Genasys Stock Alpha and Beta Analysis
| GNSS Stock | USD 3.77 0.01 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genasys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genasys over a specified time horizon. Remember, high Genasys' 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 Genasys' market risk premium analysis include:
Beta 0.0936 | Alpha 0.41 | Risk 2.5 | Sharpe Ratio 0.15 | Expected Return 0.38 |
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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.
Genasys |
Genasys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genasys market risk premium is the additional return an investor will receive from holding Genasys 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 Genasys. 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 Genasys' performance over market.| α | 0.41 | β | 0.09 |
Genasys 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 Genasys' Buy-and-hold return. Our buy-and-hold chart shows how Genasys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genasys Market Price Analysis
Market price analysis indicators help investors to evaluate how Genasys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genasys shares will generate the highest return on investment. By understating and applying Genasys stock market price indicators, traders can identify Genasys position entry and exit signals to maximize returns.
Genasys Return and Market Media
The median price of Genasys for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 3.69 with a coefficient of variation of 7.68. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 3.6, and mean deviation of 0.22. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | While institutions invested in Genasys Inc. benefited from last weeks 15 percent gain, individual investors stood to gain the most | 09/17/2024 |
2 | GNSS Simulators Market to Reach 431.6 Million, Globally, by 2033 at 9.1 percent CAGR Allied Market Research | 09/27/2024 |
3 | Quectel Introduces New 5G, 4G, Wi-Fi and LoRa IoT Antennas to Complement Its Industry Leading Module Portfolio and Ease Development Process for Customers | 10/09/2024 |
4 | Genasys Inc. surges 13 individual investors who own 45 percent shares profited along with institutions | 10/10/2024 |
5 | Disposition of 71225 shares by Awm Investment Company, Inc. of Genasys at 3.6704 subject to Rule 16b-3 | 11/01/2024 |
6 | Disposition of tradable shares by Awm Investment Company, Inc. of Genasys at 3.7 subject to Rule 16b-3 | 11/04/2024 |
7 | Genasys Inc. sees 367,716 in stock sales by AWM Investment | 11/05/2024 |
8 | Los Angeles County Adds Genasys ALERT Emergency Warning and Notification to Genasys EVAC Emergency Management and Planning | 11/07/2024 |
9 | Quectel acclre le positionnement haute prcision grce son module GNSS quadribande avec antenne et services de correction RTK | 11/11/2024 |
10 | BrightView Holdings Q4 Earnings Miss Estimates | 11/13/2024 |
11 | BJs Wholesale Club Q3 Earnings Top Estimates | 11/21/2024 |
About Genasys 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 Genasys or other stocks. Alpha measures the amount that position in Genasys 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0144 | 0.0128 | Price To Sales Ratio | 1.82 | 1.73 |
Genasys Upcoming Company Events
As portrayed in its financial statements, the presentation of Genasys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genasys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genasys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genasys. Please utilize our Beneish M Score to check the likelihood of Genasys' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of December 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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Additional Tools for Genasys Stock Analysis
When running Genasys' price analysis, check to measure Genasys' 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 Genasys is operating at the current time. Most of Genasys' value examination focuses on studying past and present price action to predict the probability of Genasys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genasys' price. Additionally, you may evaluate how the addition of Genasys to your portfolios can decrease your overall portfolio volatility.