GATX Corp Stock Alpha and Beta Analysis

GATX -  USA Stock  

USD 92.80  0.55  0.60%

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

Search Beta 

 
Refresh
Please note that although GATX Corp 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, GATX Corp did 0.14  better 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 GATX Corp stock's relative risk over its benchmark. GATX Corp has a beta of 0.13  . Let's try to break down what GATX Corp's beta means in this case. As returns on the market increase, returns on owning GATX Corp are expected to decrease at a much lower rate. During the bear market, GATX Corp is likely to outperform the market.
Enterprise Value over EBITDA is likely to rise to 11.18 in 2021, whereas Book Value per Share is likely to drop 50.40 in 2021.
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 Corp Quarterly Book Value per Share

55.689Share

GATX Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GATX Corp market risk premium is the additional return an investor will receive from holding GATX Corp 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 Corp. 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 Corp's performance over market.
α0.14   β-0.13
90 days against DJI

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

GATX Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how GATX Corp 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 Corp shares will generate the highest return on investment. By understating and applying GATX Corp stock market price indicators, traders can identify GATX Corp position entry and exit signals to maximize returns.

GATX Corp Return and Market Media

The median price of GATX Corp for the period between Wed, Aug 4, 2021 and Mon, Aug 2, 2021 is 87.67 with a coefficient of variation of 15.72. The daily time series for the period is distributed with a sample standard deviation of 13.12, arithmetic mean of 83.5, and mean deviation of 11.49. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Stanley Adam L of 511 shares of GATX subject ...08/05/2020
2
Exercise or conversion by Eric Harkness of 4800 shares of GA...08/11/2020
3
Exercise or conversion by Eric Harkness of 2600 shares of GA...08/13/2020
4
Acquisition by Paul Titterton of 3786 shares of GATX subject...08/20/2020
5
Financial Statements09/09/2020
6
GATX exotic insider transaction detected09/10/2020
7
EPS Estimate09/30/2020
8
EPS Reported10/20/2020
9
GATX Upgraded to Hold at ValuEngine - MarketBeat10/26/2020
10
Exercise or conversion by Paul Titterton of 4300 shares of G...11/03/2020
11
Acquisition by Stanley Adam L of 454 shares of GATX subject ...11/04/2020
12
Sale by Jeffery Young of 550 shares of GATX11/05/2020
13
Exercise or conversion by Robert Lyons of 17500 shares of GA...11/06/2020
14
Exercise or conversion by Robert Zmudka of 4900 shares of GA...11/10/2020
15
Exercise or conversion by Tezel Necati Gokce of 3500 shares ...11/12/2020
16
Exercise or conversion by Jeffery Young of 1033 shares of GA...11/24/2020
17
Exercise or conversion by Jeffery Young of 1033 shares of GA...11/25/2020
18
Financial Statements11/30/2020
19
Financial Statements12/18/2020
20
Sale by Eric Harkness of 200 shares of GATX12/28/2020
21
Financial Statements12/30/2020
22
EPS Estimate12/31/2020
23
GATX exotic insider transaction detected01/26/2021
24
Payment of 490 shares by Robert Zmudka of GATX subject to Ru...01/27/2021
25
EPS Reported01/28/2021
26
Acquisition by Tezel Necati Gokce of 9900 shares of GATX Cor...02/02/2021
27
Acquisition by Stanley Adam L of 342 shares of GATX Corp sub...02/03/2021
28
Unclassified Event02/04/2021
29
Exercise or conversion by Robert Zmudka of 4400 shares of GA...02/08/2021
30
Exercise or conversion by James Conniff of 8500 shares of GA...02/09/2021
31
Unclassified Event02/10/2021
32
Unclassified Event02/12/2021
33
Unclassified Event02/16/2021
34
Payment of 725 shares by Tezel Necati Gokce of GATX Corp sub...02/18/2021
35
Sale by Jeffery Young of 450 shares of GATX Corp02/25/2021
36
Sale by Paul Titterton of 1103 shares of GATX Corp02/26/2021
37
Sale by Niyi Adedoyin of 1400 shares of GATX Corp03/03/2021
38
Sale by Paul Titterton of 2263 shares of GATX Corp03/09/2021
39
EPS Estimate03/31/2021
40
Financial Statements04/08/2021
41
Financial Statements04/15/2021
42
EPS Reported04/20/2021
43
Smith, Graham Co., Investmen - GuruFocus.com04/27/2021
44
Financial Statements04/29/2021
45
Acquisition by Adam Stanley of 323 shares of GATX Corp subje...05/04/2021
46
Financial Statements05/05/2021
47
Exercise or conversion by Deborah Golden of 13200 shares of ...05/06/2021
48
GATX Corp exotic insider transaction detected05/07/2021
49
Exercise or conversion by Deborah Golden of 13200 shares of ...05/10/2021
50
Exercise or conversion by James Conniff of 8800 shares of GA...05/11/2021
51
Financial Statements05/27/2021
52
Acquisition by Nero Kimberley of 5300 shares of GATX Corp su...06/02/2021
53
Exercise or conversion by Robert Lyons of 20500 shares of GA...06/07/2021
54
Gatx Corp EVP and President Rail NA Robert C Lyons Sold 3.2 ...06/08/2021
55
EPS Estimate06/30/2021
56
Hopper Cars leasing Emerging Trends, Technology and Growth d...07/15/2021
57
EPS Reported07/20/2021
58
Global Railway Telematics Market Report 2021 Railcar Trackin...07/29/2021

About GATX Corp 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 GATX Corp 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.
 2018 2019 2020 2021 (projected)
Long Term Debt to Equity2.482.612.743.08
Interest Coverage1.851.691.511.55

GATX Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of GATX Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GATX Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GATX Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GATX Corp. Please utilize our Beneish M Score to check the likelihood of GATX Corp's management manipulating its earnings.
Upcoming Quarterly Report19th of October 2021
Next Earnings Report27th of January 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End27th of January 2022
Last Quarter Report30th of June 2021
Last Earning Announcement30th of September 2020

Build Portfolio with GATX Corp

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

Fix your portfolio
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 GATX Corp Backtesting, GATX Corp Valuation, GATX Corp Correlation, GATX Corp Hype Analysis, GATX Corp Volatility, GATX Corp History and analyze GATX Corp Performance. Note that the GATX Corp information on this page should be used as a complementary analysis to other GATX Corp'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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Complementary Tools for GATX Corp Stock analysis

When running GATX Corp price analysis, check to measure GATX Corp'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 Corp is operating at the current time. Most of GATX Corp's value examination focuses on studying past and present price action to predict the probability of GATX Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GATX Corp's price. Additionally, you may evaluate how the addition of GATX Corp to your portfolios can decrease your overall portfolio volatility.
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Fund Screener
Find activelly-traded funds from around the world traded on over 30 global exchanges
Go
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
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Equity Search
Search for activelly traded equities including funds and ETFs from over 30 global markets
Go
GATX Corp 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 GATX Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GATX Corp 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...