Helical Bar (UK) Alpha and Beta Analysis
| HLCL Stock | 189.40 6.60 3.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Helical Bar Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Helical Bar over a specified time horizon. Remember, high Helical Bar'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 Helical Bar's market risk premium analysis include:
Beta 0.25 | Alpha (0.31) | Risk 1.27 | Sharpe Ratio (0.21) | 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.
Helical |
Helical Bar Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Helical Bar market risk premium is the additional return an investor will receive from holding Helical Bar 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 Helical Bar. 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 Helical Bar's performance over market.| α | -0.31 | β | 0.25 |
Helical Bar 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 Helical Bar's Buy-and-hold return. Our buy-and-hold chart shows how Helical Bar performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Helical Bar Market Price Analysis
Market price analysis indicators help investors to evaluate how Helical Bar stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Helical Bar shares will generate the highest return on investment. By understating and applying Helical Bar stock market price indicators, traders can identify Helical Bar position entry and exit signals to maximize returns.
Helical Bar Return and Market Media
The median price of Helical Bar for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 204.96 with a coefficient of variation of 6.88. The daily time series for the period is distributed with a sample standard deviation of 14.14, arithmetic mean of 205.49, and mean deviation of 12.12. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Expert View Bellway, Sage, National Grid, Helical, Mitie - Citywire Investment Trust Insider | 10/16/2024 |
About Helical Bar 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 Helical or other stocks. Alpha measures the amount that position in Helical Bar Plc 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 Helical Bar 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, Helical Bar's short interest history, or implied volatility extrapolated from Helical Bar options trading.
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Additional Tools for Helical Stock Analysis
When running Helical Bar's price analysis, check to measure Helical Bar's 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 Helical Bar is operating at the current time. Most of Helical Bar's value examination focuses on studying past and present price action to predict the probability of Helical Bar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Helical Bar's price. Additionally, you may evaluate how the addition of Helical Bar to your portfolios can decrease your overall portfolio volatility.