Globe Life Stock Alpha and Beta Analysis
| GL Stock | USD 142.21 1.29 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Globe Life. It also helps investors analyze the systematic and unsystematic risks associated with investing in Globe Life over a specified time horizon. Remember, high Globe Life'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 Globe Life's market risk premium analysis include:
Beta 0.62 | Alpha (0.06) | Risk 1.16 | Sharpe Ratio 0.0011 | Expected Return 0.0013 |
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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.
Check out Globe Life Backtesting, Globe Life Valuation, Globe Life Correlation, Globe Life Hype Analysis, Globe Life Volatility, Globe Life History and analyze Globe Life Performance. Globe Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Globe Life market risk premium is the additional return an investor will receive from holding Globe Life 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 Globe Life. 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 Globe Life's performance over market.| α | -0.06 | β | 0.62 |
Globe Life 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 Globe Life's Buy-and-hold return. Our buy-and-hold chart shows how Globe Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Globe Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Globe Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Globe Life shares will generate the highest return on investment. By understating and applying Globe Life stock market price indicators, traders can identify Globe Life position entry and exit signals to maximize returns.
Globe Life Return and Market Media
The median price of Globe Life for the period between Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 134.91 with a coefficient of variation of 2.93. The daily time series for the period is distributed with a sample standard deviation of 3.98, arithmetic mean of 135.79, and mean deviation of 3.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | What to Expect from Globe Lifes Earnings | 10/21/2025 |
2 | Does Globe Lifes Strong Q3 and Upbeat Outlook Mark a Turning Point for Its Growth Story | 10/30/2025 |
| Globe Life dividend paid on 31st of October 2025 | 10/31/2025 |
3 | 490 Shares in Globe Life Inc. GL Acquired by MTM Investment Management LLC | 11/17/2025 |
4 | 4 Accident Health Insurers to Watch Amid Rising Medical Costs | 12/02/2025 |
5 | Is Globe Life Inc. stock dividend growth reliable - Quarterly Earnings Report Long Hold Capital Preservation Plans - Newser | 12/04/2025 |
6 | Globe Life Stock Trades Up, Here Is Why | 12/11/2025 |
7 | Disposition of 3065 shares by M Henrie of Globe Life at 139.0997 subject to Rule 16b-3 | 12/12/2025 |
8 | GL Stock Near 52-Week High A Signal for Investors to Hold Tight | 12/16/2025 |
9 | Globe Life Revisiting Valuation After a Strong Year of Share Price Gains | 12/18/2025 |
10 | Globe Life Trying To Close In On Key Technical Measure | 12/26/2025 |
About Globe Life 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 Globe or other stocks. Alpha measures the amount that position in Globe Life 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.006823 | 0.007268 | 0.009131 | 0.0175 | Price To Sales Ratio | 2.26 | 2.12 | 1.62 | 1.34 |
Globe Life Upcoming Company Events
As portrayed in its financial statements, the presentation of Globe Life's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Globe Life's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Globe Life's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Globe Life. Please utilize our Beneish M Score to check the likelihood of Globe Life's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Globe Life
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 Globe Life Backtesting, Globe Life Valuation, Globe Life Correlation, Globe Life Hype Analysis, Globe Life Volatility, Globe Life History and analyze Globe Life Performance. For more information on how to buy Globe Stock please use our How to buy in Globe Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Globe Life 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.