Helios Technologies Stock Alpha and Beta Analysis
| HLIO Stock | USD 48.05 1.68 3.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Helios Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Helios Technologies over a specified time horizon. Remember, high Helios Technologies' 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. Key technical indicators related to Helios Technologies' market risk premium analysis include:
Beta 1.61 | Alpha 0.14 | Risk 2.36 | Sharpe Ratio 0.13 | Expected Return 0.3 |
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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.
Helios |
Helios Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Helios Technologies market risk premium is the additional return an investor will receive from holding Helios Technologies 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 Helios Technologies. 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 Helios Technologies' performance over market.| α | 0.14 | β | 1.61 |
Helios Technologies 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 Helios Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Helios Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Helios Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Helios Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Helios Technologies shares will generate the highest return on investment. By understating and applying Helios Technologies stock market price indicators, traders can identify Helios Technologies position entry and exit signals to maximize returns.
Helios Technologies Return and Market Media
The median price of Helios Technologies for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 44.02 with a coefficient of variation of 4.11. The daily time series for the period is distributed with a sample standard deviation of 1.81, arithmetic mean of 43.97, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Helios Technologies Reports Fourth Quarter 2023 Financial Results Focused on Execution During a Period of Sustained Market Headwinds | 02/26/2024 |
2 | Helios Technologies, Inc. Shares Sold by Kennedy Capital Management LLC | 03/07/2024 |
3 | Helios Technologies declares 0.09 dividend | 03/08/2024 |
4 | Helios Technologies Has Announced A Dividend Of 0.09 | 03/11/2024 |
5 | Helios Technologies Shares Gap Down to 45.16 - Defense World | 03/14/2024 |
6 | 175,297 Shares in Helios Technologies, Inc. Bought by Tributary Capital Management LLC - MarketBeat | 03/26/2024 |
7 | An Intrinsic Calculation For Helios Technologies, Inc. Suggests Its 48 percent Undervalued | 04/01/2024 |
8 | Acquisition by Matteo Arduini of 3320 shares of Helios Technologies subject to Rule 16b-3 | 04/03/2024 |
| Helios Technologies dividend paid on 19th of April 2024 | 04/19/2024 |
9 | Helios Technologies, Inc. Shares Could Be 47 percent Below Their Intrinsic Value Estimate | 04/29/2024 |
10 | Zurcher Kantonalbank Zurich Cantonalbank Buys 4832 Shares of Helios Technologies, Inc. - Defense World | 05/03/2024 |
About Helios Technologies 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 Helios or other stocks. Alpha measures the amount that position in Helios Technologies 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.
| 2016 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.009996 | 0.006613 | 0.007605 | 0.007224 | Price To Sales Ratio | 5.46 | 2.0 | 1.8 | 1.94 |
Helios Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Helios Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Helios Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Helios Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Helios Technologies. Please utilize our Beneish M Score to check the likelihood of Helios Technologies' management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Helios Technologies
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
Check out Helios Technologies Backtesting, Helios Technologies Valuation, Helios Technologies Correlation, Helios Technologies Hype Analysis, Helios Technologies Volatility, Helios Technologies History and analyze Helios Technologies Performance. To learn how to invest in Helios Stock, please use our How to Invest in Helios Technologies guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Helios Stock analysis
When running Helios Technologies' price analysis, check to measure Helios Technologies' 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 Helios Technologies is operating at the current time. Most of Helios Technologies' value examination focuses on studying past and present price action to predict the probability of Helios Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Helios Technologies' price. Additionally, you may evaluate how the addition of Helios Technologies to your portfolios can decrease your overall portfolio volatility.
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Helios Technologies 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.