Haynes International Alpha and Beta Analysis
| HAYNDelisted Stock | USD 60.99 0.01 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Haynes International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Haynes International over a specified time horizon. Remember, high Haynes International'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 Haynes International's market risk premium analysis include:
Beta (0.03) | Alpha 0.0271 | Risk 0.31 | Sharpe Ratio 0.0977 | Expected Return 0.0304 |
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.
Haynes |
Haynes International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Haynes International market risk premium is the additional return an investor will receive from holding Haynes International 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 Haynes International. 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 Haynes International's performance over market.| α | 0.03 | β | -0.03 |
Haynes International 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 Haynes International's Buy-and-hold return. Our buy-and-hold chart shows how Haynes International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Haynes International Market Price Analysis
Market price analysis indicators help investors to evaluate how Haynes International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Haynes International shares will generate the highest return on investment. By understating and applying Haynes International stock market price indicators, traders can identify Haynes International position entry and exit signals to maximize returns.
Haynes International Return and Market Media
The median price of Haynes International for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 59.81 with a coefficient of variation of 0.99. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 59.88, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Haynes International dividend paid on 16th of September 2024 | 09/16/2024 |
1 | Insider Trading | 10/17/2024 |
2 | Dimensional Fund Advisors LP Adjusts Position in Haynes International Inc | 10/31/2024 |
3 | Acquisition by Spencer Larry O of 1969 shares of Haynes International subject to Rule 16b-3 | 11/19/2024 |
About Haynes International 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 Haynes or other delisted stocks. Alpha measures the amount that position in Haynes International 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.
Haynes International Upcoming Company Events
As portrayed in its financial statements, the presentation of Haynes International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Haynes International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Haynes International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Haynes International. Please utilize our Beneish M Score to check the likelihood of Haynes International's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Haynes International
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 Haynes International Backtesting, Haynes International Valuation, Haynes International Correlation, Haynes International Hype Analysis, Haynes International Volatility, Haynes International History and analyze Haynes International Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Other Consideration for investing in Haynes Stock
If you are still planning to invest in Haynes International check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Haynes International's history and understand the potential risks before investing.
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