Hni Corp Stock Alpha and Beta Analysis
| HNI Stock | USD 56.27 0.62 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HNI Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in HNI Corp over a specified time horizon. Remember, high HNI Corp'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 HNI Corp's market risk premium analysis include:
Beta 1.33 | Alpha (0.06) | Risk 1.59 | Sharpe Ratio 0.0576 | Expected Return 0.0916 |
HNI Corp 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.
HNI |
HNI Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HNI Corp market risk premium is the additional return an investor will receive from holding HNI Corp 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 HNI Corp. 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 HNI Corp's performance over market.| α | -0.06 | β | 1.33 |
HNI Corp 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 HNI Corp's Buy-and-hold return. Our buy-and-hold chart shows how HNI Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HNI Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how HNI Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HNI Corp shares will generate the highest return on investment. By understating and applying HNI Corp stock market price indicators, traders can identify HNI Corp position entry and exit signals to maximize returns.
HNI Corp Return and Market Media
The median price of HNI Corp for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 52.7 with a coefficient of variation of 3.7. The daily time series for the period is distributed with a sample standard deviation of 1.96, arithmetic mean of 52.86, and mean deviation of 1.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 408 shares by Petersen Jennifer Sue of HNI Corp subject to Rule 16b-3 | 09/09/2024 |
| HNI Corp dividend paid on 12th of September 2024 | 09/12/2024 |
2 | Insider Trading | 10/11/2024 |
3 | Disposition of 2284 shares by Smith Brian Scott of HNI Corp at 51.54 subject to Rule 16b-3 | 10/15/2024 |
4 | Disposition of 1247 shares by Vincent Berger of HNI Corp at 51.54 subject to Rule 16b-3 | 10/17/2024 |
5 | Disposition of 2299 shares by Miguel Calado of HNI Corp at 52.98 subject to Rule 16b-3 | 10/23/2024 |
6 | HNI Corp Q3 2024 Earnings Call Highlights Record Profit Margins and Strategic Growth ... | 10/30/2024 |
7 | HNIs Solid Earnings Are Supported By Other Strong Factors | 11/07/2024 |
8 | HNI Co. to Issue Quarterly Dividend of 0.33 on December 2nd | 11/08/2024 |
About HNI Corp 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 HNI or other stocks. Alpha measures the amount that position in HNI Corp 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.
| 2016 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0195 | 0.0449 | 0.0404 | 0.0424 | Price To Sales Ratio | 1.13 | 0.5 | 0.58 | 0.94 |
HNI Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of HNI Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HNI Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HNI Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HNI Corp. Please utilize our Beneish M Score to check the likelihood of HNI Corp's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with HNI Corp
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Check out HNI Corp Backtesting, HNI Corp Valuation, HNI Corp Correlation, HNI Corp Hype Analysis, HNI Corp Volatility, HNI Corp History and analyze HNI Corp Performance. For more detail on how to invest in HNI Stock please use our How to Invest in HNI Corp guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
HNI Corp 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.