Graphic Packaging Holding Stock Alpha and Beta Analysis
| GPK Stock | USD 30.01 0.40 1.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graphic Packaging Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graphic Packaging over a specified time horizon. Remember, high Graphic Packaging'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 Graphic Packaging's market risk premium analysis include:
Beta 1.09 | Alpha (0.10) | Risk 1.52 | Sharpe Ratio 0.0138 | Expected Return 0.0209 |
Graphic Packaging Quarterly Cash And Equivalents |
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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.
Graphic |
Graphic Packaging Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graphic Packaging market risk premium is the additional return an investor will receive from holding Graphic Packaging 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 Graphic Packaging. 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 Graphic Packaging's performance over market.| α | -0.1 | β | 1.09 |
Graphic Packaging 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 Graphic Packaging's Buy-and-hold return. Our buy-and-hold chart shows how Graphic Packaging performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graphic Packaging Market Price Analysis
Market price analysis indicators help investors to evaluate how Graphic Packaging stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graphic Packaging shares will generate the highest return on investment. By understating and applying Graphic Packaging stock market price indicators, traders can identify Graphic Packaging position entry and exit signals to maximize returns.
Graphic Packaging Return and Market Media
The median price of Graphic Packaging for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 29.22 with a coefficient of variation of 2.12. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 29.2, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 12914 shares by Stephen Scherger of Graphic Packaging at 26.4 subject to Rule 16b-3 | 10/11/2024 |
2 | Karat Packaging Inc Q3 2024 Earnings Call Highlights Strong Sales Growth and Ecofriendly ... | 11/08/2024 |
3 | Graphic Packaging Holding declares 0.10 dividend | 11/14/2024 |
4 | Graphic Packaging Holding Has Announced A Dividend Of 0.10 | 11/18/2024 |
5 | Quest Partners LLC Increases Stake in Packaging Co. of America | 11/19/2024 |
6 | Global Self-Adhesive Films Market to Surpass USD 99.8 Billion by 2031, Driven by Growing Demand for Versatile Packaging Solutions Future Market Insights, Inc. | 11/20/2024 |
7 | Avery Dennisons Steady Performance in Q3 Amid Eco-Friendly Packaging Trends | 11/21/2024 |
8 | Packaging Co. of America Sets New 1-Year High Whats Next | 11/22/2024 |
9 | ProAmpacs Fiber-Based HandRap Packaging Earns Top Honors at UK Packaging Awards | 11/25/2024 |
10 | Top Research Reports for Abbott, BlackRock ConocoPhillips | 11/27/2024 |
About Graphic Packaging 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 Graphic or other stocks. Alpha measures the amount that position in Graphic Packaging Holding 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0159 | 0.0134 | 0.0307 | Price To Sales Ratio | 0.81 | 0.73 | 0.42 |
Graphic Packaging Upcoming Company Events
As portrayed in its financial statements, the presentation of Graphic Packaging's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Graphic Packaging's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Graphic Packaging's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Graphic Packaging. Please utilize our Beneish M Score to check the likelihood of Graphic Packaging's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th 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 Graphic Packaging
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 Graphic Packaging Backtesting, Graphic Packaging Valuation, Graphic Packaging Correlation, Graphic Packaging Hype Analysis, Graphic Packaging Volatility, Graphic Packaging History and analyze Graphic Packaging Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Graphic Packaging 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.