Huntington Bancshares Incorporated Stock Alpha and Beta Analysis
| HBANL Stock | USD 26.09 0.06 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Huntington Bancshares Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Huntington Bancshares over a specified time horizon. Remember, high Huntington Bancshares' 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 Huntington Bancshares' market risk premium analysis include:
Beta 0.0878 | Alpha 0.0397 | Risk 0.59 | Sharpe Ratio 0.11 | Expected Return 0.0671 |
Enterprise Value |
|
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.
Huntington |
Huntington Bancshares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Huntington Bancshares market risk premium is the additional return an investor will receive from holding Huntington Bancshares 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 Huntington Bancshares. 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 Huntington Bancshares' performance over market.| α | 0.04 | β | 0.09 |
Huntington Bancshares 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 Huntington Bancshares' Buy-and-hold return. Our buy-and-hold chart shows how Huntington Bancshares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Huntington Bancshares Market Price Analysis
Market price analysis indicators help investors to evaluate how Huntington Bancshares stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Huntington Bancshares shares will generate the highest return on investment. By understating and applying Huntington Bancshares stock market price indicators, traders can identify Huntington Bancshares position entry and exit signals to maximize returns.
Huntington Bancshares Return and Market Media
The median price of Huntington Bancshares for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 25.86 with a coefficient of variation of 1.46. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 25.73, and mean deviation of 0.31. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Point72 Asset Management L.P. Increases Position in Huntington Bancshares Incorporated - MarketBeat | 09/26/2024 |
| Huntington Bancshares dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Why Financial Stocks Like American Express, Synchrony Financial, and Huntington Bancshares Rocketed Higher Today - Yahoo Finance | 11/06/2024 |
About Huntington Bancshares 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 Huntington or other stocks. Alpha measures the amount that position in Huntington Bancshares 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 | 0.0456 | 0.0497 | 0.0562 | 0.0314 | Price To Sales Ratio | 3.25 | 2.8 | 2.65 | 2.18 |
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 Huntington Bancshares 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, Huntington Bancshares' short interest history, or implied volatility extrapolated from Huntington Bancshares options trading.
Build Portfolio with Huntington Bancshares
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 Huntington Bancshares Backtesting, Huntington Bancshares Valuation, Huntington Bancshares Correlation, Huntington Bancshares Hype Analysis, Huntington Bancshares Volatility, Huntington Bancshares History and analyze Huntington Bancshares Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Huntington Bancshares 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.