Heritage Financial Stock Alpha and Beta Analysis
| HFWA Stock | USD 23.77 0.53 2.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Heritage Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Heritage Financial over a specified time horizon. Remember, high Heritage 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 Heritage Financial's market risk premium analysis include:
Beta 0.79 | Alpha (0.05) | Risk 1.78 | Sharpe Ratio (0.08) | Expected Return (0.15) |
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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.
Heritage |
Heritage Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Heritage Financial market risk premium is the additional return an investor will receive from holding Heritage 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 Heritage 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 Heritage Financial's performance over market.| α | -0.05 | β | 0.79 |
Heritage 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 Heritage Financial's Buy-and-hold return. Our buy-and-hold chart shows how Heritage Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Heritage Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Heritage 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 Heritage Financial shares will generate the highest return on investment. By understating and applying Heritage Financial stock market price indicators, traders can identify Heritage Financial position entry and exit signals to maximize returns.
Heritage Financial Return and Market Media
The median price of Heritage Financial for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 24.36 with a coefficient of variation of 3.29. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 24.54, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2700 shares by Rivera Frederick B of Heritage Financial at 25.45 subject to Rule 16b-3 | 01/27/2025 |
2 | Media Advisory - The Government of Canada to announce funding for Montrals Compagnie Thtre Crole | 02/21/2025 |
3 | Hanes Partners with Urban Outfitters to Launch an Exclusive Hanes Heritage Capsule Collection ... | 02/26/2025 |
4 | Coolidge National Medal of Honor Heritage Center Announces Grand Opening of Captain Larry L. Taylor Exhibit on March 29 | 03/05/2025 |
5 | Edison Chen Focuses On Tennis Heritage With The adidas Stan Smith Espadrille | 03/06/2025 |
6 | Fleming College Launches Real Estate Learning Program, Expanding Career Opportunities in Eastern Ontario | 03/07/2025 |
7 | Playing his Trump card, Putin goes for the kill to force Zelenskys hand | 03/10/2025 |
8 | Heritage Insurance GAAP EPS of 0.66 beats by 0.14, revenue of 210.2M beats by 10.33M | 03/11/2025 |
9 | Heritage Global Inc. Reports Fourth Quarter and Year-End 2024 Results | 03/13/2025 |
About Heritage 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 Heritage or other stocks. Alpha measures the amount that position in Heritage Financial 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) | Dividend Yield | 0.0274 | 0.0411 | 0.0376 | 0.0238 | Price To Sales Ratio | 4.32 | 3.13 | 2.73 | 2.84 |
Heritage Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Heritage Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Heritage Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Heritage Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Heritage Financial. Please utilize our Beneish M Score to check the likelihood of Heritage Financial's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Heritage Financial
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 Heritage Financial Backtesting, Heritage Financial Valuation, Heritage Financial Correlation, Heritage Financial Hype Analysis, Heritage Financial Volatility, Heritage Financial History and analyze Heritage Financial Performance. For information on how to trade Heritage Stock refer to our How to Trade Heritage Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Heritage 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.