Jack Henry Associates Stock Alpha and Beta Analysis
| JKHY Stock | USD 165.20 1.28 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jack Henry Associates. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jack Henry over a specified time horizon. Remember, high Jack Henry'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 Jack Henry's market risk premium analysis include:
Beta 1.13 | Alpha (0.12) | Risk 1.17 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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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.
Jack |
Jack Henry Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jack Henry market risk premium is the additional return an investor will receive from holding Jack Henry 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 Jack Henry. 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 Jack Henry's performance over market.| α | -0.12 | β | 1.13 |
Jack Henry 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 Jack Henry's Buy-and-hold return. Our buy-and-hold chart shows how Jack Henry performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jack Henry Market Price Analysis
Market price analysis indicators help investors to evaluate how Jack Henry stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jack Henry shares will generate the highest return on investment. By understating and applying Jack Henry stock market price indicators, traders can identify Jack Henry position entry and exit signals to maximize returns.
Jack Henry Return and Market Media
The median price of Jack Henry for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 170.81 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 3.46, arithmetic mean of 170.09, and mean deviation of 2.91. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Jack Henry Associates, Inc. Just Recorded A 10 percent EPS Beat Heres What Analysts Are Forecasting Next | 02/09/2024 |
2 | Wolfe Research starts Jack Henry stock, citing 99.8 percent customer retention | 03/07/2024 |
3 | Investors in Jack Henry Associates have seen respectable returns of 34 percent over the past five years | 03/19/2024 |
4 | Jack Henry Boosts Clientele With Copper State Tie-Up | 03/22/2024 |
| Jack Henry dividend paid on 26th of March 2024 | 03/26/2024 |
6 | Pulsate Joins the Jack Henry Vendor Integration Program | 03/27/2024 |
7 | Jack Henry Associates Inc s Winning Formula Financial Metrics and Competitive ... | 04/02/2024 |
8 | Jack Henry Associates Inc. stock rises Friday, still underperforms market - MarketWatch | 04/05/2024 |
9 | Should You Be Adding Jack Henry Associates To Your Watchlist Today | 04/12/2024 |
10 | Heres Why Jack Henry is a Strong Growth Stock - Yahoo Movies UK | 04/18/2024 |
11 | Visa card spending remains strong, despite a slowdown in Asia | 04/24/2024 |
About Jack Henry 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 Jack or other stocks. Alpha measures the amount that position in Jack Henry Associates 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 | 0.0105 | 0.0121 | 0.0109 | 0.00864 | Price To Sales Ratio | 6.79 | 5.87 | 5.29 | 3.22 |
Jack Henry Upcoming Company Events
As portrayed in its financial statements, the presentation of Jack Henry's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Jack Henry's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Jack Henry's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Jack Henry. Please utilize our Beneish M Score to check the likelihood of Jack Henry's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Jack Henry
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 Jack Henry Backtesting, Jack Henry Valuation, Jack Henry Correlation, Jack Henry Hype Analysis, Jack Henry Volatility, Jack Henry History and analyze Jack Henry Performance. Note that the Jack Henry Associates information on this page should be used as a complementary analysis to other Jack Henry'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 the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Jack Stock analysis
When running Jack Henry's price analysis, check to measure Jack Henry'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 Jack Henry is operating at the current time. Most of Jack Henry's value examination focuses on studying past and present price action to predict the probability of Jack Henry's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jack Henry's price. Additionally, you may evaluate how the addition of Jack Henry to your portfolios can decrease your overall portfolio volatility.
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Jack Henry 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.