Great Elm Capital Stock Alpha and Beta Analysis

GECCO Stock  USD 24.55  0.03  0.12%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Great Elm Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Great Elm over a specified time horizon. Remember, high Great Elm'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 Great Elm's market risk premium analysis include:
Beta
(0.13)
Alpha
0.0283
Risk
0.41
Sharpe Ratio
0.0686
Expected Return
0.0285
Please note that although Great Elm 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, Great Elm did 0.03  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 Great Elm Capital stock's relative risk over its benchmark. Great Elm Capital has a beta of 0.13  . As returns on the market increase, returns on owning Great Elm are expected to decrease at a much lower rate. During the bear market, Great Elm is likely to outperform the market. At this time, Great Elm's Price Book Value Ratio is very stable compared to the past year. As of the 14th of December 2024, Price Fair Value is likely to grow to 2.00, while Book Value Per Share is likely to drop 12.34.

Enterprise Value

343.3 Million

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 Great Elm Backtesting, Great Elm Valuation, Great Elm Correlation, Great Elm Hype Analysis, Great Elm Volatility, Great Elm History and analyze Great Elm Performance.

Great Elm Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Great Elm market risk premium is the additional return an investor will receive from holding Great Elm 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 Great Elm. 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 Great Elm's performance over market.
α0.03   β-0.13

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

Great Elm Market Price Analysis

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

Great Elm Return and Market Media

The median price of Great Elm for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 24.44 with a coefficient of variation of 0.58. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 24.39, and mean deviation of 0.11. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Disposition of 26360 shares by Great Elm Group, Inc. of Great Elm at 9.31 subject to Rule 16b-3
09/25/2024
 
Great Elm dividend paid on 30th of September 2024
09/30/2024
2
Great Elm Capital Corp. Raises 13.2 Million of Equity at Net Asset Value - GlobeNewswire
12/12/2024

About Great Elm 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 Great or other stocks. Alpha measures the amount that position in Great Elm Capital 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 Great Elm 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, Great Elm's short interest history, or implied volatility extrapolated from Great Elm options trading.

Build Portfolio with Great Elm

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 Great Elm Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Great Elm's 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 Great Elm Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Great Elm Capital Stock:
Check out Great Elm Backtesting, Great Elm Valuation, Great Elm Correlation, Great Elm Hype Analysis, Great Elm Volatility, Great Elm History and analyze Great Elm Performance.
You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Great Elm 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 Great Elm technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Great Elm 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...