Globus Medical Stock Alpha and Beta Analysis
| GMED Stock | USD 71.04 1.36 1.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Globus Medical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Globus Medical over a specified time horizon. Remember, high Globus Medical'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 Globus Medical's market risk premium analysis include:
Beta 0.15 | Alpha (0.21) | Risk 1.64 | Sharpe Ratio (0.13) | Expected Return (0.22) |
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.
Globus |
Globus Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Globus Medical market risk premium is the additional return an investor will receive from holding Globus Medical 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 Globus Medical. 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 Globus Medical's performance over market.| α | -0.21 | β | 0.15 |
Globus Medical 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 Globus Medical's Buy-and-hold return. Our buy-and-hold chart shows how Globus Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Globus Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Globus Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Globus Medical shares will generate the highest return on investment. By understating and applying Globus Medical stock market price indicators, traders can identify Globus Medical position entry and exit signals to maximize returns.
Globus Medical Return and Market Media
The median price of Globus Medical for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 83.93 with a coefficient of variation of 7.4. The daily time series for the period is distributed with a sample standard deviation of 6.22, arithmetic mean of 84.08, and mean deviation of 4.82. The Stock received a lot of media exposure during the period. Price Growth (%) |
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About Globus Medical 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 Globus or other stocks. Alpha measures the amount that position in Globus Medical 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.
Globus Medical Upcoming Company Events
As portrayed in its financial statements, the presentation of Globus Medical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Globus Medical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Globus Medical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Globus Medical. Please utilize our Beneish M Score to check the likelihood of Globus Medical's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 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 Globus Medical
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
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Check out Globus Medical Backtesting, Globus Medical Valuation, Globus Medical Correlation, Globus Medical Hype Analysis, Globus Medical Volatility, Globus Medical History and analyze Globus Medical Performance. For information on how to trade Globus Stock refer to our How to Trade Globus Stock guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Globus Medical 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.