Hyliion Holdings Corp Stock Alpha and Beta Analysis
| HYLN Stock | USD 1.48 0.04 2.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hyliion Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hyliion Holdings over a specified time horizon. Remember, high Hyliion Holdings' 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 Hyliion Holdings' market risk premium analysis include:
Beta 2.34 | Alpha (0.16) | Risk 5.14 | Sharpe Ratio (0.03) | Expected Return (0.14) |
Enterprise Value |
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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.
Hyliion |
Hyliion Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hyliion Holdings market risk premium is the additional return an investor will receive from holding Hyliion Holdings 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 Hyliion Holdings. 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 Hyliion Holdings' performance over market.| α | -0.16 | β | 2.34 |
Hyliion Holdings 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 Hyliion Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Hyliion Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hyliion Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Hyliion Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hyliion Holdings shares will generate the highest return on investment. By understating and applying Hyliion Holdings stock market price indicators, traders can identify Hyliion Holdings position entry and exit signals to maximize returns.
Hyliion Holdings Return and Market Media
The median price of Hyliion Holdings for the period between Sun, Mar 3, 2024 and Sat, Jun 1, 2024 is 1.5 with a coefficient of variation of 10.92. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.54, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Govindaraj Ramasamy of 202500 shares of Hyliion Holdings subject to Rule 16b-3 | 03/28/2024 |
2 | Hyliion and BayoTech Partner to Provide Sustainable Power with Hydrogen Hubs and the KARNO Generator | 04/25/2024 |
3 | Disposition of 964 shares by Standley Greg of Hyliion Holdings at 1.68 subject to Rule 16b-3 | 04/26/2024 |
4 | Hyliion and Victory Execute Letter of Intent to Deploy up to 10 KARNO Generators to H2 Energy Group | 04/29/2024 |
5 | Q1 2024 Hyliion Holdings Corp Earnings Call Transcript | 05/02/2024 |
6 | Disposition of 785 shares by Jon Panzer of Hyliion Holdings at 1.45 subject to Rule 16b-3 | 05/10/2024 |
7 | Disposition of 1361 shares by Josh Mook of Hyliion Holdings at 1.51 subject to Rule 16b-3 | 05/24/2024 |
8 | Disposition of 2435 shares by Jon Panzer of Hyliion Holdings at 1.46 subject to Rule 16b-3 | 05/28/2024 |
About Hyliion Holdings 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 Hyliion or other stocks. Alpha measures the amount that position in Hyliion Holdings Corp 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) | Payables Turnover | 0.37 | 3.14 | 1.24 | 1.23 | Days Of Inventory On Hand | 15.2 | 3.08 | 7.0E-5 | 6.6E-5 |
Hyliion Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Hyliion Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hyliion Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hyliion Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hyliion Holdings. Please utilize our Beneish M Score to check the likelihood of Hyliion Holdings' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Hyliion Holdings
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
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Check out Hyliion Holdings Backtesting, Hyliion Holdings Valuation, Hyliion Holdings Correlation, Hyliion Holdings Hype Analysis, Hyliion Holdings Volatility, Hyliion Holdings History and analyze Hyliion Holdings Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Complementary Tools for Hyliion Stock analysis
When running Hyliion Holdings' price analysis, check to measure Hyliion Holdings' 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 Hyliion Holdings is operating at the current time. Most of Hyliion Holdings' value examination focuses on studying past and present price action to predict the probability of Hyliion Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hyliion Holdings' price. Additionally, you may evaluate how the addition of Hyliion Holdings to your portfolios can decrease your overall portfolio volatility.
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Hyliion Holdings 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.