Hubbell Stock Alpha and Beta Analysis
| HUBB Stock | USD 463.86 3.05 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hubbell. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hubbell over a specified time horizon. Remember, high Hubbell'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 Hubbell's market risk premium analysis include:
Beta 1.74 | Alpha 0.084 | Risk 1.81 | Sharpe Ratio 0.16 | Expected Return 0.3 |
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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.
Hubbell |
Hubbell Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hubbell market risk premium is the additional return an investor will receive from holding Hubbell 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 Hubbell. 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 Hubbell's performance over market.| α | 0.08 | β | 1.74 |
Hubbell 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 Hubbell's Buy-and-hold return. Our buy-and-hold chart shows how Hubbell performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hubbell Market Price Analysis
Market price analysis indicators help investors to evaluate how Hubbell stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hubbell shares will generate the highest return on investment. By understating and applying Hubbell stock market price indicators, traders can identify Hubbell position entry and exit signals to maximize returns.
Hubbell Return and Market Media
The median price of Hubbell for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 431.66 with a coefficient of variation of 6.49. The daily time series for the period is distributed with a sample standard deviation of 27.86, arithmetic mean of 428.94, and mean deviation of 22.46. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Hubbell dividend paid on 16th of September 2024 | 09/16/2024 |
1 | We Like These Underlying Return On Capital Trends At Hubbell | 09/30/2024 |
2 | Exploring Analyst Estimates for Hubbell Q3 Earnings, Beyond Revenue and EPS | 10/24/2024 |
3 | Hubbell Third Quarter 2024 Earnings Misses Expectations | 10/30/2024 |
4 | BSW Wealth Partners Invests 210,000 in Hubbell Incorporated | 11/05/2024 |
5 | Disposition of 1592 shares by Mark Mikes of Hubbell at 185.87 subject to Rule 16b-3 | 11/07/2024 |
6 | Hubbells SWOT analysis electrical equipment makers stock poised for growth | 11/13/2024 |
7 | Hubbell Incorporated is Valley Wealth Managers Inc.s 7th Largest Position | 11/15/2024 |
8 | Insider Trading | 11/19/2024 |
9 | Hubbell Inc Trading 3.56 percent Higher on Nov 21 | 11/21/2024 |
10 | Deutsche Bank cuts Hubbell rating to hold, lowers target to 473 | 11/25/2024 |
About Hubbell 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 Hubbell or other stocks. Alpha measures the amount that position in Hubbell 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 | 0.0192 | 0.0182 | 0.0139 | 0.0132 | Price To Sales Ratio | 2.7 | 2.55 | 3.28 | 3.45 |
Hubbell Upcoming Company Events
As portrayed in its financial statements, the presentation of Hubbell's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hubbell's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hubbell's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hubbell. Please utilize our Beneish M Score to check the likelihood of Hubbell's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th 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 Hubbell
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 Hubbell Backtesting, Hubbell Valuation, Hubbell Correlation, Hubbell Hype Analysis, Hubbell Volatility, Hubbell History and analyze Hubbell Performance. For information on how to trade Hubbell Stock refer to our How to Trade Hubbell Stock guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Hubbell 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.