Heico Stock Alpha and Beta Analysis
| HEI-A Stock | USD 188.03 0.89 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HEICO. It also helps investors analyze the systematic and unsystematic risks associated with investing in HEICO over a specified time horizon. Remember, high HEICO'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 HEICO's market risk premium analysis include:
Beta 0.36 | Alpha (0.15) | Risk 1.83 | Sharpe Ratio (0.04) | Expected Return (0.07) |
Enterprise Value |
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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.
HEICO |
HEICO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HEICO market risk premium is the additional return an investor will receive from holding HEICO 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 HEICO. 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 HEICO's performance over market.| α | -0.15 | β | 0.36 |
HEICO 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 HEICO's Buy-and-hold return. Our buy-and-hold chart shows how HEICO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HEICO Market Price Analysis
Market price analysis indicators help investors to evaluate how HEICO stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HEICO shares will generate the highest return on investment. By understating and applying HEICO stock market price indicators, traders can identify HEICO position entry and exit signals to maximize returns.
HEICO Return and Market Media
The median price of HEICO for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 198.62 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 11.08, arithmetic mean of 198.08, and mean deviation of 9.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Do HEICOs Earnings Warrant Your Attention | 11/26/2024 |
2 | Why HEICO Corporation Is One of the Best Aerospace and Defense Stocks to Buy Right Now | 12/16/2024 |
3 | HEICO declares 0.11 dividend | 12/17/2024 |
4 | Why HEICO Shares Are Sliding Today | 12/18/2024 |
5 | HEICO Posts Earnings Results, Beats Estimates By 0.02 EPS | 12/19/2024 |
6 | HEICO Full Year 2024 Earnings EPS Beats Expectations | 12/20/2024 |
7 | HEICO Corporation A Bull Case Theory | 12/26/2024 |
8 | HEICO Sees Unusually-High Trading Volume - Time to Buy - MarketBeat | 01/08/2025 |
9 | HEICO Corporation Leveraging Aerospace Recovery And Defense Growth Opportunities - Seeking Alpha | 01/15/2025 |
About HEICO 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 HEICO or other stocks. Alpha measures the amount that position in HEICO 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.001259 | 8.57E-4 | 9.86E-4 | 9.36E-4 | Price To Sales Ratio | 7.32 | 8.79 | 7.91 | 8.31 |
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 HEICO 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, HEICO's short interest history, or implied volatility extrapolated from HEICO options trading.
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Align your risk with return expectations
Check out HEICO Backtesting, HEICO Valuation, HEICO Correlation, HEICO Hype Analysis, HEICO Volatility, HEICO History and analyze HEICO Performance. For information on how to trade HEICO Stock refer to our How to Trade HEICO Stock guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
HEICO 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.