Hallador Energy Stock Alpha and Beta Analysis
| HNRG Stock | USD 12.25 0.01 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hallador Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hallador Energy over a specified time horizon. Remember, high Hallador Energy'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 Hallador Energy's market risk premium analysis include:
Beta 2.23 | Alpha 0.89 | Risk 5.58 | Sharpe Ratio 0.2 | Expected Return 1.1 |
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.
Hallador |
Hallador Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hallador Energy market risk premium is the additional return an investor will receive from holding Hallador Energy 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 Hallador Energy. 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 Hallador Energy's performance over market.| α | 0.89 | β | 2.23 |
Hallador Energy 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 Hallador Energy's Buy-and-hold return. Our buy-and-hold chart shows how Hallador Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hallador Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Hallador Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hallador Energy shares will generate the highest return on investment. By understating and applying Hallador Energy stock market price indicators, traders can identify Hallador Energy position entry and exit signals to maximize returns.
Hallador Energy Return and Market Media
The median price of Hallador Energy for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 9.75 with a coefficient of variation of 24.02. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 9.29, and mean deviation of 1.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Lubar David J of 51168 shares of Hallador Energy at 6.254 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Heath Lovell of 122592 shares of Hallador Energy subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Wesley Charles Ray Iv of 19050 shares of Hallador Energy at 6.89 subject to Rule 16b-3 | 10/07/2024 |
4 | Hallador Energy GAAP EPS of 0.04, revenue of 105.04M misses by 12.06M | 11/12/2024 |
5 | Earnings call Hallador Energy sees growth amid power market shifts | 11/13/2024 |
6 | Disposition of 44699 shares by Hardie David C of Hallador Energy at 12.8834 subject to Rule 16b-3 | 11/15/2024 |
7 | Disposition of 23604 shares by Hardie David C of Hallador Energy at 13.1106 subject to Rule 16b-3 | 11/18/2024 |
8 | Disposition of 388 shares by Hardie David C of Hallador Energy at 12.9142 subject to Rule 16b-3 | 11/19/2024 |
9 | Disposition of 14893 shares by Hardie David C of Hallador Energy at 13.0151 subject to Rule 16b-3 | 11/20/2024 |
10 | David C. Hardie Sells 44,699 Shares of Hallador Energy Stock | 11/21/2024 |
11 | Disposition of 33308 shares by Hardie David C of Hallador Energy at 13.0524 subject to Rule 16b-3 | 11/22/2024 |
12 | Disposition of 12390 shares by Hardie David C of Hallador Energy at 13.2077 subject to Rule 16b-3 | 11/25/2024 |
About Hallador Energy 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 Hallador or other stocks. Alpha measures the amount that position in Hallador Energy 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) | Dividend Yield | 0.0318 | 0.0594 | Price To Sales Ratio | 0.46 | 0.44 |
Hallador Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Hallador Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hallador Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hallador Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hallador Energy. Please utilize our Beneish M Score to check the likelihood of Hallador Energy's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Hallador Energy
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Align your risk with return expectations
Check out Hallador Energy Backtesting, Hallador Energy Valuation, Hallador Energy Correlation, Hallador Energy Hype Analysis, Hallador Energy Volatility, Hallador Energy History and analyze Hallador Energy Performance. For more detail on how to invest in Hallador Stock please use our How to Invest in Hallador Energy guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Hallador Energy 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.