Graphene Manufacturing Group Stock Alpha and Beta Analysis
| GMG Stock | 0.61 0.08 15.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graphene Manufacturing Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graphene Manufacturing over a specified time horizon. Remember, high Graphene Manufacturing'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 Graphene Manufacturing's market risk premium analysis include:
Beta 1.22 | Alpha (0.29) | Risk 6.62 | Sharpe Ratio (0.02) | Expected Return (0.11) |
Enterprise Value |
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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.
Graphene |
Graphene Manufacturing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graphene Manufacturing market risk premium is the additional return an investor will receive from holding Graphene Manufacturing 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 Graphene Manufacturing. 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 Graphene Manufacturing's performance over market.| α | -0.29 | β | 1.22 |
Graphene Manufacturing 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 Graphene Manufacturing's Buy-and-hold return. Our buy-and-hold chart shows how Graphene Manufacturing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graphene Manufacturing Market Price Analysis
Market price analysis indicators help investors to evaluate how Graphene Manufacturing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graphene Manufacturing shares will generate the highest return on investment. By understating and applying Graphene Manufacturing stock market price indicators, traders can identify Graphene Manufacturing position entry and exit signals to maximize returns.
Graphene Manufacturing Return and Market Media
The median price of Graphene Manufacturing for the period between Thu, Mar 14, 2024 and Wed, Jun 12, 2024 is 0.55 with a coefficient of variation of 23.36. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 0.58, and mean deviation of 0.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Graphene Manufacturing Group wins Queensland government grant By Proactive Investors - Investing.com Canada | 03/25/2024 |
2 | Graphene Manufacturing names Joshua George as Chief Financial and Commercial Officer - Seeking Alpha | 04/05/2024 |
3 | Closing Bell Graphene Manufacturing Group Ltd Wts down on Thursday - The Globe and Mail | 04/22/2024 |
4 | Graphene Manufacturing Group Launches Unit Offering - TipRanks.com - TipRanks | 04/26/2024 |
5 | Graphene Manufacturing Group Trading 3.9 percent Higher - Defense World | 06/05/2024 |
About Graphene Manufacturing 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 Graphene or other stocks. Alpha measures the amount that position in Graphene Manufacturing 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) | Days Sales Outstanding | 10.4K | 9.6K | 8.6K | 4.9K | PTB Ratio | 23.12 | 24.61 | 28.3 | 36.0 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Graphene Manufacturing in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Graphene Manufacturing's short interest history, or implied volatility extrapolated from Graphene Manufacturing options trading.
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Additional Tools for Graphene Stock Analysis
When running Graphene Manufacturing's price analysis, check to measure Graphene Manufacturing'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 Graphene Manufacturing is operating at the current time. Most of Graphene Manufacturing's value examination focuses on studying past and present price action to predict the probability of Graphene Manufacturing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphene Manufacturing's price. Additionally, you may evaluate how the addition of Graphene Manufacturing to your portfolios can decrease your overall portfolio volatility.