Gatx Corporation Stock Alpha and Beta Analysis
| GATX Stock | USD 125.83 0.29 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GATX Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in GATX over a specified time horizon. Remember, high GATX'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 GATX's market risk premium analysis include:
Beta 1.1 | Alpha 0.0111 | Risk 1.29 | Sharpe Ratio 0.0038 | Expected Return 0.0048 |
Enterprise Value |
|
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.
GATX |
GATX Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GATX market risk premium is the additional return an investor will receive from holding GATX 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 GATX. 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 GATX's performance over market.| α | 0.01 | β | 1.10 |
GATX 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 GATX's Buy-and-hold return. Our buy-and-hold chart shows how GATX performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GATX Market Price Analysis
Market price analysis indicators help investors to evaluate how GATX stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GATX shares will generate the highest return on investment. By understating and applying GATX stock market price indicators, traders can identify GATX position entry and exit signals to maximize returns.
GATX Return and Market Media
The median price of GATX for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 128.84 with a coefficient of variation of 2.75. The daily time series for the period is distributed with a sample standard deviation of 3.52, arithmetic mean of 128.24, and mean deviation of 3.0. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Paul Yovovich of 155 shares of GATX subject to Rule 16b-3 | 02/05/2024 |
2 | Payment of 681 shares by Robert Zmudka of GATX subject to Rule 16b-3 | 02/14/2024 |
3 | Acquisition by Robert Zmudka of 1537 shares of GATX subject to Rule 16b-3 | 02/16/2024 |
4 | Schneider Grapples With Segmental Weakness High Debt | 02/26/2024 |
5 | Alaska Air Expects Q1 Loss Due to 737-9 MAX Grounding | 03/14/2024 |
6 | GATX shareholders have earned a 14 percent CAGR over the last five years | 03/22/2024 |
7 | Heres Why Investors Should Hold Landstar Stock Now - Yahoo Finance | 03/26/2024 |
8 | Heres Why You Should Retain Spirit Airlines Stock Now | 03/28/2024 |
9 | Heres Why You Should Retain FedEx in Your Portfolio | 04/01/2024 |
10 | GATX Co. Shares Acquired by Pacer Advisors Inc. - Defense World | 04/04/2024 |
11 | At US114, Is GATX Corporation Worth Looking At Closely - Yahoo Movies UK | 04/11/2024 |
12 | Disposition of 1208 shares by John Sbragia of GATX at 101.775 subject to Rule 16b-3 | 04/15/2024 |
13 | DekaBank Deutsche Girozentrale Invests 179000 in GATX Co. - Defense World | 04/17/2024 |
14 | 04/22/2024 |
15 | GATX Corporation Q1 2024 Earnings Call Transcript | 04/24/2024 |
About GATX 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 GATX or other stocks. Alpha measures the amount that position in GATX 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 | 0.0201 | 0.0203 | 0.0188 | 0.0178 | Price To Sales Ratio | 2.93 | 2.96 | 3.04 | 3.19 |
GATX Upcoming Company Events
As portrayed in its financial statements, the presentation of GATX's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GATX's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GATX's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GATX. Please utilize our Beneish M Score to check the likelihood of GATX's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with GATX
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.Build Diversified Portfolios
Align your risk with return expectations
Check out GATX Backtesting, GATX Valuation, GATX Correlation, GATX Hype Analysis, GATX Volatility, GATX History and analyze GATX Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for GATX Stock analysis
When running GATX's price analysis, check to measure GATX'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 GATX is operating at the current time. Most of GATX's value examination focuses on studying past and present price action to predict the probability of GATX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GATX's price. Additionally, you may evaluate how the addition of GATX to your portfolios can decrease your overall portfolio volatility.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |
GATX 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.