Healthstream Stock Alpha and Beta Analysis
| HSTM Stock | USD 32.53 0.34 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HealthStream. It also helps investors analyze the systematic and unsystematic risks associated with investing in HealthStream over a specified time horizon. Remember, high HealthStream'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 HealthStream's market risk premium analysis include:
Beta 1 | Alpha 0.0848 | Risk 1.69 | Sharpe Ratio 0.13 | Expected Return 0.22 |
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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.
HealthStream |
HealthStream Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HealthStream market risk premium is the additional return an investor will receive from holding HealthStream 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 HealthStream. 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 HealthStream's performance over market.| α | 0.08 | β | 1.00 |
HealthStream 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 HealthStream's Buy-and-hold return. Our buy-and-hold chart shows how HealthStream performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HealthStream Market Price Analysis
Market price analysis indicators help investors to evaluate how HealthStream stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HealthStream shares will generate the highest return on investment. By understating and applying HealthStream stock market price indicators, traders can identify HealthStream position entry and exit signals to maximize returns.
HealthStream Return and Market Media
The median price of HealthStream for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 28.88 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 29.4, and mean deviation of 1.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | HealthStream shareholders have earned a 36 percent return over the last year | 09/03/2024 |
2 | Acquisition by Scott Fenstermacher of 1536 shares of HealthStream subject to Rule 16b-3 | 09/18/2024 |
3 | Disposition of 527 shares by Michael Sousa of HealthStream subject to Rule 16b-3 | 09/27/2024 |
4 | Acquisition by Rappuhn Terry Allison of 1125 shares of HealthStream subject to Rule 16b-3 | 10/03/2024 |
5 | Disposition of 1125 shares by Gordon Frank of HealthStream subject to Rule 16b-3 | 10/11/2024 |
6 | HealthStream GAAP EPS of 0.19 beats by 0.07, revenue of 73.1M misses by 0.43M | 10/21/2024 |
7 | HealthStream Inc Shares Up 7.56 percent on Oct 22 | 10/22/2024 |
8 | HealthStream, Inc. Q3 2024 Earnings Call Transcript | 10/23/2024 |
9 | William Blair Forecasts Increased Earnings for HealthStream | 10/24/2024 |
10 | Disposition of 1400 shares by Taylor Tate Deborah of HealthStream at 28.5268 subject to Rule 16b-3 | 10/28/2024 |
11 | Disposition of 640 shares by Michael Sousa of HealthStream subject to Rule 16b-3 | 10/30/2024 |
12 | Acquisition by Scott Fenstermacher of 383 shares of HealthStream subject to Rule 16b-3 | 10/31/2024 |
13 | HealthStream makes first acquisition in 24 months | 11/06/2024 |
14 | Returns At HealthStream Are On The Way Up | 11/07/2024 |
| HealthStream dividend paid on 15th of November 2024 | 11/15/2024 |
About HealthStream 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 HealthStream or other stocks. Alpha measures the amount that position in HealthStream 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 | 2023 | 2024 (projected) | Dividend Yield | 2.3E-5 | 0.004256 | 0.004043 | Price To Sales Ratio | 3.24 | 2.96 | 3.75 |
HealthStream Upcoming Company Events
As portrayed in its financial statements, the presentation of HealthStream's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HealthStream's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HealthStream's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HealthStream. Please utilize our Beneish M Score to check the likelihood of HealthStream's management manipulating its earnings.
| 19th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th 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 HealthStream
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Align your risk with return expectations
Check out HealthStream Backtesting, HealthStream Valuation, HealthStream Correlation, HealthStream Hype Analysis, HealthStream Volatility, HealthStream History and analyze HealthStream Performance. To learn how to invest in HealthStream Stock, please use our How to Invest in HealthStream guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
HealthStream 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.