market price analysis indicators help investors to evaluate how Hess stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hess shares will generate the highest return on investment. By understating and applying Hess stock market price indicators, traders can identify Hess position entry and exit signals to maximize returns.
Hess Return and Market Media
The median price of Hess for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 137.75 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 5.5, arithmetic mean of 137.16, and mean deviation of 4.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Hess dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Energy Sector Rebound 3 Stocks Poised for Strong Gains | 10/04/2024 |
2 | Disposition of 2596 shares by John Rielly of Hess at 144.52 subject to Rule 16b-3 | 10/25/2024 |
3 | Hess Non-GAAP EPS of 2.14 beats by 0.37, revenue of 3.2B beats by 160M | 10/30/2024 |
4 | Disposition of 22778 shares by Gregory Hill of Hess at 139.19 subject to Rule 16b-3 | 11/05/2024 |
5 | Disposition of 86519 shares by John Hess of Hess at 142.56 subject to Rule 16b-3 | 11/07/2024 |
6 | What is the Right Approach for Chevron Stock Post Q3 Earnings | 11/08/2024 |
7 | Disposition of 1500 shares by Andrew Slentz of Hess subject to Rule 16b-3 | 11/12/2024 |
8 | Hess Corp senior VP Schoonman sells 851,460 in stock | 11/13/2024 |
9 | Highbridge Capital Managements Strategic Acquisition of Velo3D Inc Shares | 11/14/2024 |
10 | Anson Funds Management LP Acquires New Stake in Applied DNA Sciences Inc | 11/15/2024 |
11 | Is Hess Corporation A Promising Energy Stock According to Hedge Funds | 11/18/2024 |
12 | Disposition of 4766 shares by Richard Lynch of Hess subject to Rule 16b-3 | 11/19/2024 |
13 | Hess Corporation Guyanas Growth Engine in Ken Griffins Portfolio | 11/20/2024 |
14 | Disposition of 411 shares by John Hess of Hess at 149.34 subject to Rule 16b-3 | 11/21/2024 |
15 | Disposition of 7988 shares by John Hess of Hess at 148.38 subject to Rule 16b-3 | 11/22/2024 |
About Hess 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 Hess or other stocks. Alpha measures the amount that position in Hess 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) | Dividend Yield | 0.0137 | 0.0106 | 0.0122 | 0.0109 | Price To Sales Ratio | 3.05 | 3.86 | 4.12 | 4.33 |
Hess Upcoming Company Events
As portrayed in its financial statements, the presentation of Hess' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hess' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hess' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hess. Please utilize our Beneish M Score to check the likelihood of Hess' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 Hess
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 Tools for Hess Stock Analysis
When running Hess' price analysis, check to measure Hess' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hess is operating at the current time. Most of Hess' value examination focuses on studying past and present price action to predict the probability of Hess' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hess' price. Additionally, you may evaluate how the addition of Hess to your portfolios can decrease your overall portfolio volatility.