Generac Holdings Stock Alpha and Beta Analysis

GNRC Stock  USD 130.41  2.67  2.09%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Generac Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Generac Holdings over a specified time horizon. Remember, high Generac Holdings' 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 Generac Holdings' market risk premium analysis include:
Beta
0.53
Alpha
(0.43)
Risk
2.06
Sharpe Ratio
(0.19)
Expected Return
(0.39)
Please note that although Generac Holdings 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 Jones Industrial index.) So in this particular case, Generac Holdings did 0.43  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 Generac Holdings stock's relative risk over its benchmark. Generac Holdings has a beta of 0.53  . As returns on the market increase, Generac Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Generac Holdings is expected to be smaller as well. At present, Generac Holdings' Tangible Book Value Per Share is projected to increase significantly based on the last few years of reporting. The current year's Enterprise Value is expected to grow to about 11 B, whereas Enterprise Value Over EBITDA is forecasted to decline to 10.12.

Enterprise Value

10.95 Billion

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.
  
Check out Generac Holdings Backtesting, Generac Holdings Valuation, Generac Holdings Correlation, Generac Holdings Hype Analysis, Generac Holdings Volatility, Generac Holdings History and analyze Generac Holdings Performance.
For information on how to trade Generac Stock refer to our How to Trade Generac Stock guide.

Generac Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Generac Holdings market risk premium is the additional return an investor will receive from holding Generac Holdings 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 Generac Holdings. 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 Generac Holdings' performance over market.
α-0.43   β0.53

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

Generac Holdings Market Price Analysis

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

Generac Holdings Return and Market Media

The median price of Generac Holdings for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 154.7 with a coefficient of variation of 8.71. The daily time series for the period is distributed with a sample standard deviation of 13.17, arithmetic mean of 151.14, and mean deviation of 11.01. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Patrick Forsythe of 18490 shares of Generac Holdings at 43.88 subject to Rule 16b-3
12/27/2024
2
Disposition of 5000 shares by Aaron Jagdfeld of Generac Holdings at 157.5 subject to Rule 16b-3
01/02/2025
3
Generac Holdings Inc Unveils Most Powerful Air-Cooled Home Standby Generator
01/21/2025
4
Disposition of 5000 shares by Aaron Jagdfeld of Generac Holdings at 145.15 subject to Rule 16b-3
02/03/2025
5
Strong Residential Demand and Future Catalysts Drive Buy Rating for Generac Holdings - TipRanks
02/06/2025
6
Generac CEO bullish on future of energy-efficiency products regardless of Trump policies
02/12/2025
7
Peregrine Capital Management LLC Sells 5,221 Shares of Generac Holdings Inc.
02/18/2025
8
Handelsbanken Fonder AB Sells 100 Shares of Generac Holdings Inc.
02/25/2025
9
Acquisition by Rajendra Kanuru of 3465 shares of Generac Holdings at 135.79 subject to Rule 16b-3
02/28/2025
10
ecobees Smart Thermostat Essential is Designed for Comfort and Serious Savings
03/03/2025
11
Acquisition by Norman Taffe of 1842 shares of Generac Holdings subject to Rule 16b-3
03/04/2025
12
Brokerages Set Generac Holdings Inc. Price Target at 174.00
03/05/2025
13
Disposition of 950 shares by Aaron Jagdfeld of Generac Holdings at 135.79 subject to Rule 16b-3
03/06/2025
14
Generac Holdings Inc.s Fundamentals Look Pretty Strong Could The Market Be Wrong About The Stock
03/07/2025
15
Miller Financial Services LLC Purchases New Position in Generac Holdings Inc.
03/11/2025

About Generac Holdings 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 Generac or other stocks. Alpha measures the amount that position in Generac Holdings 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.
 2023 2024 2025 (projected)
Dividend Yield3.0E-53.4E-53.2E-5
Price To Sales Ratio1.972.151.63

Generac Holdings Upcoming Company Events

As portrayed in its financial statements, the presentation of Generac Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Generac Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Generac Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Generac Holdings. Please utilize our Beneish M Score to check the likelihood of Generac Holdings' management manipulating its earnings.
21st of February 2024
Upcoming Quarterly Report
View
1st of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
21st of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

Build Portfolio with Generac Holdings

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.

Build Diversified Portfolios

Align your risk with return expectations

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
When determining whether Generac Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Generac Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Generac Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Generac Holdings Stock:
Check out Generac Holdings Backtesting, Generac Holdings Valuation, Generac Holdings Correlation, Generac Holdings Hype Analysis, Generac Holdings Volatility, Generac Holdings History and analyze Generac Holdings Performance.
For information on how to trade Generac Stock refer to our How to Trade Generac Stock guide.
You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Generac Holdings 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 Generac Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Generac Holdings 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...