Hasbro Inc Stock Alpha and Beta Analysis

HAS Stock  USD 56.48  1.87  3.42%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hasbro Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hasbro over a specified time horizon. Remember, high Hasbro'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 Hasbro's market risk premium analysis include:
Beta
1.55
Alpha
(0.02)
Risk
1.75
Sharpe Ratio
0.12
Expected Return
0.2
Please note that although Hasbro alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Hasbro did 0.02  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hasbro Inc stock's relative risk over its benchmark. Hasbro Inc has a beta of 1.55  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hasbro will likely underperform. At this time, Hasbro's Price Book Value Ratio is comparatively stable compared to the past year. Price Fair Value is likely to gain to 6.30 in 2024, whereas Enterprise Value Multiple is likely to drop 7.47 in 2024.
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.
  
Check out Hasbro Backtesting, Hasbro Valuation, Hasbro Correlation, Hasbro Hype Analysis, Hasbro Volatility, Hasbro History and analyze Hasbro Performance.

Hasbro Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hasbro market risk premium is the additional return an investor will receive from holding Hasbro 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 Hasbro. 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 Hasbro's performance over market.
α-0.02   β1.55

Hasbro 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 Hasbro's Buy-and-hold return. Our buy-and-hold chart shows how Hasbro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Hasbro Market Price Analysis

Market price analysis indicators help investors to evaluate how Hasbro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hasbro shares will generate the highest return on investment. By understating and applying Hasbro stock market price indicators, traders can identify Hasbro position entry and exit signals to maximize returns.

Hasbro Return and Market Media

The median price of Hasbro for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 50.32 with a coefficient of variation of 4.52. The daily time series for the period is distributed with a sample standard deviation of 2.28, arithmetic mean of 50.55, and mean deviation of 1.66. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Hasbro dividend paid on 15th of February 2024
02/15/2024
1
Disposition of 336 shares by Najuma Atkinson of Hasbro at 50.11 subject to Rule 16b-3
02/23/2024
2
Acquisition by Tarrant Sibley of 3682 shares of Hasbro subject to Rule 16b-3
03/01/2024
3
Peppa Pigs New Wedding Special Stars Orlando Bloom Katy Perry
03/04/2024
4
Major League Baseball and Franklin Sports Extend Long-Term Partnership into 40th Year as Official On-Field Batting Gloves Strategic Youth Participation Partner
03/12/2024
5
Heres How Hasbro Weighed on ClearBridge Mid Cap Strategys Performance
03/19/2024
6
In Problemista, Tilda Swinton and Julio Torres pay homage to problematic New Yorkers
03/20/2024
7
The Op Games Joins Ellens Game Night Club
03/21/2024
8
Hasbro reveals new transparent Holocomm Darth Vader with light-up display base, pre-order now
03/22/2024
9
SERIOUSFUN CHILDRENS NETWORK NAMES JOHN FRASCOTTI AS NEW BOARD CHAIR AND MAURICE PRATT AS VICE CHAIR FOLLOWING FIVE YEARS BOARD CHAIR
03/25/2024
10
Hastings to raise funds for Yangibana
03/27/2024

About Hasbro 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 Hasbro or other stocks. Alpha measures the amount that position in Hasbro Inc 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.
 2017 2022 2023 2024 (projected)
Dividend Yield0.02440.05480.04930.0518
Price To Sales Ratio2.181.421.271.02

Hasbro Upcoming Company Events

As portrayed in its financial statements, the presentation of Hasbro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hasbro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hasbro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hasbro. Please utilize our Beneish M Score to check the likelihood of Hasbro's management manipulating its earnings.
13th of February 2024
Upcoming Quarterly Report
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25th of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
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13th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether Hasbro Inc is a strong investment it is important to analyze Hasbro's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Hasbro's future performance. For an informed investment choice regarding Hasbro Stock, refer to the following important reports:
Check out Hasbro Backtesting, Hasbro Valuation, Hasbro Correlation, Hasbro Hype Analysis, Hasbro Volatility, Hasbro History and analyze Hasbro Performance.
Note that the Hasbro Inc information on this page should be used as a complementary analysis to other Hasbro's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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When running Hasbro's price analysis, check to measure Hasbro'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 Hasbro is operating at the current time. Most of Hasbro's value examination focuses on studying past and present price action to predict the probability of Hasbro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hasbro's price. Additionally, you may evaluate how the addition of Hasbro to your portfolios can decrease your overall portfolio volatility.
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Hasbro 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.
A focus of Hasbro technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Hasbro trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...