Hewlett Packard Enterprise Stock Alpha and Beta Analysis
| HPE-PC Stock | 62.21 1.62 2.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hewlett Packard Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hewlett Packard over a specified time horizon. Remember, high Hewlett Packard'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 Hewlett Packard's market risk premium analysis include:
Beta 1.29 | Alpha 0.11 | Risk 2.13 | Sharpe Ratio 0.0707 | Expected Return 0.15 |
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.
Hewlett |
Hewlett Packard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hewlett Packard market risk premium is the additional return an investor will receive from holding Hewlett Packard 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 Hewlett Packard. 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 Hewlett Packard's performance over market.| α | 0.11 | β | 1.29 |
Hewlett Packard 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 Hewlett Packard's Buy-and-hold return. Our buy-and-hold chart shows how Hewlett Packard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hewlett Packard Market Price Analysis
Market price analysis indicators help investors to evaluate how Hewlett Packard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hewlett Packard shares will generate the highest return on investment. By understating and applying Hewlett Packard stock market price indicators, traders can identify Hewlett Packard position entry and exit signals to maximize returns.
Hewlett Packard Return and Market Media
The median price of Hewlett Packard for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 61.15 with a coefficient of variation of 3.53. The daily time series for the period is distributed with a sample standard deviation of 2.16, arithmetic mean of 61.03, and mean deviation of 1.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Hewlett Packard Enterprise CEO Antonio F. Neri Sells 83,334 Shares - MarketBeat | 09/27/2024 |
2 | Hewlett Packard Enterprises First-Ever AI Day Takeaways - Seeking Alpha | 10/11/2024 |
3 | HP Enterprise Stock Is a Buy for an AI Server Boom, Analyst Says - Barrons | 11/18/2024 |
4 | 212,572 Shares in Hewlett Packard Enterprise Purchased by B. Metzler seel. Sohn Co. Holding AG - MarketBeat | 11/21/2024 |
5 | Morgan Stanley upgrades Hewlett Packard Enterprise, sees stock surging nearly 30 percent - CNBC | 12/05/2024 |
6 | HPE vs. IBM Which Stock Should Value Investors Buy Now - Yahoo Finance | 12/11/2024 |
About Hewlett Packard 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 Hewlett or other stocks. Alpha measures the amount that position in Hewlett Packard Ente 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.
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 Hewlett Packard 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, Hewlett Packard's short interest history, or implied volatility extrapolated from Hewlett Packard options trading.
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Check out Hewlett Packard Backtesting, Hewlett Packard Valuation, Hewlett Packard Correlation, Hewlett Packard Hype Analysis, Hewlett Packard Volatility, Hewlett Packard History and analyze Hewlett Packard Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Hewlett Packard 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.