Hamilton Lane Stock Alpha and Beta Analysis
| HLNE Stock | USD 199.55 1.38 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hamilton Lane. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hamilton Lane over a specified time horizon. Remember, high Hamilton Lane'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 Hamilton Lane's market risk premium analysis include:
Beta 1.68 | Alpha 0.27 | Risk 1.71 | Sharpe Ratio 0.25 | Expected Return 0.43 |
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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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Hamilton Lane Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hamilton Lane market risk premium is the additional return an investor will receive from holding Hamilton Lane 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 Hamilton Lane. 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 Hamilton Lane's performance over market.| α | 0.27 | β | 1.68 |
Hamilton Lane 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 Hamilton Lane's Buy-and-hold return. Our buy-and-hold chart shows how Hamilton Lane performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hamilton Lane Market Price Analysis
Market price analysis indicators help investors to evaluate how Hamilton Lane stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hamilton Lane shares will generate the highest return on investment. By understating and applying Hamilton Lane stock market price indicators, traders can identify Hamilton Lane position entry and exit signals to maximize returns.
Hamilton Lane Return and Market Media
The median price of Hamilton Lane for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 173.6 with a coefficient of variation of 9.44. The daily time series for the period is distributed with a sample standard deviation of 16.17, arithmetic mean of 171.38, and mean deviation of 13.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Jeffrey Armbrister of Hamilton Lane subject to Rule 16b-3 | 09/03/2024 |
2 | Acquisition by Atul Varma of tradable shares of Hamilton Lane at 65.7 subject to Rule 16b-3 | 10/02/2024 |
| Hamilton Lane dividend paid on 4th of October 2024 | 10/04/2024 |
3 | Acquisition by Donohue Michael T. of tradable shares of Hamilton Lane at 65.7 subject to Rule 16b-3 | 10/28/2024 |
4 | Hamilton Lane Non-GAAP EPS of 1.07 misses by 0.02, revenue of 150M misses by 4.17M | 11/06/2024 |
5 | JPMorgan Chase Co. Issues Positive Forecast for Hamilton Lane Stock Price | 11/07/2024 |
6 | Hamilton Lanes five-year earnings growth trails the impressive shareholder returns | 11/08/2024 |
7 | Acquisition by Delgado-moreira Juan of 525 shares of Hamilton Lane at 201.81 subject to Rule 16b-3 | 11/13/2024 |
8 | WASATCH ADVISORS LP Adjusts Stake in Hamilton Lane Inc | 11/14/2024 |
9 | Hamilton Lane Strengthens Direct Equity Investment Team with Strategic Appointments - MSN | 11/19/2024 |
About Hamilton Lane 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 Hamilton or other stocks. Alpha measures the amount that position in Hamilton Lane 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 | 0.0345 | 0.0496 | 0.0258 | 0.0245 | Price To Sales Ratio | 7.67 | 5.19 | 7.66 | 8.04 |
Hamilton Lane Upcoming Company Events
As portrayed in its financial statements, the presentation of Hamilton Lane's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hamilton Lane's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hamilton Lane's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hamilton Lane. Please utilize our Beneish M Score to check the likelihood of Hamilton Lane's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Hamilton Lane
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Align your risk with return expectations
Check out Hamilton Lane Backtesting, Hamilton Lane Valuation, Hamilton Lane Correlation, Hamilton Lane Hype Analysis, Hamilton Lane Volatility, Hamilton Lane History and analyze Hamilton Lane Performance. For information on how to trade Hamilton Stock refer to our How to Trade Hamilton Stock guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Hamilton Lane 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.