Hydro One Stock Alpha and Beta Analysis
| H Stock | CAD 47.76 0.08 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hydro One. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hydro One over a specified time horizon. Remember, high Hydro One'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 Hydro One's market risk premium analysis include:
Beta 0.29 | Alpha 0.0796 | Risk 0.94 | Sharpe Ratio 0.14 | Expected Return 0.13 |
Hydro One Quarterly Cash And Equivalents |
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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.
Hydro |
Hydro One Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hydro One market risk premium is the additional return an investor will receive from holding Hydro One 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 Hydro One. 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 Hydro One's performance over market.| α | 0.08 | β | 0.29 |
Hydro One 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 Hydro One's Buy-and-hold return. Our buy-and-hold chart shows how Hydro One performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hydro One Market Price Analysis
Market price analysis indicators help investors to evaluate how Hydro One stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hydro One shares will generate the highest return on investment. By understating and applying Hydro One stock market price indicators, traders can identify Hydro One position entry and exit signals to maximize returns.
Hydro One Return and Market Media
The median price of Hydro One for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 44.6 with a coefficient of variation of 2.63. The daily time series for the period is distributed with a sample standard deviation of 1.18, arithmetic mean of 44.95, and mean deviation of 0.89. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CIBC Forecasts Strong Price Appreciation for Hydro One Stock - MarketBeat | 01/08/2025 |
2 | Hydro One Ltd. stock rises Monday, outperforms market - MarketWatch | 01/27/2025 |
3 | Hydro One Limited Given Average Recommendation of Hold by Brokerages - MarketBeat | 02/13/2025 |
4 | 3 Low-Volatility TSX Stocks for Smoother Returns - The Motley Fool Canada | 03/12/2025 |
About Hydro One 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 Hydro or other stocks. Alpha measures the amount that position in Hydro One 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 (projected) | Dividend Yield | 0.0305 | 0.0297 | 0.028 | Price To Sales Ratio | 2.79 | 3.01 | 3.13 |
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 Hydro One 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, Hydro One's short interest history, or implied volatility extrapolated from Hydro One options trading.
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Other Information on Investing in Hydro Stock
Hydro One financial ratios help investors to determine whether Hydro Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Hydro with respect to the benefits of owning Hydro One security.