Goosehead Insurance Stock Alpha and Beta Analysis

GSHD Stock  USD 113.10  1.50  1.34%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Goosehead Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Goosehead Insurance over a specified time horizon. Remember, high Goosehead Insurance'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 Goosehead Insurance's market risk premium analysis include:
Beta
1.21
Alpha
0.12
Risk
3.27
Sharpe Ratio
0.0354
Expected Return
0.12
Please note that although Goosehead Insurance alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Goosehead Insurance did 0.12  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Goosehead Insurance stock's relative risk over its benchmark. Goosehead Insurance has a beta of 1.21  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Goosehead Insurance will likely underperform. At present, Goosehead Insurance's Tangible Book Value Per Share is projected to increase slightly based on the last few years of reporting. The current year's Price Book Value Ratio is expected to grow to 63.25, whereas Enterprise Value Over EBITDA is forecasted to decline to 45.54.

Enterprise Value

790.84 Million

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.
  
Check out Goosehead Insurance Backtesting, Goosehead Insurance Valuation, Goosehead Insurance Correlation, Goosehead Insurance Hype Analysis, Goosehead Insurance Volatility, Goosehead Insurance History and analyze Goosehead Insurance Performance.
For information on how to trade Goosehead Stock refer to our How to Trade Goosehead Stock guide.

Goosehead Insurance Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Goosehead Insurance market risk premium is the additional return an investor will receive from holding Goosehead Insurance 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 Goosehead Insurance. 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 Goosehead Insurance's performance over market.
α0.12   β1.21

Goosehead Insurance 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 Goosehead Insurance's Buy-and-hold return. Our buy-and-hold chart shows how Goosehead Insurance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Goosehead Insurance Market Price Analysis

Market price analysis indicators help investors to evaluate how Goosehead Insurance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Goosehead Insurance shares will generate the highest return on investment. By understating and applying Goosehead Insurance stock market price indicators, traders can identify Goosehead Insurance position entry and exit signals to maximize returns.

Goosehead Insurance Return and Market Media

The median price of Goosehead Insurance for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 108.29 with a coefficient of variation of 7.13. The daily time series for the period is distributed with a sample standard deviation of 7.75, arithmetic mean of 108.65, and mean deviation of 6.37. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Mark Miller of 80000 shares of Goosehead Insurance at 115.72 subject to Rule 16b-3
01/02/2025
2
Goosehead Insurance, Inc. Announces New 300 Million Term Loan B and Declares a One-Time Special Dividend of 5.91 Per Share
01/10/2025
 
Goosehead Insurance dividend paid on 31st of January 2025
01/31/2025
3
ACT or GSHD Which Is the Better Value Stock Right Now
02/14/2025
4
Q4 2024 Goosehead Insurance Inc Earnings Call Transcript
02/25/2025
5
Goosehead Insurance Full Year 2024 Earnings Beats Expectations
02/26/2025
6
What is William Blairs Forecast for GSHD FY2025 Earnings
02/28/2025
7
MURGY or GSHD Which Is the Better Value Stock Right Now
03/03/2025
8
Disposition of 28000 shares by Mcconnon Thomas of Goosehead Insurance at 123.21 subject to Rule 16b-3
03/04/2025
9
Goosehead Insurance, Inc CFO Mark E. Jr. Jones Purchases 1,010 Shares
03/05/2025
10
Disposition of 100 shares by Mark Robyn Jones Descendants Trust 2014 of Goosehead Insurance at 123.3 subject to Rule 16b-3
03/06/2025
11
Goosehead Insurance, Inc Director Sells 24,876,750.00 in Stock
03/07/2025
12
Goosehead Insurance Inc Shares Gap Down to 112.45 on Mar 13
03/13/2025

About Goosehead Insurance 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 Goosehead or other stocks. Alpha measures the amount that position in Goosehead Insurance 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.
 2024 2025 (projected)
Dividend Yield0.02770.0263
Price To Sales Ratio8.416.92

Goosehead Insurance Upcoming Company Events

As portrayed in its financial statements, the presentation of Goosehead Insurance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Goosehead Insurance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Goosehead Insurance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Goosehead Insurance. Please utilize our Beneish M Score to check the likelihood of Goosehead Insurance's management manipulating its earnings.
28th of February 2024
Upcoming Quarterly Report
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24th of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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28th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

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When determining whether Goosehead Insurance is a strong investment it is important to analyze Goosehead Insurance's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Goosehead Insurance's future performance. For an informed investment choice regarding Goosehead Stock, refer to the following important reports:
Check out Goosehead Insurance Backtesting, Goosehead Insurance Valuation, Goosehead Insurance Correlation, Goosehead Insurance Hype Analysis, Goosehead Insurance Volatility, Goosehead Insurance History and analyze Goosehead Insurance Performance.
For information on how to trade Goosehead Stock refer to our How to Trade Goosehead Stock guide.
You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Goosehead Insurance 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.
A focus of Goosehead Insurance technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Goosehead Insurance trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...