Gcm Grosvenor Stock Alpha and Beta Analysis
| GCMG Stock | USD 12.39 0.06 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GCM Grosvenor. It also helps investors analyze the systematic and unsystematic risks associated with investing in GCM Grosvenor over a specified time horizon. Remember, high GCM Grosvenor'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 GCM Grosvenor's market risk premium analysis include:
Beta 0.56 | Alpha 0.15 | Risk 1.46 | Sharpe Ratio 0.17 | 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.
GCM |
GCM Grosvenor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GCM Grosvenor market risk premium is the additional return an investor will receive from holding GCM Grosvenor 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 GCM Grosvenor. 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 GCM Grosvenor's performance over market.| α | 0.15 | β | 0.56 |
GCM Grosvenor 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 GCM Grosvenor's Buy-and-hold return. Our buy-and-hold chart shows how GCM Grosvenor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GCM Grosvenor Market Price Analysis
Market price analysis indicators help investors to evaluate how GCM Grosvenor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GCM Grosvenor shares will generate the highest return on investment. By understating and applying GCM Grosvenor stock market price indicators, traders can identify GCM Grosvenor position entry and exit signals to maximize returns.
GCM Grosvenor Return and Market Media
The median price of GCM Grosvenor for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 11.47 with a coefficient of variation of 4.18. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 11.45, and mean deviation of 0.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Sullivan Kathleen Patricia of GCM Grosvenor at 10.727 subject to Rule 16b-3 | 09/09/2024 |
2 | TD Cowen maintains price target on GCM Grosvenor shares - Investing.com | 09/12/2024 |
| GCM Grosvenor dividend paid on 17th of September 2024 | 09/17/2024 |
3 | Acquisition by Blanton Angela of 5190 shares of GCM Grosvenor subject to Rule 16b-3 | 09/30/2024 |
4 | Acquisition by Bentley Pamela L of 37792 shares of GCM Grosvenor subject to Rule 16b-3 | 10/01/2024 |
5 | Disposition of 72525 shares by Jonathan Levin of GCM Grosvenor at 10.89 subject to Rule 16b-3 | 10/10/2024 |
6 | Acquisition by Malkin Stephen of 4417 shares of GCM Grosvenor subject to Rule 16b-3 | 10/11/2024 |
7 | GCM Grosvenor Inc Shares Up 4.58 percent on Oct 16 | 10/16/2024 |
8 | GCM Grosvenor Sets New 52-Week High After Analyst Upgrade | 10/22/2024 |
9 | GCM Grosvenors investors will be pleased with their respectable 42 percent return over the last year | 11/05/2024 |
10 | GCM Grosvenor Inc Q3 2024 Earnings Report Preview What To Look For | 11/07/2024 |
11 | GCM Grosvenor Reports Third Quarter 2024 Earnings Results, with Year-to-Date Fundraising Increasing 34, and Year-to-Date GAAP Net Income, Fee-Related Earnings a... | 11/08/2024 |
12 | Piper Sandler ups GCM Grosvenor shares target, cites confidence in 4Q fundraising | 11/12/2024 |
13 | AGT Food and Ingredients Inc. Announces Sale of Shortline Rail and Bulk Handling ... | 11/20/2024 |
About GCM Grosvenor 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 GCM or other stocks. Alpha measures the amount that position in GCM Grosvenor 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 | 0.0316 | 0.0552 | 0.0525 | 0.0499 | Price To Sales Ratio | 0.86 | 0.75 | 0.87 | 1.07 |
GCM Grosvenor Upcoming Company Events
As portrayed in its financial statements, the presentation of GCM Grosvenor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GCM Grosvenor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GCM Grosvenor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GCM Grosvenor. Please utilize our Beneish M Score to check the likelihood of GCM Grosvenor's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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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Check out GCM Grosvenor Backtesting, GCM Grosvenor Valuation, GCM Grosvenor Correlation, GCM Grosvenor Hype Analysis, GCM Grosvenor Volatility, GCM Grosvenor History and analyze GCM Grosvenor Performance. For more detail on how to invest in GCM Stock please use our How to Invest in GCM Grosvenor guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
GCM Grosvenor 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.