Hyster-Yale Materials (Germany) Alpha and Beta Analysis
| HYEA Stock | EUR 52.16 0.99 1.86% |
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 Materials over a specified time horizon. Remember, high Hyster-Yale Materials' 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 Materials' market risk premium analysis include:
Beta 0.18 | Alpha 0.0283 | Risk 3.01 | Sharpe Ratio (0.03) | Expected Return (0.08) |
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-Yale |
Hyster-Yale Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hyster-Yale Materials market risk premium is the additional return an investor will receive from holding Hyster-Yale Materials 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 Materials. 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 Materials' performance over market.| α | 0.03 | β | 0.18 |
Hyster-Yale Materials 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 Materials' Buy-and-hold return. Our buy-and-hold chart shows how Hyster-Yale Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hyster-Yale Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how Hyster-Yale Materials 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 Materials shares will generate the highest return on investment. By understating and applying Hyster-Yale Materials stock market price indicators, traders can identify Hyster-Yale Materials position entry and exit signals to maximize returns.
Hyster-Yale Materials Return and Market Media
The median price of Hyster-Yale Materials for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 54.5 with a coefficient of variation of 7.2. The daily time series for the period is distributed with a sample standard deviation of 3.95, arithmetic mean of 54.89, and mean deviation of 3.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hyster-Yale Materials 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-Yale 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.
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 Hyster-Yale Materials 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, Hyster-Yale Materials' short interest history, or implied volatility extrapolated from Hyster-Yale Materials options trading.
Build Portfolio with Hyster-Yale Materials
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
Additional Information and Resources on Investing in Hyster-Yale Stock
When determining whether Hyster Yale Materials offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hyster-Yale Materials' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hyster Yale Materials Handling Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hyster Yale Materials Handling Stock:Check out Hyster-Yale Materials Backtesting, Hyster-Yale Materials Valuation, Hyster-Yale Materials Correlation, Hyster-Yale Materials Hype Analysis, Hyster-Yale Materials Volatility, Hyster-Yale Materials History and analyze Hyster-Yale Materials Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Hyster-Yale Materials 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.