Holley Inc Stock Alpha and Beta Analysis
| HLLY Stock | USD 2.88 0.14 5.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Holley Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Holley over a specified time horizon. Remember, high Holley'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 Holley's market risk premium analysis include:
Beta 1.85 | Alpha (0.31) | Risk 2.46 | Sharpe Ratio (0.07) | Expected Return (0.17) |
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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.
Holley |
Holley Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Holley market risk premium is the additional return an investor will receive from holding Holley 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 Holley. 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 Holley's performance over market.| α | -0.31 | β | 1.85 |
Holley 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 Holley's Buy-and-hold return. Our buy-and-hold chart shows how Holley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Holley Market Price Analysis
Market price analysis indicators help investors to evaluate how Holley stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Holley shares will generate the highest return on investment. By understating and applying Holley stock market price indicators, traders can identify Holley position entry and exit signals to maximize returns.
Holley Return and Market Media
The median price of Holley for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 2.88 with a coefficient of variation of 7.61. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 2.93, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Matthew Stevenson of 1000000 shares of Holley subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 9320 shares by Coady James D. of Holley subject to Rule 16b-3 | 09/10/2024 |
3 | Allspring Global Investments Holdings, LLC Increases Stake in Holley Inc | 10/07/2024 |
4 | Flowmaster Introduces Signature Series Premium Exhaust Line | 10/15/2024 |
5 | Holley Performance Brands Expands Footprint at SEMA to Showcase Global Aftermarket Leadership | 10/29/2024 |
6 | Holley Reports Third Quarter 2024 Results Execution Upon Strategic Initiatives Driving Growth in Key Areas of the Business Completed Another Successful Event Se... | 11/08/2024 |
7 | Holley shares steady as Canaccord sees potential return to growth in Q1 2025 | 11/11/2024 |
8 | Kayne Anderson Rudnick Investment Management LLC Reduces Stake in Holley Inc | 11/14/2024 |
9 | Disposition of 7155 shares by Carly Kennedy of Holley at 2.76 subject to Rule 16b-3 | 11/15/2024 |
10 | Holley Performance Brands to Present at Raymond James Truist Securities Conferences HLLY Stock News - StockTitan | 11/20/2024 |
About Holley 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 Holley or other stocks. Alpha measures the amount that position in Holley Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 1.7E-4 | 2.81E-4 | Price To Sales Ratio | 0.87 | 0.82 |
Holley Upcoming Company Events
As portrayed in its financial statements, the presentation of Holley's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Holley's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Holley's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Holley. Please utilize our Beneish M Score to check the likelihood of Holley's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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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Additional Tools for Holley Stock Analysis
When running Holley's price analysis, check to measure Holley's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Holley is operating at the current time. Most of Holley's value examination focuses on studying past and present price action to predict the probability of Holley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Holley's price. Additionally, you may evaluate how the addition of Holley to your portfolios can decrease your overall portfolio volatility.