Great Northern (Australia) Alpha and Beta Analysis
| GNM Stock | 0.01 0 6.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Great Northern Minerals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Great Northern over a specified time horizon. Remember, high Great Northern'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 Great Northern's market risk premium analysis include:
Beta 0.76 | Alpha 0.0845 | Risk 4.81 | Sharpe Ratio (0.02) | Expected Return (0.1) |
Great Northern Quarterly Cash And Equivalents |
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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.
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Great Northern Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Great Northern market risk premium is the additional return an investor will receive from holding Great Northern 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 Great Northern. 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 Great Northern's performance over market.| α | 0.08 | β | 0.76 |
Great Northern 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 Great Northern's Buy-and-hold return. Our buy-and-hold chart shows how Great Northern performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Great Northern Market Price Analysis
Market price analysis indicators help investors to evaluate how Great Northern stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Great Northern shares will generate the highest return on investment. By understating and applying Great Northern stock market price indicators, traders can identify Great Northern position entry and exit signals to maximize returns.
Great Northern Return and Market Media
The median price of Great Northern for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 0.014 with a coefficient of variation of 9.27. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.01, and mean deviation of 0.0. The Stock received some media coverage during the period.About Great Northern 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 Great or other stocks. Alpha measures the amount that position in Great Northern Minerals 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 Great Northern 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, Great Northern's short interest history, or implied volatility extrapolated from Great Northern options trading.
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Additional Tools for Great Stock Analysis
When running Great Northern's price analysis, check to measure Great Northern'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 Great Northern is operating at the current time. Most of Great Northern's value examination focuses on studying past and present price action to predict the probability of Great Northern's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Great Northern's price. Additionally, you may evaluate how the addition of Great Northern to your portfolios can decrease your overall portfolio volatility.