Hci Group Stock Alpha and Beta Analysis
| HCI Stock | USD 117.63 1.35 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HCI Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in HCI over a specified time horizon. Remember, high HCI'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 HCI's market risk premium analysis include:
Beta 1.21 | Alpha 0.26 | Risk 3.49 | Sharpe Ratio 0.0995 | Expected Return 0.35 |
HCI 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.
HCI |
HCI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HCI market risk premium is the additional return an investor will receive from holding HCI 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 HCI. 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 HCI's performance over market.| α | 0.26 | β | 1.21 |
HCI 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 HCI's Buy-and-hold return. Our buy-and-hold chart shows how HCI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HCI Market Price Analysis
Market price analysis indicators help investors to evaluate how HCI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HCI shares will generate the highest return on investment. By understating and applying HCI stock market price indicators, traders can identify HCI position entry and exit signals to maximize returns.
HCI Return and Market Media
The median price of HCI for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 111.9 with a coefficient of variation of 6.96. The daily time series for the period is distributed with a sample standard deviation of 7.63, arithmetic mean of 109.54, and mean deviation of 6.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 800 shares by Andrew Graham of HCI at 116.42 subject to Rule 16b-3 | 09/18/2024 |
| HCI dividend paid on 20th of September 2024 | 09/20/2024 |
2 | Disposition of 223 shares by James Harmsworth of HCI at 64.17 subject to Rule 16b-3 | 10/08/2024 |
3 | Selective Insurance Misses Q3 Earnings and Revenue Estimates | 10/21/2024 |
4 | Acquisition by Watts Susan of 420 shares of HCI at 58.9066 subject to Rule 16b-3 | 11/01/2024 |
5 | HCI Group Non-GAAP EPS of 0.47 misses by 0.11, revenue of 175.32M misses by 15.18M | 11/07/2024 |
6 | Compared to Estimates, HCI Group Q3 Earnings A Look at Key Metrics | 11/08/2024 |
7 | HCI Equity Partners Named to Inc.s Top Founder-Friendly Investor List for Fifth Consecutive Year | 11/11/2024 |
8 | Nutanix Catalysts Include HCI Growth, VMware Market Share Shift, And AI Demand Analyst | 11/13/2024 |
9 | Acquisition by Gregory Politis of 750 shares of HCI subject to Rule 16b-3 | 11/18/2024 |
10 | HCI Equity Partners-backed Driven Distribution Group Appoints Matt Johnson as CEO | 11/19/2024 |
11 | HCI Group Inc Stock Price Up 5.16 percent on Nov 29 | 11/29/2024 |
12 | Latin Americas Healthcare IT Market Surges Black Book Highlights 10.2 Billion Growth Opportunity and Top Consulting Firms Leading Digital Transformation | 12/02/2024 |
About HCI 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 HCI or other stocks. Alpha measures the amount that position in HCI Group 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 | 0.0208 | 0.0436 | 0.0151 | 0.0259 | Price To Sales Ratio | 1.66 | 0.7 | 1.65 | 1.06 |
HCI Upcoming Company Events
As portrayed in its financial statements, the presentation of HCI's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HCI's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HCI's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HCI. Please utilize our Beneish M Score to check the likelihood of HCI's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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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HCI 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.