Horizon OTC Stock Alpha and Beta Analysis

HRRB
 Stock
  

USD 16.70  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Horizon Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Horizon Bancorp over a specified time horizon. Remember, high Horizon Bancorp'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 Horizon Bancorp Backtesting, Horizon Bancorp Valuation, Horizon Bancorp Correlation, Horizon Bancorp Hype Analysis, Horizon Bancorp Volatility, Horizon Bancorp History and analyze Horizon Bancorp Performance.
  
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Please note that although Horizon Bancorp 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., DOW index.) So in this particular case, Horizon Bancorp did 0.08  worse 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 Horizon Bancorp stock's relative risk over its benchmark. Horizon Bancorp has a beta of 0.0426  . Let's try to break down what Horizon's beta means in this case. As returns on the market increase, returns on owning Horizon Bancorp are expected to decrease at a much lower rate. During the bear market, Horizon Bancorp is likely to outperform the market.
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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.

Horizon Bancorp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Horizon Bancorp market risk premium is the additional return an investor will receive from holding Horizon Bancorp 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 Horizon Bancorp. 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 Horizon Bancorp's performance over market.
α-0.08   β-0.04
90 days against DJI

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

Horizon Bancorp Market Price Analysis

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

Horizon Bancorp Return and Market Media

The median price of Horizon Bancorp for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 16.9 with a coefficient of variation of 1.53. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 16.95, and mean deviation of 0.22. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Thomas Peterffy Sells 20000 Shares of Interactive Brokers Gr...04/13/2022
2
Horizon Bancorp HBNC 2022 1st Quarter Earnings Investor Pres...04/27/2022
3
Horizon Bancorp Lifted to Buy at StockNews.com - Defense Wor...05/05/2022
4
Could The Horizon Bancorp, Inc. Ownership Structure Tell Us ...05/13/2022
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Recent 6.3 percent pullback isnt enough to hurt long-term Ba...06/10/2022
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Horizon Bancorp Stock Quarterly Cash Dividend Increase Decla...06/28/2022

About Horizon Bancorp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Horizon Bancorp 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.

Horizon Bancorp Investors Sentiment

The influence of Horizon Bancorp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Horizon. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Horizon Bancorp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Horizon Bancorp's short interest history, or implied volatility extrapolated from Horizon Bancorp options trading.

Current Sentiment - HRRB

Horizon Bancorp Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Horizon Bancorp. What is your judgment towards investing in Horizon Bancorp? Are you bullish or bearish?
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50% Bearish

Build Portfolio with Horizon Bancorp

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Please check Horizon Bancorp Backtesting, Horizon Bancorp Valuation, Horizon Bancorp Correlation, Horizon Bancorp Hype Analysis, Horizon Bancorp Volatility, Horizon Bancorp History and analyze Horizon Bancorp Performance. Note that the Horizon Bancorp information on this page should be used as a complementary analysis to other Horizon Bancorp'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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When running Horizon Bancorp price analysis, check to measure Horizon Bancorp'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 Horizon Bancorp is operating at the current time. Most of Horizon Bancorp's value examination focuses on studying past and present price action to predict the probability of Horizon Bancorp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Horizon Bancorp's price. Additionally, you may evaluate how the addition of Horizon Bancorp to your portfolios can decrease your overall portfolio volatility.
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Horizon Bancorp technical otc 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 Horizon Bancorp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Horizon Bancorp 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...