Gcm Grosvenor Stock Alpha and Beta Analysis
| GCMGW Stock | USD 1.63 0.37 29.37% |
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 3.12 | Alpha 1.13 | Risk 10.16 | Sharpe Ratio 0.0949 | Expected Return 0.96 |
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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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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 | 1.13 | β | 3.12 |
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 Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 1.64 with a coefficient of variation of 30.15. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 1.77, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | GCM Grosvenor raised to Overweight at Piper on discounted valuation - Seeking Alpha | 12/23/2024 |
2 | GCM Grosvenor to Report Q4 2024 Financial Results on February 10 - StockTitan | 01/27/2025 |
3 | Disposition of 25000 shares by Bentley Pamela L of GCM Grosvenor at 8.8723 subject to Rule 16b-3 | 01/30/2025 |
4 | GCM Grosvenor Inc. Reports Strong 2024 Earnings - TipRanks | 02/10/2025 |
5 | GCM Grosvenor Has Affirmed Its Dividend Of 0.11 - Simply Wall St | 02/13/2025 |
6 | Disposition of 2300 shares by Sullivan Kathleen Patricia of GCM Grosvenor at 7.6573 subject to Rule 16b-3 | 03/07/2025 |
7 | Investment Report - Stock Traders Daily | 03/10/2025 |
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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0552 | 0.0525 | 0.0374 | 0.0356 | Price To Sales Ratio | 0.75 | 0.87 | 1.07 | 1.08 |
GCM Grosvenor Investors Sentiment
The influence of GCM Grosvenor's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in GCM. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to GCM Grosvenor's public news can be used to forecast risks associated with an investment in GCM. The trend in average sentiment can be used to explain how an investor holding GCM can time the market purely based on public headlines and social activities around GCM Grosvenor. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
GCM Grosvenor's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for GCM Grosvenor's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average GCM Grosvenor's news discussions. The higher the estimated score, the more favorable is the investor's outlook on GCM Grosvenor.
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 GCM Grosvenor 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, GCM Grosvenor's short interest history, or implied volatility extrapolated from GCM Grosvenor options trading.
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Additional Tools for GCM Stock Analysis
When running GCM Grosvenor's price analysis, check to measure GCM Grosvenor'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 GCM Grosvenor is operating at the current time. Most of GCM Grosvenor's value examination focuses on studying past and present price action to predict the probability of GCM Grosvenor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GCM Grosvenor's price. Additionally, you may evaluate how the addition of GCM Grosvenor to your portfolios can decrease your overall portfolio volatility.