Hydrofarm Holdings Group Stock Alpha and Beta Analysis
| HYFM Stock | USD 0.64 0.03 4.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hydrofarm Holdings Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hydrofarm Holdings over a specified time horizon. Remember, high Hydrofarm 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 Hydrofarm Holdings' market risk premium analysis include:
Beta (0.68) | Alpha 0.41 | Risk 4.97 | Sharpe Ratio 0.0709 | Expected Return 0.35 |
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.
Hydrofarm |
Hydrofarm Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hydrofarm Holdings market risk premium is the additional return an investor will receive from holding Hydrofarm 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 Hydrofarm 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 Hydrofarm Holdings' performance over market.| α | 0.41 | β | -0.68 |
Hydrofarm 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 Hydrofarm Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Hydrofarm Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hydrofarm Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Hydrofarm 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 Hydrofarm Holdings shares will generate the highest return on investment. By understating and applying Hydrofarm Holdings stock market price indicators, traders can identify Hydrofarm Holdings position entry and exit signals to maximize returns.
Hydrofarm Holdings Return and Market Media
The median price of Hydrofarm Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 0.66 with a coefficient of variation of 10.74. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.63, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hydrofarm 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 Hydrofarm or other stocks. Alpha measures the amount that position in Hydrofarm 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.
Hydrofarm Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Hydrofarm Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hydrofarm Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hydrofarm Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hydrofarm Holdings. Please utilize our Beneish M Score to check the likelihood of Hydrofarm Holdings' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 Hydrofarm Holdings
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Check out Hydrofarm Holdings Backtesting, Hydrofarm Holdings Valuation, Hydrofarm Holdings Correlation, Hydrofarm Holdings Hype Analysis, Hydrofarm Holdings Volatility, Hydrofarm Holdings History and analyze Hydrofarm Holdings Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Hydrofarm 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.