Cgi Inc Stock Alpha and Beta Analysis
| GIB Stock | USD 104.90 0.39 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CGI Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in CGI over a specified time horizon. Remember, high CGI'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 CGI's market risk premium analysis include:
Beta 1.26 | Alpha (0.15) | Risk 1.33 | Sharpe Ratio (0.04) | Expected Return (0.05) |
CGI 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.
CGI |
CGI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CGI market risk premium is the additional return an investor will receive from holding CGI 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 CGI. 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 CGI's performance over market.| α | -0.15 | β | 1.26 |
CGI 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 CGI's Buy-and-hold return. Our buy-and-hold chart shows how CGI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CGI Market Price Analysis
Market price analysis indicators help investors to evaluate how CGI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CGI shares will generate the highest return on investment. By understating and applying CGI stock market price indicators, traders can identify CGI position entry and exit signals to maximize returns.
CGI Return and Market Media
The median price of CGI for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 111.75 with a coefficient of variation of 3.95. The daily time series for the period is distributed with a sample standard deviation of 4.41, arithmetic mean of 111.6, and mean deviation of 3.76. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | CGI reports first quarter Fiscal 2024 results | 01/31/2024 |
2 | Bank of Nova Scotia Trust Co. Reduces Stock Holdings in CGI Inc. | 02/27/2024 |
3 | CGIs Returns Have Hit A Wall - Simply Wall St | 03/13/2024 |
4 | CGI selected by Centers for Medicare Medicaid Services to improve Medicare access for more than 65 million beneficiaries nationwide | 03/19/2024 |
5 | Vanguard Group Inc. Purchases 132,166 Shares of CGI Inc. - MarketBeat | 03/22/2024 |
6 | CGI appointed as Strategic Delivery Partner to UK Cabinet Office for digital transformation | 03/27/2024 |
7 | CGI partners with MOSL to enable continued innovation for the retail water market in England | 04/03/2024 |
8 | CGI named lead partner by Minnesota for multi-state initiative to analyze diversity, equity, inclusion data in child support programs | 04/10/2024 |
9 | CGIs Hotscan360 solution named a market leader for helping enterprises address financial crime compliance | 04/16/2024 |
10 | Closing Bell CGI Group Inc Cl A Sv down on Friday - The Globe and Mail | 04/19/2024 |
11 | CGI selected by Los Angeles County to modernize core systems for one of the nations largest and most complex public sector operations | 04/22/2024 |
About CGI 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 CGI or other stocks. Alpha measures the amount that position in CGI Inc 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.
| 2020 | 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0706 | 3.0E-5 | 3.5E-5 | 3.3E-5 | Price To Sales Ratio | 2.2 | 1.91 | 2.54 | 2.71 |
CGI Upcoming Company Events
As portrayed in its financial statements, the presentation of CGI's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CGI's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CGI's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CGI. Please utilize our Beneish M Score to check the likelihood of CGI's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with CGI
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 CGI Backtesting, CGI Valuation, CGI Correlation, CGI Hype Analysis, CGI Volatility, CGI History and analyze CGI Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for CGI Stock analysis
When running CGI's price analysis, check to measure CGI'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 CGI is operating at the current time. Most of CGI's value examination focuses on studying past and present price action to predict the probability of CGI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CGI's price. Additionally, you may evaluate how the addition of CGI to your portfolios can decrease your overall portfolio volatility.
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CGI 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.