Huntington Stock Alpha and Beta Analysis

HII
 Stock
  

USD 225.35  0.45  0.20%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Huntington Ingalls Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Huntington Ingalls over a specified time horizon. Remember, high Huntington Ingalls' 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.
Please check Huntington Ingalls Backtesting, Huntington Ingalls Valuation, Huntington Ingalls Correlation, Huntington Ingalls Hype Analysis, Huntington Ingalls Volatility, Huntington Ingalls History and analyze Huntington Ingalls Performance.
  
Please note that although Huntington Ingalls 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., DOW index.) So in this particular case, Huntington Ingalls did 0.11  better 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 Huntington Ingalls Industries stock's relative risk over its benchmark. Huntington Ingalls has a beta of 0.65  . Let's try to break down what Huntington's beta means in this case. As returns on the market increase, Huntington Ingalls returns are expected to increase less than the market. However, during the bear market, the loss on holding Huntington Ingalls will be expected to be smaller as well.
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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.

Huntington Ingalls Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Huntington Ingalls market risk premium is the additional return an investor will receive from holding Huntington Ingalls 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 Huntington Ingalls. 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 Huntington Ingalls' performance over market.
α0.11   β0.65
90 days against DJI

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

Huntington Ingalls Market Price Analysis

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

Huntington Ingalls Return and Market Media

The median price of Huntington Ingalls for the period between Thu, Jun 30, 2022 and Wed, Sep 28, 2022 is 227.02 with a coefficient of variation of 4.69. The daily time series for the period is distributed with a sample standard deviation of 10.5, arithmetic mean of 223.95, and mean deviation of 9.24. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Philip Bilden of 154 shares of Huntington Ing...07/05/2022
2
Huntington Ingalls Industries, Inc. Shares Acquired by Truis...07/20/2022
3
Filing07/22/2022
4
U.S. Navy boosts aspiration for large unmanned fleet By Reut...07/26/2022
5
Huntington Ingalls Industries HII Reports Second Quarter 202...08/03/2022
6
EPS Reported08/04/2022
7
Huntington Ingalls exotic insider transaction detected08/12/2022
8
Huntington Ingalls Industries, Inc. Shares Sold by Commerce ...08/15/2022
9
Possible bearish signals as Huntington Ingalls Industries, I...08/31/2022
10
Huntington Ingalls exotic insider transaction detected09/06/2022
11
Acquisition by Stewart Holmes of tradable shares of Huntingt...09/13/2022
12
Defense stocks give up gains as markets swoon after Fed - Se...09/21/2022

About Huntington Ingalls 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 Huntington or other stocks. Alpha measures the amount that position in Huntington Ingalls 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.

Huntington Ingalls Upcoming Company Events

As portrayed in its financial statements, the presentation of Huntington Ingalls' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Huntington Ingalls' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Huntington Ingalls' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Huntington Ingalls. Please utilize our Beneish M Score to check the likelihood of Huntington Ingalls' management manipulating its earnings.
Upcoming Quarterly Report10th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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When running Huntington Ingalls price analysis, check to measure Huntington Ingalls' 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 Huntington Ingalls is operating at the current time. Most of Huntington Ingalls' value examination focuses on studying past and present price action to predict the probability of Huntington Ingalls' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Huntington Ingalls' price. Additionally, you may evaluate how the addition of Huntington Ingalls to your portfolios can decrease your overall portfolio volatility.
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Huntington Ingalls 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 Huntington Ingalls technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Huntington Ingalls 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...