Glaxosmithkline Stock Alpha and Beta Analysis

GSK -  USA Stock  

USD 40.10  0.60  1.52%

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

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Please note that although Glaxosmithkline Plc 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, Glaxosmithkline Plc did 0.08  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 Glaxosmithkline Plc ADR stock's relative risk over its benchmark. Glaxosmithkline Plc ADR has a beta of 0.24  . Let's try to break down what Glaxosmithkline's beta means in this case. As returns on the market increase, Glaxosmithkline Plc returns are expected to increase less than the market. However, during the bear market, the loss on holding Glaxosmithkline Plc will be expected to be smaller as well.
Glaxosmithkline Plc Price to Book Value is decreasing as compared to previous years. The preceding year's Price to Book Value was reported at 4.96. The current Tangible Assets Book Value per Share is estimated to increase to 14.88, while Tangible Asset Value is projected to decrease to under 39.8 B.
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.

Glaxosmithkline Plc Quarterly Book Value per Share


Glaxosmithkline Plc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Glaxosmithkline Plc market risk premium is the additional return an investor will receive from holding Glaxosmithkline Plc 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 Glaxosmithkline Plc. 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 Glaxosmithkline Plc's performance over market.
α0.08   β0.24
90 days against DJI

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

Glaxosmithkline Plc Market Price Analysis

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

Glaxosmithkline Plc Return and Market Media

The median price of Glaxosmithkline Plc for the period between Sat, May 1, 2021 and Fri, Jul 30, 2021 is 39.32 with a coefficient of variation of 2.27. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 39.24, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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The Zacks Analyst Blog Highlights GlaxoSmithKline, Sanofi, C...05/19/2021
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Glaxosmithkline plc - ADR gains 0.2510 percent for June 28 -...06/28/2021
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About Glaxosmithkline Plc 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 Glaxosmithkline Plc ADR 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.
 2019 2020 2021 (projected)
Long Term Debt to Equity1.981.552.32
Interest Coverage6.925.457.51

Glaxosmithkline Plc Upcoming Company Events

As portrayed in its financial statements, the presentation of Glaxosmithkline Plc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Glaxosmithkline Plc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Glaxosmithkline Plc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Glaxosmithkline Plc. Please utilize our Beneish M Score to check the likelihood of Glaxosmithkline Plc's management manipulating its earnings.
Upcoming Quarterly Report28th of July 2021
Next Earnings Report27th of October 2021
Next Fiscal Quarter End30th of June 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report31st of March 2021
Last Earning Announcement30th of June 2020

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Please check Glaxosmithkline Plc Backtesting, Glaxosmithkline Plc Valuation, Glaxosmithkline Plc Correlation, Glaxosmithkline Plc Hype Analysis, Glaxosmithkline Plc Volatility, Glaxosmithkline Plc History and analyze Glaxosmithkline Plc Performance. Note that the Glaxosmithkline Plc ADR information on this page should be used as a complementary analysis to other Glaxosmithkline Plc'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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