Horace Mann Educators Stock Alpha and Beta Analysis
| HMN Stock | USD 36.82 0.39 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Horace Mann Educators. It also helps investors analyze the systematic and unsystematic risks associated with investing in Horace Mann over a specified time horizon. Remember, high Horace Mann'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 Horace Mann's market risk premium analysis include:
Beta 0.83 | Alpha 0.0676 | Risk 1.46 | Sharpe Ratio 0.0656 | Expected Return 0.0959 |
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.
Horace |
Horace Mann Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Horace Mann market risk premium is the additional return an investor will receive from holding Horace Mann 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 Horace Mann. 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 Horace Mann's performance over market.| α | 0.07 | β | 0.83 |
Horace Mann 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 Horace Mann's Buy-and-hold return. Our buy-and-hold chart shows how Horace Mann performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Horace Mann Market Price Analysis
Market price analysis indicators help investors to evaluate how Horace Mann stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Horace Mann shares will generate the highest return on investment. By understating and applying Horace Mann stock market price indicators, traders can identify Horace Mann position entry and exit signals to maximize returns.
Horace Mann Return and Market Media
The median price of Horace Mann for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 35.68 with a coefficient of variation of 2.56. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 35.63, and mean deviation of 0.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sale by Marita Zuraitis of 21600 shares of Horace Mann | 01/31/2024 |
2 | Sale by Marita Zuraitis of 2700 shares of Horace Mann | 02/12/2024 |
3 | Sale by Marita Zuraitis of 5006 shares of Horace Mann | 02/21/2024 |
4 | Disposition of 5828 shares by Bret Conklin of Horace Mann at 28.88 subject to Rule 16b-3 | 03/04/2024 |
5 | Acquisition by Donald Carley of 13848 shares of Horace Mann at 35. subject to Rule 16b-3 | 03/06/2024 |
6 | Horace Mann Educators Will Pay A Larger Dividend Than Last Year At 0.34 | 03/07/2024 |
7 | Disposition of 5000 shares by Donald Carley of Horace Mann at 35.1056 subject to Rule 16b-3 | 03/12/2024 |
8 | 4 High Earnings Yield Value Stocks to Buy as Inflation Rises | 03/14/2024 |
9 | Exchange Traded Concepts LLC Raises Stock Holdings in Horace Mann Educators Co. - Defense World | 03/18/2024 |
10 | Disposition of 5000 shares by Kimberly Johnson of Horace Mann at 36.0 subject to Rule 16b-3 | 03/26/2024 |
11 | Heres Why AMERISAFE is Attracting Prudent Investors Now | 04/02/2024 |
12 | Heres Why Investors Should Hold Everest Group Stock | 04/09/2024 |
13 | Why Horace Mann Could Beat Earnings Estimates Again | 04/18/2024 |
14 | How to Play AON Ahead of Q1 Earnings Will Higher Costs Shock | 04/22/2024 |
About Horace Mann 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 Horace or other stocks. Alpha measures the amount that position in Horace Mann Educators 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 | 0.0315 | 0.0337 | 0.0399 | 0.0419 | Price To Sales Ratio | 1.23 | 1.13 | 0.91 | 0.86 |
Horace Mann Upcoming Company Events
As portrayed in its financial statements, the presentation of Horace Mann's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Horace Mann's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Horace Mann's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Horace Mann. Please utilize our Beneish M Score to check the likelihood of Horace Mann's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Horace Mann
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 Horace Mann Backtesting, Horace Mann Valuation, Horace Mann Correlation, Horace Mann Hype Analysis, Horace Mann Volatility, Horace Mann History and analyze Horace Mann Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Horace Stock analysis
When running Horace Mann's price analysis, check to measure Horace Mann'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 Horace Mann is operating at the current time. Most of Horace Mann's value examination focuses on studying past and present price action to predict the probability of Horace Mann's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Horace Mann's price. Additionally, you may evaluate how the addition of Horace Mann to your portfolios can decrease your overall portfolio volatility.
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Horace Mann 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.