Global Indemnity Plc Stock Alpha and Beta Analysis
| GBLI Stock | USD 36.37 0.38 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Indemnity PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Indemnity over a specified time horizon. Remember, high Global Indemnity'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 Global Indemnity's market risk premium analysis include:
Beta 0.36 | Alpha 0.17 | Risk 125.8 | Sharpe Ratio 0.11 | Expected Return 14.28 |
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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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Global Indemnity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Indemnity market risk premium is the additional return an investor will receive from holding Global Indemnity 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 Global Indemnity. 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 Global Indemnity's performance over market.| α | 0.17 | β | 0.36 |
Global Indemnity 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 Global Indemnity's Buy-and-hold return. Our buy-and-hold chart shows how Global Indemnity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Indemnity Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Indemnity stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Indemnity shares will generate the highest return on investment. By understating and applying Global Indemnity stock market price indicators, traders can identify Global Indemnity position entry and exit signals to maximize returns.
Global Indemnity Return and Market Media
The median price of Global Indemnity for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 33.98 with a coefficient of variation of 13.0. The daily time series for the period is distributed with a sample standard deviation of 4.28, arithmetic mean of 32.92, and mean deviation of 1.59. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Global Indemnity Group, LLCs largest shareholders are private equity firms with 43 percent ownership, institutions own 23 | 09/05/2024 |
2 | Acquisition by Saul Fox of 87112 shares of Global Indemnity subject to Rule 16b-3 | 09/24/2024 |
3 | Acquisition by Saul Fox of 5751 shares of Global Indemnity at 31.05 subject to Rule 16b-3 | 09/25/2024 |
4 | Acquisition by Saul Fox of 5732 shares of Global Indemnity at 31.16 subject to Rule 16b-3 | 09/30/2024 |
5 | Global Indemnity Group Research Coverage Started at StockNews.com | 10/01/2024 |
| Global Indemnity dividend paid on 7th of October 2024 | 10/07/2024 |
6 | Global Indemnity Group 2024 Third Quarter Earnings Release Conference Call | 10/08/2024 |
7 | Global Indemnity Group, LLC Reports Third Quarter 2024 Results | 11/07/2024 |
8 | Disposition of 1873 shares by Stanley Lam of Global Indemnity at 32.0 subject to Rule 16b-3 | 11/14/2024 |
9 | Acquisition by Joseph Brown of 1207 shares of Global Indemnity at 23.23 subject to Rule 16b-3 | 11/26/2024 |
About Global Indemnity 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 Global or other stocks. Alpha measures the amount that position in Global Indemnity 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.041 | 0.0439 | 0.0336 | 0.0246 | Price To Sales Ratio | 0.53 | 0.54 | 0.83 | 1.44 |
Global Indemnity Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Indemnity's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Indemnity's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Indemnity's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Indemnity. Please utilize our Beneish M Score to check the likelihood of Global Indemnity's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 Global Indemnity
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
Check out Global Indemnity Backtesting, Global Indemnity Valuation, Global Indemnity Correlation, Global Indemnity Hype Analysis, Global Indemnity Volatility, Global Indemnity History and analyze Global Indemnity Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Global Indemnity 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.