Huntsman Stock Alpha and Beta Analysis
| HUN Stock | USD 23.99 0.04 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Huntsman. It also helps investors analyze the systematic and unsystematic risks associated with investing in Huntsman over a specified time horizon. Remember, high Huntsman'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. Key technical indicators related to Huntsman's market risk premium analysis include:
Beta 1.65 | Alpha (0.08) | Risk 1.61 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Huntsman Quarterly Cash And Equivalents |
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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.
Huntsman |
Huntsman Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Huntsman market risk premium is the additional return an investor will receive from holding Huntsman 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 Huntsman. 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 Huntsman's performance over market.| α | -0.08 | β | 1.65 |
Huntsman 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 Huntsman's Buy-and-hold return. Our buy-and-hold chart shows how Huntsman performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Huntsman Market Price Analysis
Market price analysis indicators help investors to evaluate how Huntsman stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Huntsman shares will generate the highest return on investment. By understating and applying Huntsman stock market price indicators, traders can identify Huntsman position entry and exit signals to maximize returns.
Huntsman Return and Market Media
The median price of Huntsman for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 24.81 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 24.79, and mean deviation of 0.83. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Optical Brighteners Market Report Explores The Overview, Driving Factors, Key Players And Growth Opportunities By 2031 | 02/07/2024 |
2 | Disposition of 7959 shares by Peter Huntsman of Huntsman at 24.41 subject to Rule 16b-3 | 02/16/2024 |
3 | Huntsman shares decreased by 1.6 percent after missing Wall Street expectations | 02/21/2024 |
4 | Q4 2023 Huntsman Corp Earnings Call Transcript | 02/28/2024 |
5 | Mastercard names Jon Huntsman as vice chairman, presidentstrategic growth | 03/11/2024 |
6 | Kronos Worldwide Soars 6.5 percent Is Further Upside Left in the Stock | 03/12/2024 |
7 | Mastercard Appoints Jon Huntsman Jr. As Vice Chairman and President, Strategic Growth | 03/14/2024 |
8 | Huntsman Co. Receives Average Recommendation of Hold from Analysts - Defense World | 03/18/2024 |
9 | Acquisition by Anthony Hankins of 34990 shares of Huntsman subject to Rule 16b-3 | 03/25/2024 |
10 | Huntsman to Discuss First Quarter 2024 Results on May 3, 2024 | 04/01/2024 |
11 | Huntsman To Donate 500,000 Over Next Five Years to Montgomery County Food Bank to Help Feed Additional 5,000 Households Per Month | 04/03/2024 |
12 | Heres Why You Should Hold Onto Huntsman Stock For Now | 04/08/2024 |
13 | Huntsman Target of Unusually High Options Trading - Defense World | 04/19/2024 |
About Huntsman 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 Huntsman or other stocks. Alpha measures the amount that position in Huntsman 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0208 | 0.031 | 0.0379 | 0.0336 | Price To Sales Ratio | 0.9 | 0.69 | 0.73 | 0.67 |
Huntsman Upcoming Company Events
As portrayed in its financial statements, the presentation of Huntsman's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Huntsman's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Huntsman's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Huntsman. Please utilize our Beneish M Score to check the likelihood of Huntsman's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Huntsman
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 Huntsman Backtesting, Huntsman Valuation, Huntsman Correlation, Huntsman Hype Analysis, Huntsman Volatility, Huntsman History and analyze Huntsman Performance. To learn how to invest in Huntsman Stock, please use our How to Invest in Huntsman guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for Huntsman Stock analysis
When running Huntsman's price analysis, check to measure Huntsman'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 Huntsman is operating at the current time. Most of Huntsman's value examination focuses on studying past and present price action to predict the probability of Huntsman's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Huntsman's price. Additionally, you may evaluate how the addition of Huntsman to your portfolios can decrease your overall portfolio volatility.
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Huntsman 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.