Helmerich And Payne Stock Alpha and Beta Analysis
| HP Stock | USD 36.06 1.63 4.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Helmerich and Payne. It also helps investors analyze the systematic and unsystematic risks associated with investing in Helmerich over a specified time horizon. Remember, high Helmerich'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 Helmerich's market risk premium analysis include:
Beta 1.45 | Alpha 0.0193 | Risk 2.49 | Sharpe Ratio 0.0648 | Expected Return 0.16 |
Helmerich Quarterly Cash And Equivalents |
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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.
Helmerich |
Helmerich Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Helmerich market risk premium is the additional return an investor will receive from holding Helmerich 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 Helmerich. 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 Helmerich's performance over market.| α | 0.02 | β | 1.45 |
Helmerich 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 Helmerich's Buy-and-hold return. Our buy-and-hold chart shows how Helmerich performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Helmerich Market Price Analysis
Market price analysis indicators help investors to evaluate how Helmerich stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Helmerich shares will generate the highest return on investment. By understating and applying Helmerich stock market price indicators, traders can identify Helmerich position entry and exit signals to maximize returns.
Helmerich Return and Market Media
The median price of Helmerich for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 33.46 with a coefficient of variation of 5.69. The daily time series for the period is distributed with a sample standard deviation of 1.88, arithmetic mean of 33.11, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Helmerich dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Helmerich Payne announces pricing of 1.25B aggregate principal amount of senior notes | 09/11/2024 |
2 | Acquisition by Vann J Kevin of 3300 shares of Helmerich at 30.19 subject to Rule 16b-3 | 09/27/2024 |
3 | Helmerich Payne Inc Trading Down 4.2 percent on Oct 15 | 10/15/2024 |
4 | Tidewater Beats Q3 Earnings and Revenue Estimates | 11/08/2024 |
5 | Helmerich Payne Q4 Earnings Miss Estimates | 11/13/2024 |
6 | Helmerich Payne Inc Stock Price Down 7.98 percent on Nov 14 | 11/14/2024 |
7 | Helmerich Payne, Inc. Looks Interesting, And Its About To Pay A Dividend | 11/15/2024 |
| Helmerich dividend paid on 18th of November 2024 | 11/18/2024 |
8 | Helmerich Paynes SWOT analysis drilling firms stock faces global shifts | 11/21/2024 |
9 | Helmerich Payne Inc Shares Up 3.72 percent on Nov 22 | 11/22/2024 |
About Helmerich 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 Helmerich or other stocks. Alpha measures the amount that position in Helmerich and Payne 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 | 0.0274 | 0.0466 | 0.056 | 0.0588 | Price To Sales Ratio | 1.9 | 1.5 | 1.09 | 1.04 |
Helmerich Upcoming Company Events
As portrayed in its financial statements, the presentation of Helmerich's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Helmerich's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Helmerich's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Helmerich. Please utilize our Beneish M Score to check the likelihood of Helmerich's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Helmerich Stock Analysis
When running Helmerich's price analysis, check to measure Helmerich'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 Helmerich is operating at the current time. Most of Helmerich's value examination focuses on studying past and present price action to predict the probability of Helmerich's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Helmerich's price. Additionally, you may evaluate how the addition of Helmerich to your portfolios can decrease your overall portfolio volatility.