Hexcel Stock Alpha and Beta Analysis
| HXL Stock | USD 59.52 0.96 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hexcel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hexcel over a specified time horizon. Remember, high Hexcel'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 Hexcel's market risk premium analysis include:
Beta 1.37 | Alpha (0.21) | Risk 1.5 | Sharpe Ratio (0.06) | Expected Return (0.1) |
Hexcel 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.
Hexcel |
Hexcel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hexcel market risk premium is the additional return an investor will receive from holding Hexcel 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 Hexcel. 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 Hexcel's performance over market.| α | -0.21 | β | 1.37 |
Hexcel 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 Hexcel's Buy-and-hold return. Our buy-and-hold chart shows how Hexcel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hexcel Market Price Analysis
Market price analysis indicators help investors to evaluate how Hexcel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hexcel shares will generate the highest return on investment. By understating and applying Hexcel stock market price indicators, traders can identify Hexcel position entry and exit signals to maximize returns.
Hexcel Return and Market Media
The median price of Hexcel for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 61.17 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 61.16, and mean deviation of 1.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | November 15th Options Now Available For Hexcel - Nasdaq | 09/19/2024 |
2 | Hexcel Insiders Added US3.21m Of Stock To Their Holdings | 10/17/2024 |
3 | What To Expect From Boeings Q3 Earnings | 10/22/2024 |
4 | General Dynamics Q3 Earnings Lag Estimates, Revenues Rise YY | 10/23/2024 |
5 | Northrop Beats on Q3 Earnings, Raises 24 EPS Guidance | 10/24/2024 |
6 | L3Harris Q3 Earnings Surpass Estimates, Revenues Increase YY | 10/25/2024 |
7 | Thermoset Composites Market Surges to USD 25 Billion by 2030, Propelled by 10.4 percent CAGR - Verified Market Reports | 10/31/2024 |
8 | Curtiss-Wright Beats Q3 Earnings Estimates, Hikes 24 Sales View | 11/04/2024 |
9 | Hexcel Corporations Intrinsic Value Is Potentially 80 percent Above Its Share Price | 11/05/2024 |
| Hexcel dividend paid on 8th of November 2024 | 11/08/2024 |
10 | Triumph Group Q2 Earnings Beat Estimates, Sales Increase YY | 11/13/2024 |
11 | Should You Think About Buying Hexcel Corporation Now | 11/14/2024 |
12 | Why Is Hexcel Down 8.7 percent Since Last Earnings Report | 11/20/2024 |
About Hexcel 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 Hexcel or other stocks. Alpha measures the amount that position in Hexcel 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 | 0.006785 | 0.006764 | 0.006425 | Price To Sales Ratio | 3.29 | 3.49 | 3.66 |
Hexcel Upcoming Company Events
As portrayed in its financial statements, the presentation of Hexcel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hexcel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hexcel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hexcel. Please utilize our Beneish M Score to check the likelihood of Hexcel's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Hexcel
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 Hexcel Backtesting, Hexcel Valuation, Hexcel Correlation, Hexcel Hype Analysis, Hexcel Volatility, Hexcel History and analyze Hexcel Performance. For more information on how to buy Hexcel Stock please use our How to buy in Hexcel Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Hexcel 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.