Glaukos Corp Stock Alpha and Beta Analysis
| GKOS Stock | USD 120.51 3.73 3.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Glaukos Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Glaukos Corp over a specified time horizon. Remember, high Glaukos Corp'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 Glaukos Corp's market risk premium analysis include:
Beta 0.89 | Alpha (0.15) | Risk 3.41 | Sharpe Ratio (0.07) | Expected Return (0.24) |
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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.
Glaukos |
Glaukos Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Glaukos Corp market risk premium is the additional return an investor will receive from holding Glaukos Corp 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 Glaukos Corp. 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 Glaukos Corp's performance over market.| α | -0.15 | β | 0.89 |
Glaukos Corp 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 Glaukos Corp's Buy-and-hold return. Our buy-and-hold chart shows how Glaukos Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Glaukos Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Glaukos Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Glaukos Corp shares will generate the highest return on investment. By understating and applying Glaukos Corp stock market price indicators, traders can identify Glaukos Corp position entry and exit signals to maximize returns.
Glaukos Corp Return and Market Media
The median price of Glaukos Corp for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 149.77 with a coefficient of variation of 6.14. The daily time series for the period is distributed with a sample standard deviation of 9.1, arithmetic mean of 148.09, and mean deviation of 7.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Glaukos Corp to Participate in J.P. Morgan Healthcare Conference | 12/17/2024 |
2 | Acquisition by Alex Thurman of 3660 shares of Glaukos Corp at 55.18 subject to Rule 16b-3 | 12/30/2024 |
3 | Disposition of 4059 shares by Thomas Burns of Glaukos Corp at 138.93 subject to Rule 16b-3 | 01/02/2025 |
4 | Glaukos Reaches 52-Week High Whats Driving the Stocks Rally | 01/07/2025 |
5 | Disposition of 529 shares by Thomas Burns of Glaukos Corp at 92.69 subject to Rule 16b-3 | 01/10/2025 |
6 | Disposition of 529 shares by Thomas Burns of Glaukos Corp at 93.57 subject to Rule 16b-3 | 01/17/2025 |
7 | Glaukos Earns Overweight Rating from Piper Sandler - MarketBeat | 01/27/2025 |
8 | Acquisition by Aimee Weisner of 25000 shares of Glaukos Corp at 32.0 subject to Rule 16b-3 | 02/07/2025 |
9 | Glaukos Corp Trading 2.76 percent Higher on Feb 14 | 02/14/2025 |
10 | Glaukos Q4 2024 Earnings Preview | 02/19/2025 |
11 | Glaukos Announces Fourth Quarter and Full Year 2024 Financial Results | 02/20/2025 |
12 | GKOS Stock Falls Despite Q4 Earnings Revenue Beat, Margins Decline | 02/21/2025 |
13 | Glaukos Full Year 2024 Earnings Revenues Beat Expectations, EPS Lags | 02/25/2025 |
About Glaukos Corp 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 Glaukos or other stocks. Alpha measures the amount that position in Glaukos Corp 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 | 2025 (projected) | Payables Turnover | 4.79 | 5.62 | 7.22 | 4.66 | Days Of Inventory On Hand | 200.23 | 202.78 | 223.9 | 148.73 |
Glaukos Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Glaukos Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Glaukos Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Glaukos Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Glaukos Corp. Please utilize our Beneish M Score to check the likelihood of Glaukos Corp's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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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Additional Tools for Glaukos Stock Analysis
When running Glaukos Corp's price analysis, check to measure Glaukos Corp'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 Glaukos Corp is operating at the current time. Most of Glaukos Corp's value examination focuses on studying past and present price action to predict the probability of Glaukos Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Glaukos Corp's price. Additionally, you may evaluate how the addition of Glaukos Corp to your portfolios can decrease your overall portfolio volatility.