Global Lights Acquisition Stock Alpha and Beta Analysis
| GLAC Stock | USD 10.62 0.01 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Lights Acquisition. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Lights over a specified time horizon. Remember, high Global Lights' 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 Global Lights' market risk premium analysis include:
Beta (0) | Alpha 0.0221 | Risk 0.15 | Sharpe Ratio 0.2 | Expected Return 0.0303 |
Enterprise Value |
|
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.
Global |
Global Lights Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Lights market risk premium is the additional return an investor will receive from holding Global Lights 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 Global Lights. 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 Global Lights' performance over market.| α | 0.02 | β | -0.0023 |
Global Lights 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 Global Lights' Buy-and-hold return. Our buy-and-hold chart shows how Global Lights performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Lights Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Lights stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Lights shares will generate the highest return on investment. By understating and applying Global Lights stock market price indicators, traders can identify Global Lights position entry and exit signals to maximize returns.
Global Lights Return and Market Media
The median price of Global Lights for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 10.51 with a coefficient of variation of 0.68. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 10.52, and mean deviation of 0.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | FERC greenlights BlackRocks 12.5B purchase of Global Infrastructure Partners - Utility Dive | 09/11/2024 |
2 | Karpus Management, Inc. Reduces Stake in Global Lights Acquisition Corp | 11/14/2024 |
About Global Lights 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 Global or other stocks. Alpha measures the amount that position in Global Lights Acquisition 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.
| 2010 | 2023 | 2024 (projected) | Current Ratio | 3.45E-4 | 1.37 | 1.44 | Net Debt To EBITDA | 0.004299 | 0.00376 | 0.004432 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Global Lights in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Global Lights' short interest history, or implied volatility extrapolated from Global Lights options trading.
Build Portfolio with Global Lights
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 Global Lights Backtesting, Global Lights Valuation, Global Lights Correlation, Global Lights Hype Analysis, Global Lights Volatility, Global Lights History and analyze Global Lights Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Global Lights 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.