Hennessy Ad Stock Alpha and Beta Analysis
| HNNA Stock | USD 10.18 0.20 1.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hennessy Ad. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hennessy over a specified time horizon. Remember, high Hennessy'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 Hennessy's market risk premium analysis include:
Beta 1.08 | Alpha (0.18) | Risk 2.55 | Sharpe Ratio (0.13) | Expected Return (0.34) |
Enterprise Value |
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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.
Hennessy |
Hennessy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hennessy market risk premium is the additional return an investor will receive from holding Hennessy 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 Hennessy. 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 Hennessy's performance over market.| α | -0.18 | β | 1.08 |
Hennessy 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 Hennessy's Buy-and-hold return. Our buy-and-hold chart shows how Hennessy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hennessy Market Price Analysis
Market price analysis indicators help investors to evaluate how Hennessy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hennessy shares will generate the highest return on investment. By understating and applying Hennessy stock market price indicators, traders can identify Hennessy position entry and exit signals to maximize returns.
Hennessy Return and Market Media
The median price of Hennessy for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 11.98 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 11.85, and mean deviation of 0.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1657 shares by Seavey Thomas L of Hennessy at 11.8707 subject to Rule 16b-3 | 12/18/2024 |
2 | Disposition of 11074 shares by Seavey Thomas L of Hennessy at 11.4426 subject to Rule 16b-3 | 12/19/2024 |
3 | Disposition of 2500 shares by Hennessy Brian A of Hennessy subject to Rule 16b-3 | 12/23/2024 |
4 | Disposition of 500 shares by Daniel Steadman of Hennessy at 12.0 subject to Rule 16b-3 | 12/24/2024 |
5 | Disposition of 3407 shares by Daniel Steadman of Hennessy at 11.9932 subject to Rule 16b-3 | 12/26/2024 |
6 | Disposition of 330 shares by Newton Kiera of Hennessy at 12.02 subject to Rule 16b-3 | 12/27/2024 |
7 | Disposition of 10000 shares by Neil Hennessy of Hennessy subject to Rule 16b-3 | 12/30/2024 |
8 | Disposition of 8000 shares by Fahy Kathryn of Hennessy at 11.0708 subject to Rule 16b-3 | 02/27/2025 |
9 | Insider Sell Kathryn Fahy Sells 8,000 Shares of Hennessy Advisors Inc | 02/28/2025 |
10 | Disposition of 1000 shares by Hennessy Brian A of Hennessy subject to Rule 16b-3 | 03/04/2025 |
11 | Versor Investments LP Invests 220,000 in Graphic Packaging Holding | 03/05/2025 |
| Hennessy dividend paid on 6th of March 2025 | 03/06/2025 |
12 | Smartleaf Asset Management LLC Buys 1,978 Shares of National Grid plc | 03/07/2025 |
13 | Disposition of 31608 shares by Libarle Daniel G of Hennessy subject to Rule 16b-3 | 03/10/2025 |
14 | Channing Capital Management LLC Has 79.40 Million Stock Holdings in Herc Holdings Inc. | 03/11/2025 |
15 | Hennessy Advisors, Inc. to Acquire STF Management ETFs and Welcome Portfolio Manager Jonathan Molchan | 03/14/2025 |
About Hennessy 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 Hennessy or other stocks. Alpha measures the amount that position in Hennessy Ad 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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0813 | 1.05E-4 | 9.4E-5 | 9.0E-5 |
| Price To Sales Ratio | 2.1 | 2.58 | 2.96 | 3.61 |
Hennessy Upcoming Company Events
As portrayed in its financial statements, the presentation of Hennessy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hennessy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hennessy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hennessy. Please utilize our Beneish M Score to check the likelihood of Hennessy's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Hennessy Backtesting, Hennessy Valuation, Hennessy Correlation, Hennessy Hype Analysis, Hennessy Volatility, Hennessy History and analyze Hennessy Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Hennessy 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.