Gamestop Stock Alpha and Beta Analysis

GME
 Stock
  

USD 39.68  0.84  2.07%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gamestop Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gamestop Corp over a specified time horizon. Remember, high Gamestop 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 Gamestop Corp Backtesting, Gamestop Corp Valuation, Gamestop Corp Correlation, Gamestop Corp Hype Analysis, Gamestop Corp Volatility, Gamestop Corp History and analyze Gamestop Corp Performance.
  
Please note that although Gamestop 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, Gamestop Corp did 0.78  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 Gamestop Corp stock's relative risk over its benchmark. Gamestop Corp has a beta of 2.19  . Let's try to break down what Gamestop'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, Gamestop Corp will likely underperform.
As of August 18, 2022, Book Value per Share is expected to decline to 5.33. The current year Enterprise Value over EBIT is expected to grow to -6.32.
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.

Gamestop Corp Quarterly Book Value per Share

4.778

Gamestop Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gamestop Corp market risk premium is the additional return an investor will receive from holding Gamestop 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 Gamestop 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 Gamestop Corp's performance over market.
α0.78   β2.19
90 days against DJI

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

Gamestop Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Gamestop 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 Gamestop Corp shares will generate the highest return on investment. By understating and applying Gamestop Corp stock market price indicators, traders can identify Gamestop Corp position entry and exit signals to maximize returns.

Gamestop Corp Return and Market Media

The median price of Gamestop Corp for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 33.78 with a coefficient of variation of 14.65. The daily time series for the period is distributed with a sample standard deviation of 4.89, arithmetic mean of 33.37, and mean deviation of 3.67. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Should you exit your Genuine Parts and Gamestop Corp positio...05/31/2022
2
EPS Reported06/01/2022
3
Financial Statements06/03/2022
4
GME Stock Split Shareholders Approve Proposal of Stock Split...06/06/2022
5
Acquisition by Cheng Lawrence of 1750 shares of Gamestop Cor...06/16/2022
6
Its Not All Fun and Games Anymore With GameStop Stock - Nasd...06/23/2022
7
GameStop Corp. Cl A stock underperforms Wednesday when compa...06/29/2022
8
Acquisition by Patel Nir Vinay of 169015 shares of Gamestop ...07/05/2022
9
Financial Statements07/06/2022
10
Dow Futures Rise 90 Pts GameStop Stock Split, Jobless Claims...07/07/2022
11
Why GameStop Is Jumping While the Market Is Tumbling - The M...07/14/2022
12
GameStop PT Lowered to 7.50 at Wedbush - Defense World07/25/2022
13
Robinhood Posts 44 percent Slump in Revenue, Slashes Headcou...08/02/2022
14
Robinhood must face U.S. market manipulation claims over mem...08/11/2022
15
EPS Estimate08/12/2022
16
EPS Reported08/17/2022

About Gamestop 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 financial instruments including Gamestop or other stocks. Alpha measures the amount that position in Gamestop 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.
 2014 2022 (projected)
Long Term Debt to Equity0.690.1
Interest Coverage2.4537.36

Gamestop Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Gamestop Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gamestop Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gamestop Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gamestop Corp. Please utilize our Beneish M Score to check the likelihood of Gamestop Corp's management manipulating its earnings.
Upcoming Quarterly Report22nd of March 2022
Next Financial Report8th of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End22nd of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Gamestop 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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 Gamestop Corp Backtesting, Gamestop Corp Valuation, Gamestop Corp Correlation, Gamestop Corp Hype Analysis, Gamestop Corp Volatility, Gamestop Corp History and analyze Gamestop Corp Performance. Note that the Gamestop Corp information on this page should be used as a complementary analysis to other Gamestop 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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

Complementary Tools for Gamestop Stock analysis

When running Gamestop Corp price analysis, check to measure Gamestop 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 Gamestop Corp is operating at the current time. Most of Gamestop Corp's value examination focuses on studying past and present price action to predict the probability of Gamestop Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Gamestop Corp's price. Additionally, you may evaluate how the addition of Gamestop Corp to your portfolios can decrease your overall portfolio volatility.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Gamestop 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 Gamestop Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Gamestop 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...