Hsbc Holdings Plc Stock Alpha and Beta Analysis
| HSBC Stock | USD 41.89 0.27 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HSBC Holdings PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in HSBC Holdings over a specified time horizon. Remember, high HSBC Holdings' 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 HSBC Holdings' market risk premium analysis include:
Beta 0.57 | Alpha 0.16 | Risk 1.59 | Sharpe Ratio 0.12 | Expected Return 0.19 |
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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.
HSBC |
HSBC Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HSBC Holdings market risk premium is the additional return an investor will receive from holding HSBC Holdings 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 HSBC Holdings. 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 HSBC Holdings' performance over market.| α | 0.16 | β | 0.57 |
HSBC Holdings 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 HSBC Holdings' Buy-and-hold return. Our buy-and-hold chart shows how HSBC Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HSBC Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how HSBC Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HSBC Holdings shares will generate the highest return on investment. By understating and applying HSBC Holdings stock market price indicators, traders can identify HSBC Holdings position entry and exit signals to maximize returns.
HSBC Holdings Return and Market Media
The median price of HSBC Holdings for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 38.11 with a coefficient of variation of 3.78. The daily time series for the period is distributed with a sample standard deviation of 1.45, arithmetic mean of 38.46, and mean deviation of 1.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Chinese Stocks Rally on Hopes for Expanded Monetary Easing | 03/28/2024 |
2 | HSBC Explores Selling Few German Business Units Amid Asia Focus | 04/04/2024 |
3 | HSBC summit Hong Kongs financial ecosystem is robust, resilient and unwavering, HKMAs Eddie Yue and SFCs Julia Leung say | 04/09/2024 |
4 | Hong Kongs largest digital bank pursues stablecoin issuers | 04/11/2024 |
5 | Zomato Shares Skyrocket, Analysts Hustle to Update Forecasts | 04/15/2024 |
6 | HSBC Bank Plc - Form 8.5 - Wincanton plc | 04/16/2024 |
7 | HSBC Bank Plc UK Regulatory Announcement Early Repurchase | 04/17/2024 |
8 | HSBC CEO backs tokenization, shuns crypto | 04/19/2024 |
About HSBC Holdings 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 HSBC or other stocks. Alpha measures the amount that position in HSBC Holdings PLC 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 | 0.0524 | 0.0563 | 0.0772 | 0.0811 | Price To Sales Ratio | 1.9 | 1.85 | 2.51 | 2.38 |
HSBC Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of HSBC Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HSBC Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HSBC Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HSBC Holdings. Please utilize our Beneish M Score to check the likelihood of HSBC Holdings' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 HSBC Holdings
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Check out HSBC Holdings Backtesting, HSBC Holdings Valuation, HSBC Holdings Correlation, HSBC Holdings Hype Analysis, HSBC Holdings Volatility, HSBC Holdings History and analyze HSBC Holdings Performance. Note that the HSBC Holdings PLC information on this page should be used as a complementary analysis to other HSBC Holdings' 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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Complementary Tools for HSBC Stock analysis
When running HSBC Holdings' price analysis, check to measure HSBC Holdings' 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 HSBC Holdings is operating at the current time. Most of HSBC Holdings' value examination focuses on studying past and present price action to predict the probability of HSBC Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HSBC Holdings' price. Additionally, you may evaluate how the addition of HSBC Holdings to your portfolios can decrease your overall portfolio volatility.
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HSBC Holdings 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.