Gaztransport (UK) Alpha and Beta Analysis
| 0QT5 Stock | 142.65 0.59 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gaztransport et Technigaz. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gaztransport over a specified time horizon. Remember, high Gaztransport'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 Gaztransport's market risk premium analysis include:
Beta (0.41) | Alpha 0.0835 | Risk 2.69 | Sharpe Ratio 0.0673 | Expected Return 0.18 |
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.
Gaztransport |
Gaztransport Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gaztransport market risk premium is the additional return an investor will receive from holding Gaztransport 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 Gaztransport. 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 Gaztransport's performance over market.| α | 0.08 | β | -0.41 |
Gaztransport 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 Gaztransport's Buy-and-hold return. Our buy-and-hold chart shows how Gaztransport performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gaztransport Market Price Analysis
Market price analysis indicators help investors to evaluate how Gaztransport stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gaztransport shares will generate the highest return on investment. By understating and applying Gaztransport stock market price indicators, traders can identify Gaztransport position entry and exit signals to maximize returns.
Gaztransport Return and Market Media
The median price of Gaztransport for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 140.9 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 7.54, arithmetic mean of 140.3, and mean deviation of 6.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | GTT Half-year liquidity contract statement - Yahoo Finance UK | 01/23/2025 |
2 | GTT Signs Strategic Agreement with COSCO for LNG Advancements - TipRanks | 02/06/2025 |
3 | GTT stock soars 14 percent on strong earnings and upbeat 2025 outlook - Investing.com Nigeria | 02/21/2025 |
4 | Gaztransport Technigazs Solid Profits Have Weak Fundamentals - Simply Wall St | 02/27/2025 |
About Gaztransport 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 Gaztransport or other stocks. Alpha measures the amount that position in Gaztransport et Technigaz 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.
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 Gaztransport 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, Gaztransport's short interest history, or implied volatility extrapolated from Gaztransport options trading.
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Additional Tools for Gaztransport Stock Analysis
When running Gaztransport's price analysis, check to measure Gaztransport'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 Gaztransport is operating at the current time. Most of Gaztransport's value examination focuses on studying past and present price action to predict the probability of Gaztransport's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gaztransport's price. Additionally, you may evaluate how the addition of Gaztransport to your portfolios can decrease your overall portfolio volatility.