Heartland Financial (Germany) Alpha and Beta Analysis
| 1H4 Stock | EUR 63.50 0.50 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Heartland Financial USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Heartland Financial over a specified time horizon. Remember, high Heartland Financial'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 Heartland Financial's market risk premium analysis include:
Beta 1.8 | Alpha 0.16 | Risk 2.28 | Sharpe Ratio 0.18 | Expected Return 0.4 |
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.
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Heartland Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Heartland Financial market risk premium is the additional return an investor will receive from holding Heartland Financial 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 Heartland Financial. 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 Heartland Financial's performance over market.| α | 0.16 | β | 1.80 |
Heartland Financial 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 Heartland Financial's Buy-and-hold return. Our buy-and-hold chart shows how Heartland Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Heartland Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Heartland Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Heartland Financial shares will generate the highest return on investment. By understating and applying Heartland Financial stock market price indicators, traders can identify Heartland Financial position entry and exit signals to maximize returns.
Heartland Financial Return and Market Media
The median price of Heartland Financial for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 52.74 with a coefficient of variation of 10.09. The daily time series for the period is distributed with a sample standard deviation of 5.46, arithmetic mean of 54.07, and mean deviation of 4.56. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Heartland Financial 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 Heartland or other stocks. Alpha measures the amount that position in Heartland Financial USA 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.
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 Heartland Financial 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, Heartland Financial's short interest history, or implied volatility extrapolated from Heartland Financial options trading.
Build Portfolio with Heartland Financial
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Additional Information and Resources on Investing in Heartland Stock
When determining whether Heartland Financial USA is a strong investment it is important to analyze Heartland Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Heartland Financial's future performance. For an informed investment choice regarding Heartland Stock, refer to the following important reports:Check out Heartland Financial Backtesting, Heartland Financial Valuation, Heartland Financial Correlation, Heartland Financial Hype Analysis, Heartland Financial Volatility, Heartland Financial History and analyze Heartland Financial Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Heartland Financial 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.