GATX Corp Stock Alpha and Beta Analysis

GATX -  USA Stock  

USD 104.50  0.05  0.0478%

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 0.09  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 Corp stock's relative risk over its benchmark. GATX Corp has a beta of 0.75  . Let's try to break down what GATX Corp's beta means in this case. As returns on the market increase, GATX Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding GATX Corp will be expected to be smaller as well.
Book Value per Share is likely to drop to 52.72 in 2022. Enterprise Value over EBIT is likely to drop to 22.32 in 2022.
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

58.051

Share

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.
α0.09   β0.75
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 Tue, Feb 22, 2022 and Mon, May 23, 2022 is 114.45 with a coefficient of variation of 6.5. The daily time series for the period is distributed with a sample standard deviation of 7.37, arithmetic mean of 113.47, and mean deviation of 6.56. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
GATX Corp exotic insider transaction detected02/25/2022
2
Six Flags Announces CFO Transition - Marketscreener.com02/28/2022
3
March hares ahead as corporates return in dollars - GlobalCa...03/03/2022
4
Financial Statements03/08/2022
5
Exercise or conversion by N Tezel of tradable shares of GATX...03/09/2022
6
GATX Crosses Above Average Analyst Target - Nasdaq03/11/2022
7
Exercise or conversion by N Tezel of 7200 shares of GATX Cor...03/16/2022
8
Railcar Leasing Market to observe USD 3.77 billion growth Hu...03/29/2022
9
EPS Estimate03/31/2022
10
GATX Corp exotic insider transaction detected04/04/2022
11
GATX Corp exotic insider transaction detected04/06/2022
12
GATX Corp exotic insider transaction detected04/07/2022
13
Financial Statements04/08/2022
14
GATX Corp exotic insider transaction detected04/11/2022
15
Insider Selling GATX Co. CEO Sells 19263 Shares of Stock - D...04/12/2022
16
EPS Reported04/20/2022
17
Acquisition by Adam Stanley of 1128 shares of GATX Corp subj...04/26/2022
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Financial Statements04/27/2022
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Acquisition by Adam Stanley of 316 shares of GATX Corp subje...05/04/2022

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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity2.612.743.153.3
Interest Coverage1.691.511.731.78

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 Report25th of January 2022
Next Financial Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with GATX Corp

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.

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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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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...