Hyster Yale Materials Handling Stock Alpha and Beta Analysis
| HY Stock | USD 56.24 0.02 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hyster Yale Materials Handling. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hyster Yale over a specified time horizon. Remember, high Hyster Yale'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 Hyster Yale's market risk premium analysis include:
Beta 1.2 | Alpha (0.22) | Risk 2.79 | Sharpe Ratio (0.03) | Expected Return (0.09) |
Hyster Yale 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.
Hyster |
Hyster Yale Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hyster Yale market risk premium is the additional return an investor will receive from holding Hyster Yale 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 Hyster Yale. 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 Hyster Yale's performance over market.| α | -0.22 | β | 1.20 |
Hyster Yale 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 Hyster Yale's Buy-and-hold return. Our buy-and-hold chart shows how Hyster Yale performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hyster Yale Market Price Analysis
Market price analysis indicators help investors to evaluate how Hyster Yale stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hyster Yale shares will generate the highest return on investment. By understating and applying Hyster Yale stock market price indicators, traders can identify Hyster Yale position entry and exit signals to maximize returns.
Hyster Yale Return and Market Media
The median price of Hyster Yale for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 61.74 with a coefficient of variation of 7.65. The daily time series for the period is distributed with a sample standard deviation of 4.65, arithmetic mean of 60.8, and mean deviation of 3.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Hyster Yale dividend paid on 13th of September 2024 | 09/13/2024 |
1 | ABC arbitrage HY 2024 Results | 09/24/2024 |
2 | Acquisition by Batcheler Colleen of 557 shares of Hyster Yale subject to Rule 16b-3 | 10/01/2024 |
3 | Acquisition by Collar Gary L of 368 shares of Hyster Yale subject to Rule 16b-3 | 10/02/2024 |
4 | Caterpillar Lags Q3 Earnings and Revenue Estimates | 10/30/2024 |
5 | Hyster-Yale Materials Handling earnings missed by 1.00, revenue fell short of estimates | 11/05/2024 |
6 | Hyster Yale Inc Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic ... | 11/06/2024 |
7 | Hyster-Yale Materials Handling Issues Quarterly Earnings Results, Misses Estimates By 1.00 EPS | 11/07/2024 |
8 | Hyster-Yale, Inc. Just Missed Earnings - But Analysts Have Updated Their Models | 11/08/2024 |
9 | VALUEWORKS LLC Adjusts Stake in Mammoth Energy Services Inc | 11/14/2024 |
10 | Hyster-Yale appoints new board member Ann OHara | 11/18/2024 |
11 | Acquisition by John Butler of 668 shares of Hyster Yale subject to Rule 16b-3 | 11/20/2024 |
About Hyster Yale 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 Hyster or other stocks. Alpha measures the amount that position in Hyster Yale Materials 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 | 2024 (projected) | Dividend Yield | 0.0312 | 0.051 | 0.0166 | Price To Sales Ratio | 0.22 | 0.12 | 0.39 |
Hyster Yale Upcoming Company Events
As portrayed in its financial statements, the presentation of Hyster Yale's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hyster Yale's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hyster Yale's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hyster Yale. Please utilize our Beneish M Score to check the likelihood of Hyster Yale's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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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Additional Tools for Hyster Stock Analysis
When running Hyster Yale's price analysis, check to measure Hyster Yale's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hyster Yale is operating at the current time. Most of Hyster Yale's value examination focuses on studying past and present price action to predict the probability of Hyster Yale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hyster Yale's price. Additionally, you may evaluate how the addition of Hyster Yale to your portfolios can decrease your overall portfolio volatility.