Hewlett Stock Alpha and Beta Analysis

HPE Stock  USD 16.33  0.08  0.49%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hewlett Packard Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hewlett Packard over a specified time horizon. Remember, high Hewlett Packard'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.
Please check Hewlett Packard Backtesting, Hewlett Packard Valuation, Hewlett Packard Correlation, Hewlett Packard Hype Analysis, Hewlett Packard Volatility, Hewlett Packard History and analyze Hewlett Packard Performance.
Please note that although Hewlett Packard alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Hewlett Packard did 0.07  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hewlett Packard Enterprise stock's relative risk over its benchmark. Hewlett Packard Ente has a beta of 1.28  . Let's try to break down what Hewlett's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hewlett Packard will likely underperform.
Hewlett Packard Enterprise Value over EBIT is projected to increase significantly based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 9.20. The current year Enterprise Value over EBITDA is expected to grow to 5.11, whereas Tangible Assets Book Value per Share are forecasted to decline to 33.36.
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.

Enterprise Value

27.34 Billion

Hewlett Packard Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hewlett Packard market risk premium is the additional return an investor will receive from holding Hewlett Packard 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 Hewlett Packard. 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 Hewlett Packard's performance over market.
α0.07   β1.28
90 days against NYA

Hewlett Packard 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 Hewlett Packard's Buy-and-hold return. Our buy-and-hold chart shows how Hewlett Packard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Hewlett Packard Market Price Analysis

Market price analysis indicators help investors to evaluate how Hewlett Packard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hewlett Packard shares will generate the highest return on investment. By understating and applying Hewlett Packard stock market price indicators, traders can identify Hewlett Packard position entry and exit signals to maximize returns.

Hewlett Packard Return and Market Media

The median price of Hewlett Packard for the period between Mon, Nov 7, 2022 and Sun, Feb 5, 2023 is 15.95 with a coefficient of variation of 4.92. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 15.77, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period.
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About Hewlett Packard 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 Hewlett or other stocks. Alpha measures the amount that position in Hewlett Packard Ente 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.
 2018 2019 2023 (projected)
Long Term Debt to Equity0.550.760.41
Interest Coverage3.313.184.58

Hewlett Packard Upcoming Company Events

As portrayed in its financial statements, the presentation of Hewlett Packard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hewlett Packard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hewlett Packard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hewlett Packard. Please utilize our Beneish M Score to check the likelihood of Hewlett Packard's management manipulating its earnings.
Upcoming Quarterly Report1st of March 2022
Next Financial Report7th of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End29th of November 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

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Please check Hewlett Packard Backtesting, Hewlett Packard Valuation, Hewlett Packard Correlation, Hewlett Packard Hype Analysis, Hewlett Packard Volatility, Hewlett Packard History and analyze Hewlett Packard Performance. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Hewlett Packard Ente price analysis, check to measure Hewlett Packard'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 Hewlett Packard is operating at the current time. Most of Hewlett Packard's value examination focuses on studying past and present price action to predict the probability of Hewlett Packard's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hewlett Packard's price. Additionally, you may evaluate how the addition of Hewlett Packard to your portfolios can decrease your overall portfolio volatility.
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Hewlett Packard 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.
A focus of Hewlett Packard technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Hewlett Packard trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...