Hutchison Port (Germany) Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hutchison Port Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hutchison Port over a specified time horizon. Remember, high Hutchison Port'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 Risk vs Return Analysis.
  
Please note that although Hutchison Port 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, Hutchison Port did 0.00  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 Hutchison Port Holdings stock's relative risk over its benchmark. Hutchison Port Holdings has a beta of 0.00  . Let's try to break down what Hutchison's beta means in this case. The returns on NYSE COMPOSITE and Hutchison Port are completely uncorrelated.
.
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.

Hutchison Port Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hutchison Port market risk premium is the additional return an investor will receive from holding Hutchison Port 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 Hutchison Port. 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 Hutchison Port's performance over market.
α0.00   β0.00
90 days against NYA

About Hutchison Port 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 Hutchison or other stocks. Alpha measures the amount that position in Hutchison Port Holdings 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Hutchison Port in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Hutchison Port's short interest history, or implied volatility extrapolated from Hutchison Port options trading.

Build Portfolio with Hutchison Port

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 Risk vs Return Analysis. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Other Tools for Hutchison Stock

When running Hutchison Port Holdings price analysis, check to measure Hutchison Port'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 Hutchison Port is operating at the current time. Most of Hutchison Port's value examination focuses on studying past and present price action to predict the probability of Hutchison Port's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hutchison Port's price. Additionally, you may evaluate how the addition of Hutchison Port to your portfolios can decrease your overall portfolio volatility.
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go