Hillenbrand Stock Alpha and Beta Analysis
| HI Stock | USD 49.18 1.10 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hillenbrand. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hillenbrand over a specified time horizon. Remember, high Hillenbrand'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 Hillenbrand's market risk premium analysis include:
Beta 1.37 | Alpha 0.0233 | Risk 1.73 | Sharpe Ratio 0.0826 | Expected Return 0.14 |
Hillenbrand 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.
Hillenbrand |
Hillenbrand Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hillenbrand market risk premium is the additional return an investor will receive from holding Hillenbrand 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 Hillenbrand. 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 Hillenbrand's performance over market.| α | 0.02 | β | 1.37 |
Hillenbrand 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 Hillenbrand's Buy-and-hold return. Our buy-and-hold chart shows how Hillenbrand performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hillenbrand Market Price Analysis
Market price analysis indicators help investors to evaluate how Hillenbrand stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hillenbrand shares will generate the highest return on investment. By understating and applying Hillenbrand stock market price indicators, traders can identify Hillenbrand position entry and exit signals to maximize returns.
Hillenbrand Return and Market Media
The median price of Hillenbrand for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 47.3 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 1.46, arithmetic mean of 47.29, and mean deviation of 1.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Earnings call Hillenbrand maintains guidance amid MTS challenges | 02/07/2024 |
2 | Hillenbrand Declares Second Quarter Dividend of 0.2225 Per Share | 02/20/2024 |
3 | Conversion by John Zerkle of 1565 shares of Hillenbrand | 02/23/2024 |
4 | Hillenbrand, Inc. to Issue Quarterly Dividend of 0.22 on March 29th | 03/12/2024 |
5 | Disposition of 1741 shares by Phillips Carole Anne of Hillenbrand at 47.365 subject to Rule 16b-3 | 03/15/2024 |
6 | Hillenbrand executive sells 401k in stock, buys shares worth 265k By Investing.com - Investing.com | 03/19/2024 |
7 | Why Hillenbrand Stock Might be a Great Pick - Yahoo Movies Canada | 03/22/2024 |
8 | Honolulu, HI, Partners with Clariti to Modernize Planning and Permitting | 03/27/2024 |
9 | Acquisition by Aneesha Arora of tradable shares of Hillenbrand subject to Rule 16b-3 | 03/28/2024 |
10 | Acquisition by Gary Collar of tradable shares of Hillenbrand subject to Rule 16b-3 | 04/02/2024 |
11 | Should You Think About Buying Hillenbrand, Inc. Now | 04/08/2024 |
12 | Allspring Global Investments Holdings LLC Decreases Stock Position in Hillenbrand, Inc. - MarketBeat | 04/16/2024 |
About Hillenbrand 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 Hillenbrand or other stocks. Alpha measures the amount that position in Hillenbrand 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0235 | 0.0208 | 0.0239 | 0.0326 | Price To Sales Ratio | 0.9 | 1.05 | 0.94 | 0.98 |
Hillenbrand Upcoming Company Events
As portrayed in its financial statements, the presentation of Hillenbrand's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hillenbrand's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hillenbrand's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hillenbrand. Please utilize our Beneish M Score to check the likelihood of Hillenbrand's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Hillenbrand
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
Check out Hillenbrand Backtesting, Hillenbrand Valuation, Hillenbrand Correlation, Hillenbrand Hype Analysis, Hillenbrand Volatility, Hillenbrand History and analyze Hillenbrand Performance. For more detail on how to invest in Hillenbrand Stock please use our How to Invest in Hillenbrand guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Hillenbrand Stock analysis
When running Hillenbrand's price analysis, check to measure Hillenbrand'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 Hillenbrand is operating at the current time. Most of Hillenbrand's value examination focuses on studying past and present price action to predict the probability of Hillenbrand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hillenbrand's price. Additionally, you may evaluate how the addition of Hillenbrand to your portfolios can decrease your overall portfolio volatility.
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Hillenbrand 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.