Graco Inc Stock Alpha and Beta Analysis
| GGG Stock | USD 83.89 1.15 1.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graco Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graco over a specified time horizon. Remember, high Graco'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 Graco's market risk premium analysis include:
Beta 0.84 | Alpha 0.009736 | Risk 1.26 | Sharpe Ratio (0.04) | Expected Return (0.06) |
Graco Quarterly Cash And Equivalents |
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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.
Graco |
Graco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graco market risk premium is the additional return an investor will receive from holding Graco 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 Graco. 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 Graco's performance over market.| α | 0.01 | β | 0.84 |
Graco 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 Graco's Buy-and-hold return. Our buy-and-hold chart shows how Graco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graco Market Price Analysis
Market price analysis indicators help investors to evaluate how Graco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graco shares will generate the highest return on investment. By understating and applying Graco stock market price indicators, traders can identify Graco position entry and exit signals to maximize returns.
Graco Return and Market Media
The median price of Graco for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 85.14 with a coefficient of variation of 2.41. The daily time series for the period is distributed with a sample standard deviation of 2.05, arithmetic mean of 85.21, and mean deviation of 1.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Anfang Heather L of 296 shares of Graco subject to Rule 16b-3 | 12/31/2024 |
2 | Graco Issues Earnings Results, Misses Estimates By 0.13 EPS | 01/27/2025 |
3 | Graco Inc Q4 2024 Earnings Call Highlights Navigating Challenges with Strategic ... | 01/31/2025 |
| Graco dividend paid on 5th of February 2025 | 02/05/2025 |
4 | Returns On Capital Signal Tricky Times Ahead For Graco | 02/12/2025 |
5 | Acquisition by Caroline Chambers of 12000 shares of Graco at 24.7934 subject to Rule 16b-3 | 02/14/2025 |
6 | Principal Financial Group Inc. Buys 337,437 Shares of Graco Inc. | 02/18/2025 |
7 | Graco Inc. Shares Sold by State of New Jersey Common Pension Fund D | 02/20/2025 |
8 | Fjarde AP Fonden Fourth Swedish National Pension Fund Has 7.58 Million Holdings in Graco Inc. | 02/25/2025 |
9 | Graco Up 4.1 percent Since Last Earnings Report Can It Continue | 02/26/2025 |
10 | Baby bargain Snag a 19 Kasa Security Camera on Amazon for a limited time | 03/03/2025 |
11 | Proficio Capital Partners LLC Takes 3.89 Million Position in Graco Inc. - MarketBeat | 03/05/2025 |
12 | Investors in Graco have seen stellar returns of 114 percent over the past five years | 03/07/2025 |
13 | PNC Financial Services Group Inc. Acquires 133 Shares of Graco Inc. | 03/13/2025 |
About Graco 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 Graco or other stocks. Alpha measures the amount that position in Graco Inc 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.
| 2015 | 2020 | 2021 | 2025 (projected) | Dividend Yield | 0.00959 | 0.0119 | 0.009294 | 0.00883 | Price To Sales Ratio | 7.39 | 6.86 | 6.88 | 7.22 |
Graco Upcoming Company Events
As portrayed in its financial statements, the presentation of Graco's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Graco's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Graco's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Graco. Please utilize our Beneish M Score to check the likelihood of Graco's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 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 Graco
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 Graco Backtesting, Graco Valuation, Graco Correlation, Graco Hype Analysis, Graco Volatility, Graco History and analyze Graco Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Graco 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.