Hudson Global Stock Alpha and Beta Analysis
| HSON Stock | USD 14.78 0.37 2.44% |
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. Key technical indicators related to Hudson Global's market risk premium analysis include:
Beta (0.10) | Alpha (0.28) | Risk 2.8 | Sharpe Ratio (0.08) | Expected Return (0.23) |
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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.
Hudson |
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 | -0.28 | β | -0.1 |
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 Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 15.35 with a coefficient of variation of 14.04. The daily time series for the period is distributed with a sample standard deviation of 2.14, arithmetic mean of 15.25, and mean deviation of 0.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Global stocks rise on rate hopes, Beijing stimulus National dailygazette.com - The Daily Gazette | 09/27/2024 |
2 | All You Need to Know About Hudson Global Rating Upgrade to Strong Buy | 10/01/2024 |
3 | Hudson Global Research Coverage Started at StockNews.com | 10/21/2024 |
4 | Brinks Q3 Earnings and Revenues Miss Estimates | 11/06/2024 |
5 | Hudson RPO Named No. 1 RPO Provider in APAC on HRO Todays Bakers Dozen List | 11/08/2024 |
6 | Hudson Global Non-GAAP EPS of -0.13 misses by 0.41 | 11/12/2024 |
7 | Sentiment Still Eluding Hudson Global, Inc. | 11/13/2024 |
8 | Disposition of 6875 shares by Jacob Zabkowicz of Hudson Global at 14.21 subject to Rule 16b-3 | 11/15/2024 |
9 | Acquisition by Nelson Connia M of 721 shares of Hudson Global subject to Rule 16b-3 | 11/19/2024 |
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 financial instruments including Hudson or other stocks. 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.98 | 1.16 | Dividend Yield | 0.068 | 0.0605 |
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.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Hudson Global Backtesting, Hudson Global Valuation, Hudson Global Correlation, Hudson Global Hype Analysis, Hudson Global Volatility, Hudson Global History and analyze Hudson Global Performance. To learn how to invest in Hudson Stock, please use our How to Invest in Hudson Global guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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.