Hamilton Alpha and Beta Analysis

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HBB -- USA Stock  

Report: 29th of July 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Hamilton Beach Brands, as well as systematic risk associated with investing in Hamilton Beach over a specified time horizon. Please check Hamilton Beach Backtesting, Hamilton Beach Valuation, Hamilton Beach Correlation, Hamilton Beach Hype Analysis, Hamilton Beach Volatility, Hamilton Beach History and analyze Hamilton Beach Performance.

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Please note that although Hamilton Beach 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, Hamilton Beach did 0.014524  worse 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 Hamilton Beach Brands stock's relative risk over its benchmark. Hamilton Beach Brands has a beta of 1.79  . Let's try to break down what Hamilton'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, Hamilton Beach will likely underperform.
Hamilton Beach Book Value per Share is expected to slightly decrease based on the last few years of reporting. The past year's Book Value per Share was at 4.02. The current year Price to Book Value is expected to grow to 4.88, whereas Enterprise Value over EBIT is expected to decline to 32.68. 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.

  Hamilton Beach Quarterly Book Value per Share

Hamilton Beach Market Premiums

α-0.01   β1.79
30 days against DJI

Hamilton Beach expected buy-and-hold returns

Hamilton Beach Market Price Analysis

Hamilton Beach Return and Market Media

The median price of Hamilton Beach for the period between Tue, Apr 7, 2020 and Mon, Jul 6, 2020 is 11.0 with a coefficient of variation of 9.96. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 10.94, and mean deviation of 0.83. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Bona fide gift to Rankin Julia L of 208 shares of Hamilton B...04/08/2020
2
Hamilton Beach exotic insider transaction detected04/09/2020
3
Acquisition by Sykes Dana B of 4765 shares of Hamilton Beach...04/13/2020
4
Hamilton Beach exotic insider transaction detected04/14/2020
5
Hamilton Beach exotic insider transaction detected04/15/2020
6
Bona fide gift to Rankin Claiborne Read Iii of 207 shares of...04/16/2020
7
Bona fide gift to Btr 2012 Gst Trust For Julia R Kuipers of ...04/17/2020
8
Hamilton Beach exotic insider transaction detected04/20/2020
9
Bona fide gift to Butler Helen Rankin of 207 shares of Hamil...04/22/2020
10
Bona fide gift to Vested Trust For Margaret Pollard Rankin o...04/24/2020
11
Hamilton Beach exotic insider transaction detected04/29/2020
12
Bona fide gift to Rankin Victoire G of 102 shares of Hamilto...04/30/2020
13
Bona fide gift to Rankin Alfred M Et Al of 4060 shares of Ha...05/04/2020
14
Hamilton Beach exotic insider transaction detected05/06/2020
15
Bona fide gift to Rankin Chloe O of 222 shares of Hamilton B...05/07/2020
16
Acquisition by Jumper John P of 977 shares of Hamilton Beach...05/08/2020
17
Financial Statements05/11/2020
18
Hamilton Beach exotic insider transaction detected05/12/2020
19
Hamilton Beach Securities Investigation Hamilton Beach Brand...05/13/2020
20
Bona fide gift to Anne Farnham Rankin Trust 8 of 414 shares ...05/14/2020
21
Hamilton Beach exotic insider transaction detected05/19/2020
22
Hamilton Beach exotic insider transaction detected05/21/2020
23
Filing05/22/2020
24
Bona fide gift to Kuipers Jacob A of 205 shares of Hamilton ...05/26/2020
25
Hamilton Beach exotic insider transaction detected05/27/2020
26
Bona fide gift to Rankin Claiborne R of 227 shares of Hamilt...05/28/2020
27
Hamilton Beach Brands Holding C - Consensus Indicates Potent...05/29/2020
28
Hamilton Beach exotic insider transaction detected06/02/2020
29
Hamilton Beach exotic insider transaction detected06/04/2020
30
Hamilton Beach exotic insider transaction detected06/05/2020
31
Hamilton Beach exotic insider transaction detected06/11/2020
32
Hamilton Beach exotic insider transaction detected06/12/2020
33
Bona fide gift to Rankin Claiborne R Jr of 207 shares of Ham...06/16/2020
34
Hamilton Beach exotic insider transaction detected06/17/2020
35
Bona fide gift to Rankin Corbin of 111 shares of Hamilton Be...06/18/2020
36
Hamilton Beach exotic insider transaction detected06/19/2020
37
Bona fide gift to Kuipers Jacob A of 207 shares of Hamilton ...06/22/2020
38
Acquisition by Paul Furlow of 2301 shares of Hamilton Beach ...07/02/2020

About Hamilton Beach 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 Hamilton Beach Brands 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.
 2017 2018 2019 2020 (projected)
Long Term Debt to Equity0.430.530.640.56
Interest Coverage20.839.8612.3917.26

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