Hexcel Stock Alpha and Beta Analysis


USD 51.72  0.54  1.03%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hexcel Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hexcel Corp over a specified time horizon. Remember, high Hexcel Corp'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.
Please check Hexcel Corp Backtesting, Hexcel Corp Valuation, Hexcel Corp Correlation, Hexcel Corp Hype Analysis, Hexcel Corp Volatility, Hexcel Corp History and analyze Hexcel Corp Performance.
Please note that although Hexcel Corp 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, Hexcel Corp did 0.15  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 Hexcel Corp stock's relative risk over its benchmark. Hexcel Corp has a beta of 1.28  . Let's try to break down what Hexcel's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hexcel Corp will likely underperform.
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.

Hexcel Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hexcel Corp market risk premium is the additional return an investor will receive from holding Hexcel Corp 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 Hexcel Corp. 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 Hexcel Corp's performance over market.
α0.15   β1.28
90 days against DJI

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

Hexcel Corp Market Price Analysis

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

Hexcel Corp Return and Market Media

The median price of Hexcel Corp for the period between Sun, Jul 3, 2022 and Sat, Oct 1, 2022 is 58.51 with a coefficient of variation of 6.52. The daily time series for the period is distributed with a sample standard deviation of 3.78, arithmetic mean of 58.03, and mean deviation of 3.2. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Advanced Composites Market to Progress at a CAGR of 9.2 perc...07/13/2022
Exercise or conversion by Gina Fitzsimons of 811 shares of H...07/15/2022
EPS Reported07/25/2022
Textron Q2 Earnings Beat Estimates, Revenues Drop YY - Nasda...07/28/2022
Exercise or conversion by Gina Fitzsimons of 909 shares of H...08/01/2022
Hexcel Co. Given Average Recommendation of Hold by Brokerage...08/03/2022
Equities Analysts Offer Predictions for Hexcel Co.s Q1 2023 ...08/19/2022
Sale by Thierry Merlot of 2500 shares of Hexcel Corp08/25/2022
Is Hexcel Corporations Stock Price Struggling As A Result Of...09/26/2022

About Hexcel Corp 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 Hexcel or other stocks. Alpha measures the amount that position in Hexcel 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.

Hexcel Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Hexcel Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hexcel Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hexcel Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hexcel Corp. Please utilize our Beneish M Score to check the likelihood of Hexcel Corp's management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Financial Report18th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Hexcel Corp

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Hexcel Corp Backtesting, Hexcel Corp Valuation, Hexcel Corp Correlation, Hexcel Corp Hype Analysis, Hexcel Corp Volatility, Hexcel Corp History and analyze Hexcel Corp Performance. You can also try Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for analysis

When running Hexcel Corp price analysis, check to measure Hexcel Corp'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 Hexcel Corp is operating at the current time. Most of Hexcel Corp's value examination focuses on studying past and present price action to predict the probability of Hexcel Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hexcel Corp's price. Additionally, you may evaluate how the addition of Hexcel Corp to your portfolios can decrease your overall portfolio volatility.
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Hexcel Corp 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 Hexcel Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Hexcel Corp 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...