Helen Of Troy Stock Alpha and Beta Analysis
| HELE Stock | USD 52.45 1.70 3.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Helen of Troy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Helen Of over a specified time horizon. Remember, high Helen Of'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 Helen Of's market risk premium analysis include:
Beta 0.14 | Alpha (0.50) | Risk 2.08 | Sharpe Ratio (0.22) | Expected Return (0.45) |
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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.
Helen |
Helen Of Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Helen Of market risk premium is the additional return an investor will receive from holding Helen Of 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 Helen Of. 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 Helen Of's performance over market.| α | -0.5 | β | 0.14 |
Helen Of 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 Helen Of's Buy-and-hold return. Our buy-and-hold chart shows how Helen Of performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Helen Of Market Price Analysis
Market price analysis indicators help investors to evaluate how Helen Of stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Helen Of shares will generate the highest return on investment. By understating and applying Helen Of stock market price indicators, traders can identify Helen Of position entry and exit signals to maximize returns.
Helen Of Return and Market Media
The median price of Helen Of for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 59.75 with a coefficient of variation of 8.59. The daily time series for the period is distributed with a sample standard deviation of 5.23, arithmetic mean of 60.93, and mean deviation of 4.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Ahead of Helen of Troy Q3 Earnings Get Ready With Wall Street Estimates for Key Metrics | 01/03/2025 |
2 | Osprey Packs Balances Sustainability and Functionality for Fall 2025s Expanded Lifestyle Collection | 01/14/2025 |
3 | Disposition of tradable shares by Tessa Judge of Helen Of at 97.15 subject to Rule 16b-3 | 01/27/2025 |
4 | Osprey Reaches New Sustainability Milestone with Fall 2025 Collection | 02/05/2025 |
5 | Helen Of Troy Ltd Shares Gap Down to 55.89 on Feb 7 | 02/07/2025 |
6 | HELE or LRLCY Which Is the Better Value Stock Right Now | 02/13/2025 |
7 | Should Value Investors Buy Helen of Troy Stock | 02/28/2025 |
8 | Acquisition by Woody Darren G of 457 shares of Helen Of subject to Rule 16b-3 | 03/03/2025 |
9 | Acquisition by Noel Geoffroy of 17830 shares of Helen Of subject to Rule 16b-3 | 03/04/2025 |
10 | Disposition of 604 shares by Tessa Judge of Helen Of at 55.03 subject to Rule 16b-3 | 03/05/2025 |
11 | Disposition of 492 shares by Noel Geoffroy of Helen Of at 56.55 subject to Rule 16b-3 | 03/06/2025 |
12 | Pzena Investment Management LLC Has 42.22 Million Stock Holdings in Helen of Troy Limited | 03/11/2025 |
13 | The Estee Lauder Companies Boosts Digital Strategy With Adobe Firefly | 03/13/2025 |
About Helen Of 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 Helen or other stocks. Alpha measures the amount that position in Helen of Troy 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) | Days Sales Outstanding | 67.41 | 73.25 | 84.24 | 71.82 | PTB Ratio | 1.81 | 1.82 | 1.64 | 1.46 |
Helen Of Upcoming Company Events
As portrayed in its financial statements, the presentation of Helen Of's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Helen Of's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Helen Of's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Helen Of. Please utilize our Beneish M Score to check the likelihood of Helen Of's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 8th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 24th of April 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 28th of February 2023 Last Financial Announcement | View |
Build Portfolio with Helen Of
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
Check out Helen Of Backtesting, Helen Of Valuation, Helen Of Correlation, Helen Of Hype Analysis, Helen Of Volatility, Helen Of History and analyze Helen Of Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Helen Of 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.