Golub Capital Bdc Stock Alpha and Beta Analysis

GBDC Stock  USD 15.83  0.14  0.88%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Golub Capital BDC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Golub Capital over a specified time horizon. Remember, high Golub Capital'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 Golub Capital's market risk premium analysis include:
Beta
0.5
Alpha
0.069
Risk
0.81
Sharpe Ratio
0.18
Expected Return
0.14
Please note that although Golub Capital 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., NYSE Composite index.) So in this particular case, Golub Capital did 0.07  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 Golub Capital BDC stock's relative risk over its benchmark. Golub Capital BDC has a beta of 0.50  . As returns on the market increase, Golub Capital returns are expected to increase less than the market. However, during the bear market, the loss on holding Golub Capital will be expected to be smaller as well. The current year's Price Book Value Ratio is expected to grow to 1.21. The current year's Enterprise Value Multiple is expected to grow to 22.88.
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.
  
Check out Golub Capital Backtesting, Golub Capital Valuation, Golub Capital Correlation, Golub Capital Hype Analysis, Golub Capital Volatility, Golub Capital History and analyze Golub Capital Performance.

Golub Capital Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Golub Capital market risk premium is the additional return an investor will receive from holding Golub Capital 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 Golub Capital. 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 Golub Capital's performance over market.
α0.07   β0.50

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

Golub Capital Market Price Analysis

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

Golub Capital Return and Market Media

The median price of Golub Capital for the period between Wed, Dec 20, 2023 and Tue, Mar 19, 2024 is 14.95 with a coefficient of variation of 2.92. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 15.1, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Best BDC Stocks to Watch in 2022 - IG
12/19/2023
 
Golub Capital dividend paid on 29th of December 2023
12/29/2023
2
Golub Capital BDC, Inc. Receives Average Recommendation of Moderate Buy from Analysts
01/16/2024
3
Golub Capital BDC, Inc. Prices Public Offering of 600 Million 6.000 percent Notes Due 2029
01/29/2024
4
Golub Capital BDC, Inc. Announces Fiscal Year 2024 First Quarter Financial Results with Second Consecutive Quarter of Highest-Ever Adjusted Net Investment Incom...
02/05/2024
5
Golub Capital BDC, Inc. Q1 2024 Earnings Call Transcript
02/07/2024
6
Blue Owl Leads 2 Billion Private Credit Loan to Software Firm RLDatix
02/13/2024
7
Golub Capital exotic insider transaction detected
02/29/2024
8
Golub Capital BDC Hits New 12-Month High at 16.08 - MarketBeat
03/13/2024
 
Golub Capital dividend paid on 15th of March 2024
03/15/2024

About Golub Capital 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 Golub or other stocks. Alpha measures the amount that position in Golub Capital BDC 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 Yield0.07340.07660.0690.0533
Price To Sales Ratio12.258.787.919.18

Golub Capital Upcoming Company Events

As portrayed in its financial statements, the presentation of Golub Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Golub Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Golub Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Golub Capital. Please utilize our Beneish M Score to check the likelihood of Golub Capital's management manipulating its earnings.
5th of February 2024
Upcoming Quarterly Report
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13th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
View
18th of November 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
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30th of September 2023
Last Financial Announcement
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When determining whether Golub Capital BDC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Golub Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Golub Capital Bdc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Golub Capital Bdc Stock:
Check out Golub Capital Backtesting, Golub Capital Valuation, Golub Capital Correlation, Golub Capital Hype Analysis, Golub Capital Volatility, Golub Capital History and analyze Golub Capital Performance.
Note that the Golub Capital BDC information on this page should be used as a complementary analysis to other Golub Capital'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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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