Hewlett Packard Enterprise Stock Alpha and Beta Analysis
| HPE Stock | USD 22.10 0.92 4.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hewlett Packard Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hewlett Packard over a specified time horizon. Remember, high Hewlett Packard'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 Hewlett Packard's market risk premium analysis include:
Beta (0.15) | Alpha 0.23 | Risk 2.44 | Sharpe Ratio 0.0814 | Expected Return 0.2 |
Hewlett Packard Quarterly Cash And Equivalents |
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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.
Hewlett |
Hewlett Packard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hewlett Packard market risk premium is the additional return an investor will receive from holding Hewlett Packard 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 Hewlett Packard. 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 Hewlett Packard's performance over market.| α | 0.23 | β | -0.15 |
Hewlett Packard 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 Hewlett Packard's Buy-and-hold return. Our buy-and-hold chart shows how Hewlett Packard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hewlett Packard Market Price Analysis
Market price analysis indicators help investors to evaluate how Hewlett Packard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hewlett Packard shares will generate the highest return on investment. By understating and applying Hewlett Packard stock market price indicators, traders can identify Hewlett Packard position entry and exit signals to maximize returns.
Hewlett Packard Return and Market Media
The median price of Hewlett Packard for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 19.95 with a coefficient of variation of 7.3. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 19.68, and mean deviation of 1.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 103361 shares by Fidelma Russo of Hewlett Packard subject to Rule 16b-3 | 10/04/2024 |
2 | AMD Looks to Challenge Nvidia With a New Chip. Can the Stock Be the Next Big AI Chip Winner | 10/15/2024 |
| Hewlett Packard dividend paid on 18th of October 2024 | 10/18/2024 |
3 | Globality Raises 47 Million to Accelerate Growth of Its Industry-Leading AI-Powered Autonomous Sourcing Software | 10/22/2024 |
4 | Tech Giants Form UALink Consortium to Establish AI Communication Standards | 10/30/2024 |
5 | Hewlett Packard Enterprise Shares Sold by Forum Financial Management LP | 11/05/2024 |
6 | National Pension Service Purchases 472,885 Shares of Hewlett Packard Enterprise | 11/06/2024 |
7 | DXC Technology Reports Second Quarter Fiscal Year 2025 Results | 11/07/2024 |
8 | AutoStore Holdings Ltd Q3 2024 Earnings Call Highlights Navigating Market Challenges ... | 11/08/2024 |
9 | 2 Stocks Super Micro Computer Investors Can Swap Into | 11/11/2024 |
10 | Pure Storage Gains on Oppenheimer Outperform Rating | 11/13/2024 |
About Hewlett Packard 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 Hewlett or other stocks. Alpha measures the amount that position in Hewlett Packard Ente 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 | 0.0334 | 0.031 | 0.0279 | 0.0194 | Price To Sales Ratio | 0.65 | 0.69 | 0.62 | 0.42 |
Hewlett Packard Upcoming Company Events
As portrayed in its financial statements, the presentation of Hewlett Packard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hewlett Packard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hewlett Packard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hewlett Packard. Please utilize our Beneish M Score to check the likelihood of Hewlett Packard's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 26th of November 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
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Check out Hewlett Packard Backtesting, Hewlett Packard Valuation, Hewlett Packard Correlation, Hewlett Packard Hype Analysis, Hewlett Packard Volatility, Hewlett Packard History and analyze Hewlett Packard Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Hewlett Packard 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.