Bank of Georgia Group PLC (UK) Alpha and Beta Analysis

BGEO Stock   5,330  40.00  0.76%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Georgia. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Georgia Group PLC over a specified time horizon. Remember, high Bank of Georgia Group PLC'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 Bank of Georgia Group PLC's market risk premium analysis include:
Beta
0.11
Alpha
0.0959
Risk
1.8
Sharpe Ratio
0.12
Expected Return
0.22
Please note that although Bank of Georgia Group PLC 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, Bank of Georgia Group PLC did 0.1  better 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 Bank of Georgia stock's relative risk over its benchmark. Bank of Georgia Group PLC has a beta of 0.11  . As returns on the market increase, Bank of Georgia Group PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bank of Georgia Group PLC is expected to be smaller as well. .
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 Bank of Georgia Group PLC Backtesting, Bank of Georgia Group PLC Valuation, Bank of Georgia Group PLC Correlation, Bank of Georgia Group PLC Hype Analysis, Bank of Georgia Group PLC Volatility, Bank of Georgia Group PLC History and analyze Bank of Georgia Group PLC Performance.

Bank of Georgia Group PLC Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Georgia Group PLC market risk premium is the additional return an investor will receive from holding Bank of Georgia Group PLC 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 Bank of Georgia Group PLC. 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 Bank of Georgia Group PLC's performance over market.
α0.1   β0.11

Bank of Georgia Group PLC 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 Bank of Georgia Group PLC's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Georgia Group PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Bank of Georgia Group PLC Market Price Analysis

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

Bank of Georgia Group PLC Return and Market Media

The median price of Bank of Georgia Group PLC for the period between Tue, Dec 3, 2024 and Mon, Mar 3, 2025 is 4680.0 with a coefficient of variation of 5.79. The daily time series for the period is distributed with a sample standard deviation of 277.21, arithmetic mean of 4790.68, and mean deviation of 224.89. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Bank of Georgia Repurchases Shares in Buyback Program - TipRanks
12/05/2024
2
Bank of Georgia Group Announces Share Buyback - TipRanks
12/09/2024
3
Bank of Georgia Group PLC Announces Share Sale by Deputy CEO - TipRanks
12/19/2024
4
Transaction in Own Shares - 175637 07 Jan 2025 - BGEO News article - London Stock Exchange
01/07/2025
5
Bank of Georgia Group PLC Continues Share Buyback Program - TipRanks
01/13/2025
6
HSBC vs NatWest Which stock should you be banking on in 2025 - The Armchair Trader
02/04/2025
7
Bank of Georgia Group Hits New 52-Week High - Whats Next - MarketBeat
02/24/2025

About Bank of Georgia Group PLC 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 Bank or other stocks. Alpha measures the amount that position in Bank of Georgia Group PLC 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 Bank of Georgia Group PLC 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, Bank of Georgia Group PLC's short interest history, or implied volatility extrapolated from Bank of Georgia Group PLC options trading.

Build Portfolio with Bank of Georgia Group PLC

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

Additional Tools for Bank Stock Analysis

When running Bank of Georgia Group PLC's price analysis, check to measure Bank of Georgia Group PLC'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 Bank of Georgia Group PLC is operating at the current time. Most of Bank of Georgia Group PLC's value examination focuses on studying past and present price action to predict the probability of Bank of Georgia Group PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of Georgia Group PLC's price. Additionally, you may evaluate how the addition of Bank of Georgia Group PLC to your portfolios can decrease your overall portfolio volatility.