Histogen Stock Alpha and Beta Analysis
| HSTO Stock | USD 0.03 0 3.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Histogen. It also helps investors analyze the systematic and unsystematic risks associated with investing in Histogen over a specified time horizon. Remember, high Histogen'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 Histogen's market risk premium analysis include:
Beta (2.97) | Alpha (1.19) | Risk 13.63 | Sharpe Ratio (0.08) | Expected Return (1.06) |
Enterprise Value |
|
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.
Histogen |
Histogen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Histogen market risk premium is the additional return an investor will receive from holding Histogen 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 Histogen. 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 Histogen's performance over market.| α | -1.19 | β | -2.97 |
Histogen 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 Histogen's Buy-and-hold return. Our buy-and-hold chart shows how Histogen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Histogen Market Price Analysis
Market price analysis indicators help investors to evaluate how Histogen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Histogen shares will generate the highest return on investment. By understating and applying Histogen stock market price indicators, traders can identify Histogen position entry and exit signals to maximize returns.
Histogen Return and Market Media
The median price of Histogen for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 0.027 with a coefficient of variation of 113.93. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.09, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Histogen 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 Histogen or other stocks. Alpha measures the amount that position in Histogen 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 | 2024 | 2025 (projected) | Current Ratio | 9.27 | 10.9 | 12.54 | 7.84 | Net Debt To EBITDA | 0.94 | 0.71 | 0.64 | 0.5 |
Histogen Upcoming Company Events
As portrayed in its financial statements, the presentation of Histogen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Histogen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Histogen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Histogen. Please utilize our Beneish M Score to check the likelihood of Histogen's management manipulating its earnings.
| 9th of November 2023 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View | |
| 30th of June 2023 Last Quarter Report | View |
Build Portfolio with Histogen
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
Align your risk with return expectations
Check out Histogen Backtesting, Histogen Valuation, Histogen Correlation, Histogen Hype Analysis, Histogen Volatility, Histogen History and analyze Histogen Performance. To learn how to invest in Histogen Stock, please use our How to Invest in Histogen guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Histogen 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.