Gaming Leisure Properties Stock Alpha and Beta Analysis
| GLPI Stock | USD 49.78 1.13 2.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gaming Leisure Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gaming Leisure over a specified time horizon. Remember, high Gaming Leisure'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 Gaming Leisure's market risk premium analysis include:
Beta 0.22 | Alpha 0.0725 | Risk 1.23 | Sharpe Ratio 0.048 | Expected Return 0.059 |
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.
Gaming |
Gaming Leisure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gaming Leisure market risk premium is the additional return an investor will receive from holding Gaming Leisure 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 Gaming Leisure. 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 Gaming Leisure's performance over market.| α | 0.07 | β | 0.22 |
Gaming Leisure 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 Gaming Leisure's Buy-and-hold return. Our buy-and-hold chart shows how Gaming Leisure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gaming Leisure Market Price Analysis
Market price analysis indicators help investors to evaluate how Gaming Leisure stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gaming Leisure shares will generate the highest return on investment. By understating and applying Gaming Leisure stock market price indicators, traders can identify Gaming Leisure position entry and exit signals to maximize returns.
Gaming Leisure Return and Market Media
The median price of Gaming Leisure for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 48.01 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 1.19, arithmetic mean of 47.92, and mean deviation of 0.98. The Stock did not receive any noticable media coverage during the period.About Gaming Leisure 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 Gaming or other stocks. Alpha measures the amount that position in Gaming Leisure Properties 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.
Gaming Leisure Upcoming Company Events
As portrayed in its financial statements, the presentation of Gaming Leisure's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gaming Leisure's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gaming Leisure's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gaming Leisure. Please utilize our Beneish M Score to check the likelihood of Gaming Leisure's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Gaming Leisure Backtesting, Gaming Leisure Valuation, Gaming Leisure Correlation, Gaming Leisure Hype Analysis, Gaming Leisure Volatility, Gaming Leisure History and analyze Gaming Leisure Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Gaming Leisure 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.