Hannon Armstrong Sustainable Stock Alpha and Beta Analysis
| HASI Stock | USD 31.27 0.94 3.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hannon Armstrong Sustainable. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hannon Armstrong over a specified time horizon. Remember, high Hannon Armstrong'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 Hannon Armstrong's market risk premium analysis include:
Beta (0.27) | Alpha 0.0106 | Risk 2.68 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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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.
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Hannon Armstrong Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hannon Armstrong market risk premium is the additional return an investor will receive from holding Hannon Armstrong 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 Hannon Armstrong. 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 Hannon Armstrong's performance over market.| α | 0.01 | β | -0.27 |
Hannon Armstrong 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 Hannon Armstrong's Buy-and-hold return. Our buy-and-hold chart shows how Hannon Armstrong performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hannon Armstrong Market Price Analysis
Market price analysis indicators help investors to evaluate how Hannon Armstrong stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hannon Armstrong shares will generate the highest return on investment. By understating and applying Hannon Armstrong stock market price indicators, traders can identify Hannon Armstrong position entry and exit signals to maximize returns.
Hannon Armstrong Return and Market Media
The median price of Hannon Armstrong for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 33.98 with a coefficient of variation of 7.59. The daily time series for the period is distributed with a sample standard deviation of 2.48, arithmetic mean of 32.73, and mean deviation of 1.99. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Nathaniel Rose of Hannon Armstrong subject to Rule 16b-3 | 09/11/2024 |
2 | Insider Trading | 09/26/2024 |
3 | Vision RNG secures 207 million in financing from HASI to construct two LFG-to-RNG projects in Ohio | 10/16/2024 |
| Hannon Armstrong dividend paid on 18th of October 2024 | 10/18/2024 |
4 | Royalty Pharma Q3 Earnings and Revenues Surpass Estimates | 11/06/2024 |
5 | HASI Announces Third Quarter 2024 Results | 11/07/2024 |
6 | HA Sustainable Infrastructure Capital Inc Q3 2024 Earnings Call Highlights Strong ... | 11/08/2024 |
7 | Acquisition by Marc Pangburn of 3500 shares of Hannon Armstrong at 28.71 subject to Rule 16b-3 | 11/11/2024 |
8 | HA Sustainable Infrastructure Capital Inc Shares Down 3.91 percent on Nov 12 | 11/12/2024 |
9 | Disposition of 679 shares by Viral Amin A of Hannon Armstrong at 27.22 subject to Rule 16b-3 | 11/15/2024 |
10 | Pivot Energy Secures Over 450 Million in Major Financing of Distributed Generation Portfolios from First Citizens, ATLAS SP, and HASI | 11/21/2024 |
11 | Hannon Armstrong Sustainable Infrastructure Capital Coverage Initiated at Bank of America | 11/25/2024 |
About Hannon Armstrong 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 Hannon or other stocks. Alpha measures the amount that position in Hannon Armstrong Sus 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0267 | 0.0521 | 0.0569 | 0.0548 | Price To Sales Ratio | 19.5 | 16.31 | 8.78 | 8.34 |
Hannon Armstrong Upcoming Company Events
As portrayed in its financial statements, the presentation of Hannon Armstrong's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hannon Armstrong's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hannon Armstrong's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hannon Armstrong. Please utilize our Beneish M Score to check the likelihood of Hannon Armstrong's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Hannon Armstrong Backtesting, Hannon Armstrong Valuation, Hannon Armstrong Correlation, Hannon Armstrong Hype Analysis, Hannon Armstrong Volatility, Hannon Armstrong History and analyze Hannon Armstrong Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Hannon Armstrong 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.