Tekla Healthcare Investors Stock Alpha and Beta Analysis
| HQH Stock | USD 17.18 0.54 3.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tekla Healthcare Investors. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tekla Healthcare over a specified time horizon. Remember, high Tekla Healthcare'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 Tekla Healthcare's market risk premium analysis include:
Beta 0.58 | Alpha (0.22) | Risk 1.12 | Sharpe Ratio (0.14) | Expected Return (0.16) |
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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.
Tekla |
Tekla Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tekla Healthcare market risk premium is the additional return an investor will receive from holding Tekla Healthcare 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 Tekla Healthcare. 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 Tekla Healthcare's performance over market.| α | -0.22 | β | 0.58 |
Tekla Healthcare 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 Tekla Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Tekla Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tekla Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Tekla Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tekla Healthcare shares will generate the highest return on investment. By understating and applying Tekla Healthcare stock market price indicators, traders can identify Tekla Healthcare position entry and exit signals to maximize returns.
Tekla Healthcare Return and Market Media
The median price of Tekla Healthcare for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 18.57 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 18.49, and mean deviation of 0.31. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Jeffrey Bailey of 490 shares of Tekla Healthcare at 20. subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by William Reardon of 646 shares of Tekla Healthcare at 15.8551 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 1606 shares by Bonney Michael W of Tekla Healthcare at 25.037 subject to Rule 16b-3 | 09/20/2024 |
| Tekla Healthcare dividend paid on 30th of September 2024 | 09/30/2024 |
4 | Saba Capital Managements Strategic Reduction in abrdn Healthcare Investors Holdings | 11/19/2024 |
About Tekla Healthcare 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 Tekla or other stocks. Alpha measures the amount that position in Tekla Healthcare Inv 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) | Payables Turnover | 1.51 | 1.43 | Days Of Inventory On Hand | 0.002387 | 0.002268 |
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 Tekla Healthcare 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, Tekla Healthcare's short interest history, or implied volatility extrapolated from Tekla Healthcare options trading.
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Check out Tekla Healthcare Backtesting, Tekla Healthcare Valuation, Tekla Healthcare Correlation, Tekla Healthcare Hype Analysis, Tekla Healthcare Volatility, Tekla Healthcare History and analyze Tekla Healthcare Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Tekla Healthcare 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.