Grail, Llc Stock Alpha and Beta Analysis
| GRAL Stock | 13.80 0.07 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GRAIL, LLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in GRAIL, LLC over a specified time horizon. Remember, high GRAIL, LLC'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 GRAIL, LLC's market risk premium analysis include:
Beta 2.31 | Alpha (0.72) | Risk 5.25 | Sharpe Ratio (0.07) | Expected Return (0.34) |
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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.
GRAIL, |
GRAIL, LLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GRAIL, LLC market risk premium is the additional return an investor will receive from holding GRAIL, LLC 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 GRAIL, LLC. 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 GRAIL, LLC's performance over market.| α | -0.72 | β | 2.31 |
GRAIL, LLC 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 GRAIL, LLC's Buy-and-hold return. Our buy-and-hold chart shows how GRAIL, LLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GRAIL, LLC Market Price Analysis
Market price analysis indicators help investors to evaluate how GRAIL, LLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GRAIL, LLC shares will generate the highest return on investment. By understating and applying GRAIL, LLC stock market price indicators, traders can identify GRAIL, LLC position entry and exit signals to maximize returns.
GRAIL, LLC Return and Market Media
The median price of GRAIL, LLC for the period between Sat, Jun 22, 2024 and Fri, Sep 20, 2024 is 15.39 with a coefficient of variation of 10.37. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 15.56, and mean deviation of 1.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Illumina Assessing Impact Of Grail Spin-Out - Seeking Alpha | 06/28/2024 |
2 | 3 Biotech Stocks Turning DNA Dreams Into Dollars | 07/05/2024 |
3 | GRAIL Announces First Participant Enrolled in REACH Study Evaluating Clinical Impact of Galleri Multi-Cancer Early Detection Test in the Medicare Population | 07/18/2024 |
4 | Grail cutting 350 staff, shoring up cash | 08/14/2024 |
5 | GRAIL Inc Q2 2024 Earnings Call Transcript Highlights Revenue Growth Amidst Significant ... | 08/15/2024 |
6 | GRAIL to Present at the Morgan Stanley 22nd Annual Global Healthcare Conference | 08/21/2024 |
7 | Illumina stock gains on legal win over Grail deal | 09/03/2024 |
8 | Disposition of 26547021 shares by Illumina, Inc. of GRAIL, LLC subject to Rule 16b-3 | 09/13/2024 |
9 | With 59 percent ownership of the shares, GRAIL, Inc. is heavily dominated by institutional owners | 09/16/2024 |
About GRAIL, LLC 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 GRAIL, or other stocks. Alpha measures the amount that position in GRAIL, LLC 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.
| 2022 | 2023 | 2024 (projected) | Graham Number | 765.07 | 353.13 | 225.9 | Receivables Turnover | 2.98 | 4.17 | 2.47 |
GRAIL, LLC Investors Sentiment
The influence of GRAIL, LLC's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in GRAIL,. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to GRAIL, LLC's public news can be used to forecast risks associated with an investment in GRAIL,. The trend in average sentiment can be used to explain how an investor holding GRAIL, can time the market purely based on public headlines and social activities around GRAIL, LLC. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
GRAIL, LLC's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for GRAIL, LLC's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average GRAIL, LLC's news discussions. The higher the estimated score, the more favorable is the investor's outlook on GRAIL, LLC.
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 GRAIL, LLC 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, GRAIL, LLC's short interest history, or implied volatility extrapolated from GRAIL, LLC options trading.
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Additional Information and Resources on Investing in GRAIL, Stock
When determining whether GRAIL, LLC is a strong investment it is important to analyze GRAIL, LLC's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact GRAIL, LLC's future performance. For an informed investment choice regarding GRAIL, Stock, refer to the following important reports:Check out GRAIL, LLC Backtesting, GRAIL, LLC Valuation, GRAIL, LLC Correlation, GRAIL, LLC Hype Analysis, GRAIL, LLC Volatility, GRAIL, LLC History and analyze GRAIL, LLC Performance. For more information on how to buy GRAIL, Stock please use our How to buy in GRAIL, Stock guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
GRAIL, LLC 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.