Hawaiian Stock Alpha and Beta Analysis

HA
 Stock
  

USD 15.43  0.89  6.12%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hawaiian Hlds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hawaiian Hlds over a specified time horizon. Remember, high Hawaiian Hlds' 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 Hawaiian Hlds Backtesting, Hawaiian Hlds Valuation, Hawaiian Hlds Correlation, Hawaiian Hlds Hype Analysis, Hawaiian Hlds Volatility, Hawaiian Hlds History and analyze Hawaiian Hlds Performance.
  
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Please note that although Hawaiian Hlds 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, Hawaiian Hlds did 0.07  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 Hawaiian Hlds stock's relative risk over its benchmark. Hawaiian Hlds has a beta of 1.84  . Let's try to break down what Hawaiian'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, Hawaiian Hlds will likely underperform.
Hawaiian Hlds Book Value per Share is projected to increase significantly based on the last few years of reporting. The past year's Book Value per Share was at 11.21. The current year Enterprise Value over EBITDA is expected to grow to 47.99, whereas Enterprise Value over EBIT is forecasted to decline to (39.00) .
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.

Hawaiian Hlds Quarterly Book Value per Share

8.23

Share

Hawaiian Hlds Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hawaiian Hlds market risk premium is the additional return an investor will receive from holding Hawaiian Hlds 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 Hawaiian Hlds. 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 Hawaiian Hlds' performance over market.
α0.07   β1.84
90 days against DJI

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

Hawaiian Hlds Market Price Analysis

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

Hawaiian Hlds Return and Market Media

The median price of Hawaiian Hlds for the period between Mon, Mar 28, 2022 and Sun, Jun 26, 2022 is 17.17 with a coefficient of variation of 11.01. The daily time series for the period is distributed with a sample standard deviation of 1.88, arithmetic mean of 17.08, and mean deviation of 1.53. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
EPS Estimate03/31/2022
2
Filing04/07/2022
3
EPS Reported04/26/2022
4
Acquisition by Schneider Mark D of 6225 shares of Hawaiian H...05/20/2022
5
Other05/24/2022
6
Regulation05/31/2022
7
EPS Estimate06/23/2022

About Hawaiian Hlds 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Hawaiian Hlds 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.
 2018 2021 2022 (projected)
Long Term Debt to Equity0.643.173.42
Interest Coverage19.8127.3229.47

Hawaiian Hlds Upcoming Company Events

As portrayed in its financial statements, the presentation of Hawaiian Hlds' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hawaiian Hlds' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hawaiian Hlds' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hawaiian Hlds. Please utilize our Beneish M Score to check the likelihood of Hawaiian Hlds' management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Hawaiian Hlds

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Please check Hawaiian Hlds Backtesting, Hawaiian Hlds Valuation, Hawaiian Hlds Correlation, Hawaiian Hlds Hype Analysis, Hawaiian Hlds Volatility, Hawaiian Hlds History and analyze Hawaiian Hlds Performance. Note that the Hawaiian Hlds information on this page should be used as a complementary analysis to other Hawaiian Hlds' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

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