Gatx Corporation Stock Alpha and Beta Analysis

GATX Stock  USD 129.88  1.52  1.16%   
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
1.36
Alpha
0.0507
Risk
1.39
Sharpe Ratio
0.12
Expected Return
0.17
Please note that although GATX 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, GATX did 0.05  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 Corporation stock's relative risk over its benchmark. GATX has a beta of 1.36  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GATX will likely underperform. Enterprise Value Multiple is likely to rise to 15.43 in 2024, whereas Price Book Value Ratio is likely to drop 1.30 in 2024.
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 GATX Backtesting, GATX Valuation, GATX Correlation, GATX Hype Analysis, GATX Volatility, GATX History and analyze GATX Performance.

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.
α0.05   β1.36

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 Tue, Dec 19, 2023 and Mon, Mar 18, 2024 is 124.1 with a coefficient of variation of 4.39. The daily time series for the period is distributed with a sample standard deviation of 5.4, arithmetic mean of 122.95, and mean deviation of 4.67. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
GATX Corp Announces Solid Full-Year Earnings and Positive Outlook for 2024
01/24/2024
2
GATX exotic insider transaction detected
01/29/2024
3
GATX Corporation to Present at the Stifel 2024 Transportation Logistics Conference
02/06/2024
4
Payment of 681 shares by Robert Zmudka of GATX subject to Rule 16b-3
02/14/2024
5
Acquisition by Robert Zmudka of 1537 shares of GATX subject to Rule 16b-3
02/16/2024
6
Why Is Gatx Up 1.8 percent Since Last Earnings Report
02/22/2024
7
HighTower Advisors LLC Boosts Stock Holdings in GATX Co. - AmericanBankingNEWS
02/26/2024
8
GATX goes ex dividend tomorrow
02/28/2024
9
Wabtec Reaches 52-Week High Whats Aiding the Stock
02/29/2024
10
When Should You Buy GATX Corporation
03/05/2024
11
Disposition of 2300 shares by Geoffrey Phillips of GATX at 69.735 subject to Rule 16b-3
03/07/2024
12
Disposition of 2200 shares by Hillesland Kevin of GATX at 69.735 subject to Rule 16b-3
03/08/2024
13
Heres Why Investors Should Retain Canadian Pacific KC
03/12/2024
14
Alaska Air Expects Q1 Loss Due to 737-9 MAX Grounding
03/14/2024
15
Trifleet Leasing Appoints Robin Pol as Managing Director
03/15/2024

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 Yield0.01980.020.01880.0178
Price To Sales Ratio2.983.013.043.19

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
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23rd of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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28th of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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Build Portfolio with GATX

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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
When determining whether GATX offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of GATX'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 Gatx Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Gatx Corporation Stock:
Check out GATX Backtesting, GATX Valuation, GATX Correlation, GATX Hype Analysis, GATX Volatility, GATX History and analyze GATX Performance.
You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.

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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.
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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.
A focus of GATX technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GATX 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...