Cgi Inc Stock Alpha and Beta Analysis
| GIB Stock | USD 102.97 2.45 2.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CGI Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in CGI over a specified time horizon. Remember, high CGI'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 CGI's market risk premium analysis include:
Beta 0.59 | Alpha (0.1) | Risk 1.48 | Sharpe Ratio (0.07) | Expected Return (0.10) |
CGI 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.
CGI |
CGI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CGI market risk premium is the additional return an investor will receive from holding CGI 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 CGI. 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 CGI's performance over market.| α | -0.1 | β | 0.59 |
CGI 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 CGI's Buy-and-hold return. Our buy-and-hold chart shows how CGI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CGI Market Price Analysis
Market price analysis indicators help investors to evaluate how CGI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CGI shares will generate the highest return on investment. By understating and applying CGI stock market price indicators, traders can identify CGI position entry and exit signals to maximize returns.
CGI Return and Market Media
The median price of CGI for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 110.48 with a coefficient of variation of 4.79. The daily time series for the period is distributed with a sample standard deviation of 5.35, arithmetic mean of 111.61, and mean deviation of 4.3. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | CGI Group stock keeps Outperform rating on positive organic growth - Investing.com | 01/06/2025 |
2 | CGI enters into an agreement for the acquisition of BJSS, a leading UK technology and engineering consultancy | 01/29/2025 |
3 | CGI Reaches New 12-Month High - Whats Next - MarketBeat | 01/31/2025 |
4 | UBS Group Predicts Significant Price Increase for CGI Stock | 02/05/2025 |
5 | City of Springfield, Illinois partners with CGI to upgrade financial and personnel IT systems with CGI Advantage enterprise resource planning | 02/06/2025 |
6 | CGI Inc. Position Increased by Lester Murray Antman dba SimplyRich | 02/12/2025 |
7 | What Makes CGI Inc. Stand Out in the Technology Sector | 02/19/2025 |
8 | CGI Inc Achieves Select Partner Status with Databricks | 02/21/2025 |
9 | CGI completes acquisition of UK-based BJSS, deepening its presence across key commercial industries and public sector | 02/25/2025 |
10 | CGI Inc Trading Down 5.42 percent on Feb 28 | 02/28/2025 |
11 | CGI Inc Achieves Sustainable IT Label Level 2 Certification | 03/06/2025 |
12 | Callan Family Office LLC Sells 1,010 Shares of CGI Inc. | 03/11/2025 |
13 | CGI announces pricing of US650M of 5-year notes | 03/12/2025 |
About CGI 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 CGI or other stocks. Alpha measures the amount that position in CGI 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.
| 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 36.54 | 65.4 | 75.21 | PTB Ratio | 3.77 | 3.76 | 3.39 |
CGI Upcoming Company Events
As portrayed in its financial statements, the presentation of CGI's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CGI's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CGI's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CGI. Please utilize our Beneish M Score to check the likelihood of CGI's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out CGI Backtesting, CGI Valuation, CGI Correlation, CGI Hype Analysis, CGI Volatility, CGI History and analyze CGI Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
CGI 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.