Hr Real Estate Stock Alpha and Beta Analysis
| HR-UN Stock | CAD 10.00 0.19 1.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HR Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in HR Real over a specified time horizon. Remember, high HR Real'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 HR Real's market risk premium analysis include:
Beta (0.05) | Alpha 0.0532 | Risk 1.09 | Sharpe Ratio (0.04) | Expected Return (0.05) |
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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.
HR-UN |
HR Real Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HR Real market risk premium is the additional return an investor will receive from holding HR Real 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 HR Real. 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 HR Real's performance over market.| α | 0.05 | β | -0.05 |
HR Real 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 HR Real's Buy-and-hold return. Our buy-and-hold chart shows how HR Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HR Real Market Price Analysis
Market price analysis indicators help investors to evaluate how HR Real stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HR Real shares will generate the highest return on investment. By understating and applying HR Real stock market price indicators, traders can identify HR Real position entry and exit signals to maximize returns.
HR Real Return and Market Media
The median price of HR Real for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10.83 with a coefficient of variation of 4.72. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 10.77, and mean deviation of 0.42. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | HR Real Estate Investment Trust Reaches New 52-Week High at 10.88 - MarketBeat | 09/10/2024 |
2 | HR Real Estate Investment Trust Given New C11.75 Price Target at Scotiabank - MarketBeat | 11/15/2024 |
About HR Real 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 HR-UN or other stocks. Alpha measures the amount that position in HR Real Estate 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 | 0.0486 | 0.0544 | 0.0648 | 0.0784 | Price To Sales Ratio | 4.39 | 3.96 | 2.91 | 2.77 |
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 HR Real 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, HR Real's short interest history, or implied volatility extrapolated from HR Real options trading.
Build Portfolio with HR Real
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Additional Tools for HR-UN Stock Analysis
When running HR Real's price analysis, check to measure HR Real'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 HR Real is operating at the current time. Most of HR Real's value examination focuses on studying past and present price action to predict the probability of HR Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HR Real's price. Additionally, you may evaluate how the addition of HR Real to your portfolios can decrease your overall portfolio volatility.