Hudson Technologies Stock Alpha and Beta Analysis
| HDSN Stock | USD 6.03 0.02 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hudson Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hudson Technologies over a specified time horizon. Remember, high Hudson Technologies' 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 Hudson Technologies' market risk premium analysis include:
Beta 0.12 | Alpha (0.39) | Risk 3.64 | Sharpe Ratio (0.11) | Expected Return (0.42) |
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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.
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Hudson Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hudson Technologies market risk premium is the additional return an investor will receive from holding Hudson Technologies 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 Hudson Technologies. 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 Hudson Technologies' performance over market.| α | -0.39 | β | 0.12 |
Hudson Technologies 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 Hudson Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Hudson Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hudson Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Hudson Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hudson Technologies shares will generate the highest return on investment. By understating and applying Hudson Technologies stock market price indicators, traders can identify Hudson Technologies position entry and exit signals to maximize returns.
Hudson Technologies Return and Market Media
The median price of Hudson Technologies for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 7.91 with a coefficient of variation of 11.53. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 7.56, and mean deviation of 0.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Hudson Technologies Inc Q2 2024 Earnings Call Highlights Navigating Revenue Decline ... | 10/09/2024 |
2 | Acquisition by Mansy Loan Nguyen of 5236 shares of Hudson Technologies subject to Rule 16b-3 | 11/01/2024 |
3 | Hudson Tech GAAP EPS of 0.17 beats by 0.01, revenue of 61.94M misses by 4.17M | 11/04/2024 |
4 | Earnings call Hudson Technologies reports Q3 revenue decline amid market challenges | 11/05/2024 |
5 | Hudson Technologies Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 11/06/2024 |
6 | Acquisition by Abbatecola Vincent P of 2500 shares of Hudson Technologies at 5.979 subject to Rule 16b-3 | 11/07/2024 |
7 | Hudson Technologies Cut to Hold at Craig Hallum | 11/08/2024 |
8 | Hudson Technologies Leads 3 Undervalued Small Caps With Insider Activity In US | 11/14/2024 |
9 | Hudson Technologies Analysts Weekly Ratings Changes | 11/18/2024 |
10 | Foundry Partners LLC Lowers Position in Hudson Technologies, Inc. - MarketBeat | 11/22/2024 |
About Hudson Technologies 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 Hudson or other stocks. Alpha measures the amount that position in Hudson Technologies 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) | Days Sales Outstanding | 26.93 | 23.42 | 38.65 | 39.26 | PTB Ratio | 2.74 | 2.6 | 2.68 | 2.96 |
Hudson Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Hudson Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hudson Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hudson Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hudson Technologies. Please utilize our Beneish M Score to check the likelihood of Hudson Technologies' management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Hudson Technologies Backtesting, Hudson Technologies Valuation, Hudson Technologies Correlation, Hudson Technologies Hype Analysis, Hudson Technologies Volatility, Hudson Technologies History and analyze Hudson Technologies Performance. To learn how to invest in Hudson Stock, please use our How to Invest in Hudson Technologies guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Hudson Technologies 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.