Hurco Companies Stock Alpha and Beta Analysis
| HURC Stock | USD 16.00 0.07 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hurco Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hurco Companies over a specified time horizon. Remember, high Hurco Companies' 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 Hurco Companies' market risk premium analysis include:
Beta 0.4 | Alpha (0.40) | Risk 3.47 | Sharpe Ratio (0.07) | Expected Return (0.23) |
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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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Hurco Companies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hurco Companies market risk premium is the additional return an investor will receive from holding Hurco Companies 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 Hurco Companies. 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 Hurco Companies' performance over market.| α | -0.4 | β | 0.40 |
Hurco Companies 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 Hurco Companies' Buy-and-hold return. Our buy-and-hold chart shows how Hurco Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hurco Companies Market Price Analysis
Market price analysis indicators help investors to evaluate how Hurco Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hurco Companies shares will generate the highest return on investment. By understating and applying Hurco Companies stock market price indicators, traders can identify Hurco Companies position entry and exit signals to maximize returns.
Hurco Companies Return and Market Media
The median price of Hurco Companies for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 19.56 with a coefficient of variation of 9.19. The daily time series for the period is distributed with a sample standard deviation of 1.82, arithmetic mean of 19.8, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1138 shares by Michael Doar of Hurco Companies at 19.56 subject to Rule 16b-3 | 01/03/2025 |
2 | Hurco GAAP EPS of -0.23, revenue of 53.7M | 01/10/2025 |
3 | Disposition of 927 shares by Gregory Volovic of Hurco Companies at 19.56 subject to Rule 16b-3 | 01/16/2025 |
4 | Hurco Companies Stock Passes Above 200 Day Moving Average - Whats Next - MarketBeat | 01/27/2025 |
5 | Disposition of 3093 shares by Polar Asset Management Partners Inc. of Hurco Companies at 22.6 subject to Rule 16b-3 | 02/14/2025 |
6 | Disposition of 3395 shares by Polar Asset Management Partners Inc. of Hurco Companies at 22.62 subject to Rule 16b-3 | 02/18/2025 |
7 | Hurco Companies, Inc.s Business And Shares Still Trailing The Industry | 02/20/2025 |
8 | Hurco GAAP EPS of -0.67, revenue of 46.41M | 03/07/2025 |
9 | HURC Stock Falls Post Q1 Earnings Decline, Orders Dip YY | 03/11/2025 |
10 | Insider Trading | 03/13/2025 |
About Hurco Companies 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 Hurco or other stocks. Alpha measures the amount that position in Hurco Companies 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 | 0.0319 | 0.0154 | 0.0138 | 0.0126 | Price To Sales Ratio | 0.57 | 3.61 | 3.25 | 3.41 |
Hurco Companies Upcoming Company Events
As portrayed in its financial statements, the presentation of Hurco Companies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hurco Companies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hurco Companies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hurco Companies. Please utilize our Beneish M Score to check the likelihood of Hurco Companies' management manipulating its earnings.
| 8th of March 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
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Check out Hurco Companies Backtesting, Hurco Companies Valuation, Hurco Companies Correlation, Hurco Companies Hype Analysis, Hurco Companies Volatility, Hurco Companies History and analyze Hurco Companies Performance. For information on how to trade Hurco Stock refer to our How to Trade Hurco Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Hurco Companies 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.