Grand Stock Alpha and Beta Analysis

LOPE -  USA Stock  

USD 74.31  2.82  3.66%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grand Canyon Educati. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grand Canyon over a specified time horizon. Remember, high Grand Canyon'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.
Additionally, see Grand Canyon Backtesting, Grand Canyon Valuation, Grand Canyon Correlation, Grand Canyon Hype Analysis, Grand Canyon Volatility, Grand Canyon History and analyze Grand Canyon Performance.

Grand Beta 

 
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Please note that although Grand Canyon 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, Grand Canyon did 0.22  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 Grand Canyon Educati stock's relative risk over its benchmark. Grand Canyon Educati has a beta of 0.79  . Let's try to break down what Grand's beta means in this case. As returns on the market increase, Grand Canyon returns are expected to increase less than the market. However, during the bear market, the loss on holding Grand Canyon will be expected to be smaller as well.
Grand Canyon Enterprise Value over EBITDA is projected to slightly grow based on the last few years of reporting. The past year's Enterprise Value over EBITDA was at 11.91. The current year Price to Book Value is expected to grow to 3.26, whereas Tangible Assets Book Value per Share are forecasted to decline to 27.90.
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.

Grand Canyon Quarterly Book Value per Share

31.683Share

Grand Canyon Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grand Canyon market risk premium is the additional return an investor will receive from holding Grand Canyon 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 Grand Canyon. 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 Grand Canyon's performance over market.
α-0.22   β0.79
90 days against DJI

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

Grand Canyon Market Price Analysis

Market price analysis indicators help investors to evaluate how Grand Canyon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grand Canyon shares will generate the highest return on investment. By understating and applying Grand Canyon stock market price indicators, traders can identify Grand Canyon position entry and exit signals to maximize returns.

Grand Canyon Return and Market Media

The median price of Grand Canyon for the period between Fri, Sep 10, 2021 and Thu, Dec 9, 2021 is 86.09 with a coefficient of variation of 6.88. The daily time series for the period is distributed with a sample standard deviation of 5.77, arithmetic mean of 83.84, and mean deviation of 4.89. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
EPS Estimate09/30/2021
2
EPS Reported10/28/2021
3
Consumer Defensive Stocks Moving Friday KAVL, MF, CLXT, NWL,...10/29/2021
4
Termination of Agreement12/03/2021

About Grand Canyon 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 Grand Canyon Educati 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.
 2020 2021 (projected)
Long Term Debt to Equity0.04740.0486
Interest Coverage197.85170.84

Grand Canyon Upcoming Company Events

As portrayed in its financial statements, the presentation of Grand Canyon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grand Canyon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grand Canyon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grand Canyon. Please utilize our Beneish M Score to check the likelihood of Grand Canyon's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Earnings Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Earning Announcement31st of December 2020

Build Portfolio with Grand Canyon

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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Align your risk with return expectations

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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
Additionally, see Grand Canyon Backtesting, Grand Canyon Valuation, Grand Canyon Correlation, Grand Canyon Hype Analysis, Grand Canyon Volatility, Grand Canyon History and analyze Grand Canyon Performance. Note that the Grand Canyon Educati information on this page should be used as a complementary analysis to other Grand Canyon'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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

Complementary Tools for Grand Stock analysis

When running Grand Canyon Educati price analysis, check to measure Grand Canyon'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 Grand Canyon is operating at the current time. Most of Grand Canyon's value examination focuses on studying past and present price action to predict the probability of Grand Canyon's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Grand Canyon's price. Additionally, you may evaluate how the addition of Grand Canyon to your portfolios can decrease your overall portfolio volatility.
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Grand Canyon 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 Grand Canyon technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Grand Canyon 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...