Group 1 Automotive Stock Alpha and Beta Analysis
| GPI Stock | USD 466.70 7.04 1.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Group 1 Automotive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Group 1 over a specified time horizon. Remember, high Group 1'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 Group 1's market risk premium analysis include:
Beta 1.05 | Alpha 0.2 | Risk 1.37 | Sharpe Ratio 0.1 | Expected Return 0.14 |
Group 1 Quarterly Cash And Equivalents |
|
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.
Group |
Group 1 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Group 1 market risk premium is the additional return an investor will receive from holding Group 1 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 Group 1. 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 Group 1's performance over market.| α | 0.20 | β | 1.05 |
Group 1 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 Group 1's Buy-and-hold return. Our buy-and-hold chart shows how Group 1 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Group 1 Market Price Analysis
Market price analysis indicators help investors to evaluate how Group 1 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Group 1 shares will generate the highest return on investment. By understating and applying Group 1 stock market price indicators, traders can identify Group 1 position entry and exit signals to maximize returns.
Group 1 Return and Market Media
The median price of Group 1 for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 431.48 with a coefficient of variation of 4.88. The daily time series for the period is distributed with a sample standard deviation of 21.38, arithmetic mean of 438.17, and mean deviation of 18.46. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CORRECTING and REPLACING Mitsubishi Electric Automotive America Unveils Cloud-Connected FLEXConnect System Powered by QNX AWS Cloud at CES 2025 | 01/17/2025 |
2 | Acquisition by Edward McKissic of 1085 shares of Group 1 subject to Rule 16b-3 | 01/28/2025 |
3 | EQ Works Secures 1.45 Million Engagement with Leading Automotive Brand | 02/06/2025 |
4 | Acquisition by Daryl Kenningham of 7434 shares of Group 1 at 470.785 subject to Rule 16b-3 | 02/13/2025 |
5 | Powering the Future Automotive Drivetrain Technology Market to Hit 269.28 Billion by 2030 | 02/19/2025 |
6 | Rivian Automotive Q4 Earnings Snapshot | 02/20/2025 |
7 | MULN Investors Have Opportunity to Lead Mullen Automotive, Inc. ... | 02/21/2025 |
8 | Be Wary Of Shanghai Yongmaotai Automotive Technology And Its Returns On Capital | 02/24/2025 |
About Group 1 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 Group or other stocks. Alpha measures the amount that position in Group 1 Automotive 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 | 2025 (projected) | Dividend Yield | 0.006044 | 0.004503 | 0.004277 | Price To Sales Ratio | 0.23 | 0.28 | 0.29 |
Group 1 Upcoming Company Events
As portrayed in its financial statements, the presentation of Group 1's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Group 1's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Group 1's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Group 1. Please utilize our Beneish M Score to check the likelihood of Group 1'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 | |
| 31st of January 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 Group 1
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
Align your risk with return expectations
Check out Group 1 Backtesting, Group 1 Valuation, Group 1 Correlation, Group 1 Hype Analysis, Group 1 Volatility, Group 1 History and analyze Group 1 Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Group 1 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.