Genesis Energy (Australia) Alpha and Beta Analysis
| GNE Stock | 1.99 0.03 1.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genesis Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genesis Energy over a specified time horizon. Remember, high Genesis Energy'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 Genesis Energy's market risk premium analysis include:
Beta (0.23) | Alpha 0.0738 | Risk 1.86 | Sharpe Ratio 0.0632 | Expected Return 0.12 |
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.
Genesis |
Genesis Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genesis Energy market risk premium is the additional return an investor will receive from holding Genesis Energy 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 Genesis Energy. 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 Genesis Energy's performance over market.| α | 0.07 | β | -0.23 |
Genesis Energy 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 Genesis Energy's Buy-and-hold return. Our buy-and-hold chart shows how Genesis Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genesis Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Genesis Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genesis Energy shares will generate the highest return on investment. By understating and applying Genesis Energy stock market price indicators, traders can identify Genesis Energy position entry and exit signals to maximize returns.
Genesis Energy Return and Market Media
The median price of Genesis Energy for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 1.97 with a coefficient of variation of 3.29. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 1.97, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Genesis Energy A Risky Investment - Simply Wall St | 11/20/2024 |
2 | BNP Paribas Financial Markets Sells 50,441 Shares of Genesis Energy, L.P. - MarketBeat | 12/06/2024 |
3 | Genesis Energy stock hits 52-week low at 10.01 amid market challenges - Investing.com | 12/19/2024 |
4 | Genesis Energy Limiteds stock price dropped 4.8 percent last week state or government would not be happy - Simply Wall St | 01/13/2025 |
About Genesis Energy 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 Genesis or other stocks. Alpha measures the amount that position in Genesis Energy 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 Genesis Energy 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, Genesis Energy's short interest history, or implied volatility extrapolated from Genesis Energy options trading.
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Additional Tools for Genesis Stock Analysis
When running Genesis Energy's price analysis, check to measure Genesis Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Genesis Energy is operating at the current time. Most of Genesis Energy's value examination focuses on studying past and present price action to predict the probability of Genesis Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genesis Energy's price. Additionally, you may evaluate how the addition of Genesis Energy to your portfolios can decrease your overall portfolio volatility.