Herc Holdings Stock Alpha and Beta Analysis
| HRI Stock | USD 205.83 2.60 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Herc Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Herc Holdings over a specified time horizon. Remember, high Herc Holdings' 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 Herc Holdings' market risk premium analysis include:
Beta 0.47 | Alpha 0.34 | Risk 3.49 | Sharpe Ratio 0.11 | Expected Return 0.38 |
Herc Holdings 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.
Herc |
Herc Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Herc Holdings market risk premium is the additional return an investor will receive from holding Herc Holdings 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 Herc Holdings. 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 Herc Holdings' performance over market.| α | 0.34 | β | 0.47 |
Herc Holdings 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 Herc Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Herc Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Herc Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Herc Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Herc Holdings shares will generate the highest return on investment. By understating and applying Herc Holdings stock market price indicators, traders can identify Herc Holdings position entry and exit signals to maximize returns.
Herc Holdings Return and Market Media
The median price of Herc Holdings for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 208.56 with a coefficient of variation of 9.35. The daily time series for the period is distributed with a sample standard deviation of 19.17, arithmetic mean of 205.03, and mean deviation of 16.16. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5821 shares by Tamir Peres of Herc Holdings at 159.03 subject to Rule 16b-3 | 11/25/2024 |
2 | Disposition of tradable shares by Mark Schumacher of Herc Holdings at 232.0 subject to Rule 16b-3 | 11/29/2024 |
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About Herc Holdings 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 Herc or other stocks. Alpha measures the amount that position in Herc Holdings 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0175 | 0.0172 | 0.0198 | 0.0188 | Price To Sales Ratio | 1.42 | 1.29 | 1.49 | 1.41 |
Herc Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Herc Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Herc Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Herc Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Herc Holdings. Please utilize our Beneish M Score to check the likelihood of Herc Holdings' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 18th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Herc Holdings
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Check out Herc Holdings Backtesting, Herc Holdings Valuation, Herc Holdings Correlation, Herc Holdings Hype Analysis, Herc Holdings Volatility, Herc Holdings History and analyze Herc Holdings Performance. For more detail on how to invest in Herc Stock please use our How to Invest in Herc Holdings guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Herc Holdings 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.