Genpact Limited Stock Alpha and Beta Analysis
| G Stock | USD 31.76 0.11 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genpact Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genpact over a specified time horizon. Remember, high Genpact'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 Genpact's market risk premium analysis include:
Beta 1.07 | Alpha (0.25) | Risk 1.44 | Sharpe Ratio (0.14) | Expected Return (0.20) |
Genpact Quarterly Cash And Equivalents |
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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.
Genpact |
Genpact Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genpact market risk premium is the additional return an investor will receive from holding Genpact 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 Genpact. 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 Genpact's performance over market.| α | -0.25 | β | 1.07 |
Genpact 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 Genpact's Buy-and-hold return. Our buy-and-hold chart shows how Genpact performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genpact Market Price Analysis
Market price analysis indicators help investors to evaluate how Genpact stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genpact shares will generate the highest return on investment. By understating and applying Genpact stock market price indicators, traders can identify Genpact position entry and exit signals to maximize returns.
Genpact Return and Market Media
The median price of Genpact for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 33.92 with a coefficient of variation of 5.26. The daily time series for the period is distributed with a sample standard deviation of 1.78, arithmetic mean of 33.9, and mean deviation of 1.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1845 shares by Donald Klunk of Genpact at 36.2656 subject to Rule 16b-3 | 02/15/2024 |
2 | Genpact Limited Shares Sold by Teza Capital Management LLC | 03/01/2024 |
| Genpact dividend paid on 11th of March 2024 | 03/11/2024 |
3 | Wall Street Journal Ranks Genpact 2 in Customer Satisfaction on Management Top 250 List | 03/14/2024 |
4 | Acquisition by Donald Klunk of 3699 shares of Genpact subject to Rule 16b-3 | 03/15/2024 |
5 | Teachers Retirement System of The State of Kentucky Has 2.10 Million Stock Holdings in Genpact Limited - MarketBeat | 03/18/2024 |
6 | Acquisition by N Tyagarajan of 50000 shares of Genpact at 19.35 subject to Rule 16b-3 | 03/20/2024 |
7 | Genpact Recognized by Forbes as One of the Worlds Best Employers for Third Consecutive Year | 03/21/2024 |
| Genpact dividend paid on 26th of March 2024 | 03/26/2024 |
8 | Global Insurance Business Process Outsourcing Report 2024 Market to Grow by 1.78 Billion During 2023-2028, Driven by AI, IoT, and Cloud-based Services | 04/03/2024 |
9 | Business Process Management Market To Reach USD 83.2 Billion By 2032 DataHorizzon Research | 04/05/2024 |
10 | Genpact to Announce First Quarter 2024 Results | 04/10/2024 |
11 | Genpacts CEO BK Kalra Joins Catalyst CEO Champions For Change | 04/12/2024 |
12 | Regulatory Affairs Outsourcing Market To Reach USD 13.1 Billion By 2032 DataHorizzon Research | 04/17/2024 |
About Genpact 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 Genpact or other stocks. Alpha measures the amount that position in Genpact Limited 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 | 0.008073 | 0.0108 | 0.0158 | 0.015 | Price To Sales Ratio | 2.48 | 1.95 | 1.41 | 2.31 |
Genpact Upcoming Company Events
As portrayed in its financial statements, the presentation of Genpact's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genpact's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genpact's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genpact. Please utilize our Beneish M Score to check the likelihood of Genpact's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 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 Genpact Backtesting, Genpact Valuation, Genpact Correlation, Genpact Hype Analysis, Genpact Volatility, Genpact History and analyze Genpact Performance. Note that the Genpact Limited information on this page should be used as a complementary analysis to other Genpact'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 the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Genpact Stock analysis
When running Genpact's price analysis, check to measure Genpact'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 Genpact is operating at the current time. Most of Genpact's value examination focuses on studying past and present price action to predict the probability of Genpact's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genpact's price. Additionally, you may evaluate how the addition of Genpact to your portfolios can decrease your overall portfolio volatility.
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Genpact 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.