HSBC Holdings (Brazil) Alpha and Beta Analysis
| H1SB34 Stock | BRL 67.18 0.54 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HSBC Holdings plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in HSBC Holdings over a specified time horizon. Remember, high HSBC 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 HSBC Holdings' market risk premium analysis include:
Beta (0.21) | Alpha 0.22 | Risk 1.27 | Sharpe Ratio 0.16 | Expected Return 0.21 |
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.
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HSBC Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HSBC Holdings market risk premium is the additional return an investor will receive from holding HSBC 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 HSBC 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 HSBC Holdings' performance over market.| α | 0.22 | β | -0.21 |
HSBC 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 HSBC Holdings' Buy-and-hold return. Our buy-and-hold chart shows how HSBC Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HSBC Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how HSBC 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 HSBC Holdings shares will generate the highest return on investment. By understating and applying HSBC Holdings stock market price indicators, traders can identify HSBC Holdings position entry and exit signals to maximize returns.
HSBC Holdings Return and Market Media
The median price of HSBC Holdings for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 61.54 with a coefficient of variation of 4.23. The daily time series for the period is distributed with a sample standard deviation of 2.63, arithmetic mean of 62.21, and mean deviation of 2.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About HSBC 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 HSBC or other stocks. Alpha measures the amount that position in HSBC Holdings 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 HSBC Holdings 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, HSBC Holdings' short interest history, or implied volatility extrapolated from HSBC Holdings options trading.
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Additional Information and Resources on Investing in HSBC Stock
When determining whether HSBC Holdings plc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of HSBC Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hsbc Holdings Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hsbc Holdings Plc Stock:Check out HSBC Holdings Backtesting, HSBC Holdings Valuation, HSBC Holdings Correlation, HSBC Holdings Hype Analysis, HSBC Holdings Volatility, HSBC Holdings History and analyze HSBC Holdings Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
HSBC 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.