Highland Copper Stock Alpha and Beta Analysis
| HI Stock | CAD 0.09 0.01 5.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Highland Copper. It also helps investors analyze the systematic and unsystematic risks associated with investing in Highland Copper over a specified time horizon. Remember, high Highland Copper'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 Highland Copper's market risk premium analysis include:
Beta 0.56 | Alpha (0.12) | Risk 5.3 | Sharpe Ratio (0.02) | Expected Return (0.12) |
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.
Highland |
Highland Copper Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Highland Copper market risk premium is the additional return an investor will receive from holding Highland Copper 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 Highland Copper. 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 Highland Copper's performance over market.| α | -0.12 | β | 0.56 |
Highland Copper 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 Highland Copper's Buy-and-hold return. Our buy-and-hold chart shows how Highland Copper performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Highland Copper Market Price Analysis
Market price analysis indicators help investors to evaluate how Highland Copper stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Highland Copper shares will generate the highest return on investment. By understating and applying Highland Copper stock market price indicators, traders can identify Highland Copper position entry and exit signals to maximize returns.
Highland Copper Return and Market Media
The median price of Highland Copper for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 0.095 with a coefficient of variation of 5.89. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.09, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Highland Copper Co 3-Year FCF Growth Rate -122.40 percent - GuruFocus.com | 12/02/2024 |
About Highland Copper 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 Highland or other stocks. Alpha measures the amount that position in Highland Copper 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.
| 2023 | 2024 (projected) | Payables Turnover | 0.009804 | 0.009314 | Days Of Inventory On Hand | 699.54 | 621.81 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Highland Copper in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Highland Copper's short interest history, or implied volatility extrapolated from Highland Copper options trading.
Build Portfolio with Highland Copper
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
Additional Tools for Highland Stock Analysis
When running Highland Copper's price analysis, check to measure Highland Copper's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Highland Copper is operating at the current time. Most of Highland Copper's value examination focuses on studying past and present price action to predict the probability of Highland Copper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Highland Copper's price. Additionally, you may evaluate how the addition of Highland Copper to your portfolios can decrease your overall portfolio volatility.