Global Partners Lp Stock Alpha and Beta Analysis
| GLPPRB Stock | 26.09 0.05 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Partners LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Partners over a specified time horizon. Remember, high Global Partners' 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 Global Partners' market risk premium analysis include:
Beta 0.0744 | Alpha 0.0316 | Risk 0.26 | Sharpe Ratio 0.16 | Expected Return 0.0416 |
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.
Global |
Global Partners Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Partners market risk premium is the additional return an investor will receive from holding Global Partners 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 Global Partners. 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 Global Partners' performance over market.| α | 0.03 | β | 0.07 |
Global Partners 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 Global Partners' Buy-and-hold return. Our buy-and-hold chart shows how Global Partners performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Partners Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Partners stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Partners shares will generate the highest return on investment. By understating and applying Global Partners stock market price indicators, traders can identify Global Partners position entry and exit signals to maximize returns.
Global Partners Return and Market Media
The median price of Global Partners for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 25.91 with a coefficient of variation of 1.11. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 25.84, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Global Partners LP Completes Acquisition of East Providence Liquid Energy Terminal - Business Wire | 11/01/2024 |
2 | Global Partners LP Q3 2024 Earnings Call Highlights Strong Financial Performance and ... - Yahoo Finance | 11/08/2024 |
| Global Partners dividend paid on 15th of November 2024 | 11/15/2024 |
3 | Global partners lp sees significant purchase by general partner - Investing.com | 11/20/2024 |
4 | Global Partners stock hits all-time high at 56.85 By Investing.com - Investing.com Nigeria | 12/05/2024 |
About Global Partners 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 Global or other stocks. Alpha measures the amount that position in Global Partners LP 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 Global Partners 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, Global Partners' short interest history, or implied volatility extrapolated from Global Partners options trading.
Build Portfolio with Global Partners
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Align your risk with return expectations
Check out Global Partners Backtesting, Global Partners Valuation, Global Partners Correlation, Global Partners Hype Analysis, Global Partners Volatility, Global Partners History and analyze Global Partners Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Global Partners 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.