Hudson Stock Alpha and Beta Analysis

HSON -  USA Stock  

USD 16.38  0.48  3.02%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hudson Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hudson Global over a specified time horizon. Remember, high Hudson Global'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 Hudson Global Backtesting, Hudson Global Valuation, Hudson Global Correlation, Hudson Global Hype Analysis, Hudson Global Volatility, Hudson Global History and analyze Hudson Global Performance.

Hudson Beta 

 
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Please note that although Hudson Global 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, Hudson Global did 0.23  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 Hudson Global stock's relative risk over its benchmark. Hudson Global has a beta of 0.46  . Let's try to break down what Hudson's beta means in this case. As returns on the market increase, Hudson Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Hudson Global will be expected to be smaller as well.
Hudson Global Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 14.57. Price to Book Value is expected to rise to 1.03 this year, although Enterprise Value over EBIT will most likely fall to (6.21) .
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.

Hudson Global Quarterly Book Value per Share

11.976Share

Hudson Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hudson Global market risk premium is the additional return an investor will receive from holding Hudson Global 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 Hudson Global. 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 Hudson Global's performance over market.
α-0.23   β0.46
90 days against DJI

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

Hudson Global Market Price Analysis

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

Hudson Global Return and Market Media

The median price of Hudson Global for the period between Thu, Jul 29, 2021 and Wed, Oct 27, 2021 is 16.78 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 16.85, and mean deviation of 0.79. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
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Hudson Global exotic insider transaction detected08/03/2021
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Unclassified Event08/05/2021
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EPS Reported08/06/2021
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Hudson Global exotic insider transaction detected08/11/2021
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Hudson Global exotic insider transaction detected08/16/2021
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Acquisition by Connia Nelson of 527 shares of Hudson Global ...08/17/2021
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Hudson Global exotic insider transaction detected08/19/2021
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Hudson Global falls 1.96 percent for August 20 - Equities.co...08/20/2021
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Hudson Global exotic insider transaction detected08/27/2021
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Hudson Global exotic insider transaction detected09/01/2021
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Hudson Global exotic insider transaction detected09/10/2021
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Hudson Global exotic insider transaction detected09/15/2021
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Hudson Global exotic insider transaction detected09/20/2021
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Google to spend 2.1B on New York office building - Yahoo Fin...09/21/2021
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Hudson Global gains 3.35 percent for September 24 - Equities...09/24/2021
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Hudson Global exotic insider transaction detected09/28/2021
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Hudson Global gains 1.03 percent to Close at 15.69 on Septem...09/29/2021
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Hudson Global exotic insider transaction detected10/01/2021
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FSK Prices Public Offering of 500,000,000 1.650 percent Note...10/04/2021
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Hudson Global exotic insider transaction detected10/06/2021
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Hudson falls 2.38 percent on Moderate Volume October 11 - Eq...10/11/2021
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Hudson Global exotic insider transaction detected10/12/2021
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Hudson Capital falls 0.40 percent in Active Trading on Octob...10/14/2021
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Hudson Global exotic insider transaction detected10/15/2021
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Hudson Global gains 1.30 percent on Moderate Volume October ...10/20/2021
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Hudson Global exotic insider transaction detected10/21/2021
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Hudson Global exotic insider transaction detected10/26/2021

About Hudson Global 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 Hudson Global 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.
 2010 2020 2021 (projected)
Long Term Debt to Equity0.0013580.0012220.001215
Interest Coverage15.2513.7313.65

Hudson Global Upcoming Company Events

As portrayed in its financial statements, the presentation of Hudson Global's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hudson Global's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hudson Global's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hudson Global. Please utilize our Beneish M Score to check the likelihood of Hudson Global's management manipulating its earnings.
Upcoming Quarterly Report4th of November 2021
Next Earnings Report10th of March 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End10th of March 2022
Last Quarter Report30th of June 2021
Last Earning Announcement30th of September 2020

Build Portfolio with Hudson Global

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Hudson Global Backtesting, Hudson Global Valuation, Hudson Global Correlation, Hudson Global Hype Analysis, Hudson Global Volatility, Hudson Global History and analyze Hudson Global Performance. Note that the Hudson Global information on this page should be used as a complementary analysis to other Hudson Global'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Hudson Stock analysis

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