Geo Group Stock Alpha and Beta Analysis
| GEO Stock | USD 28.68 0.05 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Geo Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Geo over a specified time horizon. Remember, high Geo'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 Geo's market risk premium analysis include:
Beta 4.75 | Alpha 0.69 | Risk 6.08 | Sharpe Ratio 0.22 | Expected Return 1.36 |
Geo 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.
Geo |
Geo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Geo market risk premium is the additional return an investor will receive from holding Geo 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 Geo. 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 Geo's performance over market.| α | 0.69 | β | 4.75 |
Geo 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 Geo's Buy-and-hold return. Our buy-and-hold chart shows how Geo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Geo Market Price Analysis
Market price analysis indicators help investors to evaluate how Geo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Geo shares will generate the highest return on investment. By understating and applying Geo stock market price indicators, traders can identify Geo position entry and exit signals to maximize returns.
Geo Return and Market Media
The median price of Geo for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 13.87 with a coefficient of variation of 31.54. The daily time series for the period is distributed with a sample standard deviation of 5.13, arithmetic mean of 16.28, and mean deviation of 3.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | The GEO Group, Inc. Sees Large Decline in Short Interest - MarketBeat | 09/27/2024 |
2 | Analysis-From bitcoin to Mexican peso, Trump trades are appearing again | 10/18/2024 |
3 | Geo Group Q3 2024 Earnings Call Transcript | 11/07/2024 |
4 | Earnings call The GEO Group reports steady Q3 2024 results, eyes growth | 11/08/2024 |
5 | Private prison stocks jump after Trump appoints immigration hardliner as border czar | 11/11/2024 |
6 | Northland Securities Forecasts Strong Price Appreciation for The GEO Group Stock | 11/12/2024 |
7 | FMR LLC Reduces Stake in The GEO Group Inc | 11/13/2024 |
8 | Looking At GEO Groups Recent Unusual Options Activity | 11/19/2024 |
9 | Private prison firms contributed more than 1M to Trumps reelection. Now they expect a business boom | 11/20/2024 |
10 | Disposition of tradable shares by Christopher Ryan of Geo subject to Rule 16b-3 | 11/21/2024 |
About Geo 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 Geo or other stocks. Alpha measures the amount that position in Geo Group 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0327 | 0.0294 | 0.0279 | Price To Sales Ratio | 0.41 | 0.55 | 0.52 |
Geo Upcoming Company Events
As portrayed in its financial statements, the presentation of Geo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Geo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Geo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Geo. Please utilize our Beneish M Score to check the likelihood of Geo's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 Geo
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 Geo Backtesting, Geo Valuation, Geo Correlation, Geo Hype Analysis, Geo Volatility, Geo History and analyze Geo Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Geo 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.