Hyliion Holdings Corp Stock Alpha and Beta Analysis
| HYLN Stock | USD 3.71 0.80 27.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hyliion Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hyliion Holdings over a specified time horizon. Remember, high Hyliion Holdings' 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 Hyliion Holdings' market risk premium analysis include:
Beta 2.66 | Alpha 0.45 | Risk 5.85 | Sharpe Ratio 0.19 | Expected Return 1.11 |
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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.
Hyliion |
Hyliion Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hyliion Holdings market risk premium is the additional return an investor will receive from holding Hyliion Holdings 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 Hyliion Holdings. 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 Hyliion Holdings' performance over market.| α | 0.45 | β | 2.66 |
Hyliion Holdings 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 Hyliion Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Hyliion Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hyliion Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Hyliion Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hyliion Holdings shares will generate the highest return on investment. By understating and applying Hyliion Holdings stock market price indicators, traders can identify Hyliion Holdings position entry and exit signals to maximize returns.
Hyliion Holdings Return and Market Media
The median price of Hyliion Holdings for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 2.39 with a coefficient of variation of 14.36. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 2.31, and mean deviation of 0.27. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2435 shares by Jon Panzer of Hyliion Holdings at 1.88 subject to Rule 16b-3 | 08/28/2024 |
2 | Disposition of 2584 shares by Cheri Lantz of Hyliion Holdings at 1.87 subject to Rule 16b-3 | 08/30/2024 |
3 | Acquisition by Govindaraj Ramasamy of 30000 shares of Hyliion Holdings at 1.92 subject to Rule 16b-3 | 09/11/2024 |
4 | Disposition of 443 shares by Standley Greg of Hyliion Holdings at 2.11 subject to Rule 16b-3 | 09/18/2024 |
5 | Are Auto-Tires-Trucks Stocks Lagging China Yuchai International This Year | 09/23/2024 |
6 | Disposition of 818 shares by Jose Oxholm of Hyliion Holdings at 2.37 subject to Rule 16b-3 | 09/26/2024 |
7 | Hyliions KARNO Linear Generator Now Qualifies Under Californias Renewables Portfolio Standard | 09/27/2024 |
8 | Hyliion Signs Letter of Intent with ANA to Deploy KARNO Generators in the Mobile Power Generation Market | 10/09/2024 |
9 | Hyliion Holdings transfers stock listing to NYSE American | 11/05/2024 |
10 | Hyliion to Present at Sidoti Virtual Conference | 11/07/2024 |
11 | Disposition of 1704 shares by Jon Panzer of Hyliion Holdings at 2.82 subject to Rule 16b-3 | 11/08/2024 |
12 | Hyliion Successfully Showcases the KARNO Generators Uninterrupted Multi-Fuel Operation | 11/11/2024 |
13 | Hyliion Holdings GAAP EPS of -0.06 beats by 0.01 | 11/14/2024 |
14 | Acquisition by Jeffrey Craig of 50000 shares of Hyliion Holdings at 2.95 subject to Rule 16b-3 | 11/20/2024 |
About Hyliion Holdings 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 Hyliion or other stocks. Alpha measures the amount that position in Hyliion Holdings 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 | 2024 (projected) | Payables Turnover | 0.37 | 3.14 | 0.41 | 0.39 | Days Of Inventory On Hand | 15.2 | 3.08 | 3.54 | 3.36 |
Hyliion Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Hyliion Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hyliion Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hyliion Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hyliion Holdings. Please utilize our Beneish M Score to check the likelihood of Hyliion Holdings' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Hyliion Holdings
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Check out Hyliion Holdings Backtesting, Hyliion Holdings Valuation, Hyliion Holdings Correlation, Hyliion Holdings Hype Analysis, Hyliion Holdings Volatility, Hyliion Holdings History and analyze Hyliion Holdings Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Hyliion Holdings 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.