Great Southern Bancorp Stock Alpha and Beta Analysis
| GSBC Stock | USD 63.80 0.57 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Great Southern Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Great Southern over a specified time horizon. Remember, high Great Southern'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 Great Southern's market risk premium analysis include:
Beta 2.17 | Alpha (0.11) | Risk 2.55 | Sharpe Ratio 0.0688 | Expected Return 0.18 |
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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.
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Great Southern Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Great Southern market risk premium is the additional return an investor will receive from holding Great Southern 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 Great Southern. 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 Great Southern's performance over market.| α | -0.11 | β | 2.17 |
Great Southern 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 Great Southern's Buy-and-hold return. Our buy-and-hold chart shows how Great Southern performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Great Southern Market Price Analysis
Market price analysis indicators help investors to evaluate how Great Southern stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Great Southern shares will generate the highest return on investment. By understating and applying Great Southern stock market price indicators, traders can identify Great Southern position entry and exit signals to maximize returns.
Great Southern Return and Market Media
The median price of Great Southern for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 58.24 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 3.08, arithmetic mean of 58.71, and mean deviation of 2.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | American Century Companies Inc. Has 9.66 Million Position in Great Southern Bancorp, Inc. - MarketBeat | 09/23/2024 |
| Great Southern dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Great Southern Bancorp GAAP EPS of 1.41, revenue of 54.97M | 10/17/2024 |
3 | Great Southern Bancorp Third Quarter 2024 Earnings EPS Beats Expectations | 10/18/2024 |
4 | What Makes Great Southern Bancorp a New Buy Stock | 10/21/2024 |
5 | With 44 percent stake, Great Southern Bancorp, Inc. seems to have captured institutional investors interest | 11/04/2024 |
6 | Disposition of 2074 shares by Mark Maples of Great Southern at 67.187 subject to Rule 16b-3 | 11/06/2024 |
7 | Great Southern Bancorp executive sells 139,345 in stock | 11/08/2024 |
8 | Disposition of 6000 shares by Turner William V of Great Southern at 50.71 subject to Rule 16b-3 | 11/14/2024 |
9 | Great Southern Bancorp director William Turner sells 378k in stock | 11/15/2024 |
10 | Disposition of 1000 shares by Brown Julie A of Great Southern at 41.3 subject to Rule 16b-3 | 11/19/2024 |
11 | Acquisition by Ausburn Kevin R of 500 shares of Great Southern at 61.79 subject to Rule 16b-3 | 11/20/2024 |
12 | Acquisition by Pitt Douglas M of 500 shares of Great Southern at 61.79 subject to Rule 16b-3 | 11/22/2024 |
About Great Southern 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 Great or other stocks. Alpha measures the amount that position in Great Southern Bancorp 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0234 | 0.0258 | 0.0271 | 0.0217 | Price To Sales Ratio | 3.71 | 3.19 | 3.14 | 3.66 |
Great Southern Upcoming Company Events
As portrayed in its financial statements, the presentation of Great Southern's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Great Southern's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Great Southern's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Great Southern. Please utilize our Beneish M Score to check the likelihood of Great Southern's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Great Southern
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Check out Great Southern Backtesting, Great Southern Valuation, Great Southern Correlation, Great Southern Hype Analysis, Great Southern Volatility, Great Southern History and analyze Great Southern Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Great Southern 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.