GATX Corp Stock Alpha and Beta Analysis

GATX -  USA Stock  

USD 87.85  2.66  2.94%

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.

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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 0.16  worse 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 1.61  . Let's try to break down what GATX Corp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GATX Corp will likely underperform.
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

55.682Share

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.
α-0.16   β1.61
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 Sun, Mar 21, 2021 and Sat, Jun 19, 2021 is 96.52 with a coefficient of variation of 3.71. The daily time series for the period is distributed with a sample standard deviation of 3.57, arithmetic mean of 96.16, and mean deviation of 2.65. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
EPS Estimate03/31/2021
2
Financial Statements04/08/2021
3
Financial Statements04/15/2021
4
EPS Reported04/20/2021
5
Smith, Graham Co., Investmen - GuruFocus.com04/27/2021
6
Financial Statements04/29/2021
7
Acquisition by Adam Stanley of 323 shares of GATX Corp subje...05/04/2021
8
Financial Statements05/05/2021
9
Exercise or conversion by Deborah Golden of 13200 shares of ...05/06/2021
10
GATX Corp exotic insider transaction detected05/07/2021
11
Exercise or conversion by Deborah Golden of 13200 shares of ...05/10/2021
12
Exercise or conversion by James Conniff of 8800 shares of GA...05/11/2021
13
Investors Buy Large Volume of GATX Put Options - MarketBeat05/20/2021
14
Financial Statements05/27/2021
15
Acquisition by Nero Kimberley of 5300 shares of GATX Corp su...06/02/2021
16
Exercise or conversion by Robert Lyons of 20500 shares of GA...06/07/2021

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 Report20th of July 2021
Next Earnings Report19th of October 2021
Next Fiscal Quarter End30th of June 2021
Next Fiscal Year End27th of January 2022
Last Quarter Report31st of March 2021
Last Earning Announcement30th of June 2020

Build Portfolio with GATX Corp

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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
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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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.
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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...