Helbiz Stock Alpha and Beta Analysis

HLBZ
 Stock
  

USD 0.21  0.01  4.55%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Helbiz Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Helbiz over a specified time horizon. Remember, high Helbiz'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 Helbiz Backtesting, Helbiz Valuation, Helbiz Correlation, Helbiz Hype Analysis, Helbiz Volatility, Helbiz History and analyze Helbiz Performance.
  
Please note that although Helbiz 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, Helbiz did 0.24  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 Helbiz Inc stock's relative risk over its benchmark. Helbiz Inc has a beta of 0.22  . Let's try to break down what Helbiz's beta means in this case. As returns on the market increase, Helbiz returns are expected to increase less than the market. However, during the bear market, the loss on holding Helbiz 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.

Helbiz Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Helbiz market risk premium is the additional return an investor will receive from holding Helbiz 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 Helbiz. 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 Helbiz's performance over market.
α0.24   β0.22
90 days against NYA

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

Helbiz Market Price Analysis

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

Helbiz Return and Market Media

The median price of Helbiz for the period between Mon, Nov 7, 2022 and Wed, Dec 7, 2022 is 0.21 with a coefficient of variation of 14.21. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.21, and mean deviation of 0.02. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Purchase by Salvatore Palella of 155530 shares of Helbiz11/15/2022
2
Form 424B2 Helbiz, Inc. - StreetInsider.com11/16/2022
3
Purchase by Salvatore Palella of 4019293 shares of Helbiz11/22/2022
4
Purchase by Salvatore Palella of 4019293 shares of Helbiz11/23/2022
5
Best Penny Stocks To Buy 6 To Watch Under 1 Right Now - Penn...11/25/2022

About Helbiz 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 Helbiz or other stocks. Alpha measures the amount that position in Helbiz Inc 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.

Helbiz Upcoming Company Events

As portrayed in its financial statements, the presentation of Helbiz's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Helbiz's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Helbiz's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Helbiz. Please utilize our Beneish M Score to check the likelihood of Helbiz's management manipulating its earnings.
Upcoming Quarterly Report21st of February 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End21st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Helbiz

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.

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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 Helbiz Backtesting, Helbiz Valuation, Helbiz Correlation, Helbiz Hype Analysis, Helbiz Volatility, Helbiz History and analyze Helbiz Performance. Note that the Helbiz Inc information on this page should be used as a complementary analysis to other Helbiz's 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

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