Hawaiian Holdings Stock Alpha and Beta Analysis
| HA Stock | USD 12.90 0.07 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hawaiian Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hawaiian Holdings over a specified time horizon. Remember, high Hawaiian Holdings' 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 Hawaiian Holdings' market risk premium analysis include:
Beta 0.56 | Alpha (0.13) | Risk 0.96 | Sharpe Ratio (0.21) | Expected Return (0.20) |
Enterprise Value |
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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.
Hawaiian |
Hawaiian Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hawaiian Holdings market risk premium is the additional return an investor will receive from holding Hawaiian Holdings 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 Holdings. 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 Holdings' performance over market.| α | -0.13 | β | 0.56 |
Hawaiian Holdings 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 Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Hawaiian Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hawaiian Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Hawaiian Holdings 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 Holdings shares will generate the highest return on investment. By understating and applying Hawaiian Holdings stock market price indicators, traders can identify Hawaiian Holdings position entry and exit signals to maximize returns.
Hawaiian Holdings Return and Market Media
The median price of Hawaiian Holdings for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 13.91 with a coefficient of variation of 3.2. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 13.75, and mean deviation of 0.37. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Hawaiian Holdings, Inc. to Post Q1 2024 Earnings of Per Share, Seaport Res Ptn Forecasts | 02/02/2024 |
2 | Q2 2019 Hawaiian Holdings Inc Earnings Call Transcript | 03/01/2024 |
3 | Universal Technical Institute and Hawaiian Airlines partner on career opportunities for airframe and powerplant program graduates | 03/05/2024 |
4 | Disposition of 9030 shares by Peter Ingram of Hawaiian Holdings at 11.23 subject to Rule 16b-3 | 03/14/2024 |
5 | 20 Best Airlines in the World in 2024 | 03/26/2024 |
6 | Heres Why Hawaiian Holdings Can Grace Your Portfolio | 03/27/2024 |
7 | Short Interest in Hawaiian Holdings, Inc. Grows By 7.5 percent - Defense World | 04/04/2024 |
8 | Sabres Air Price IQ to Boost LATAMs Pricing Strategies | 04/11/2024 |
9 | Analysts Estimate Hawaiian Holdings to Report a Decline in Earnings What to Look Out for | 04/16/2024 |
10 | Southwest Airlines Expected to Beat Earnings Estimates Should You Buy | 04/18/2024 |
11 | Acquisition by Lawrence Hershfield of 6225 shares of Hawaiian Holdings subject to Rule 16b-3 | 04/19/2024 |
12 | Hawaiian Holdings Q1 2024 Earnings Preview | 04/22/2024 |
About Hawaiian Holdings 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 Hawaiian or other stocks. Alpha measures the amount that position in Hawaiian 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.007771 | 0.007383 | Price To Sales Ratio | 0.27 | 0.3 |
Hawaiian Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Hawaiian Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hawaiian Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hawaiian Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hawaiian Holdings. Please utilize our Beneish M Score to check the likelihood of Hawaiian Holdings' management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 Hawaiian Holdings
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Check out Hawaiian Holdings Backtesting, Hawaiian Holdings Valuation, Hawaiian Holdings Correlation, Hawaiian Holdings Hype Analysis, Hawaiian Holdings Volatility, Hawaiian Holdings History and analyze Hawaiian Holdings Performance. For information on how to trade Hawaiian Stock refer to our How to Trade Hawaiian Stock guide.Note that the Hawaiian Holdings information on this page should be used as a complementary analysis to other Hawaiian Holdings' 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 the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Hawaiian Stock analysis
When running Hawaiian Holdings' price analysis, check to measure Hawaiian Holdings' 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 Holdings is operating at the current time. Most of Hawaiian Holdings' value examination focuses on studying past and present price action to predict the probability of Hawaiian Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hawaiian Holdings' price. Additionally, you may evaluate how the addition of Hawaiian Holdings to your portfolios can decrease your overall portfolio volatility.
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Hawaiian Holdings 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.