Gladstone Capital Stock Alpha and Beta Analysis
| GLAD Stock | USD 27.67 0.38 1.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gladstone Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gladstone Capital over a specified time horizon. Remember, high Gladstone Capital'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 Gladstone Capital's market risk premium analysis include:
Beta 0.49 | Alpha 0.26 | Risk 0.91 | Sharpe Ratio 0.38 | Expected Return 0.34 |
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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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Gladstone Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gladstone Capital market risk premium is the additional return an investor will receive from holding Gladstone Capital 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 Gladstone Capital. 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 Gladstone Capital's performance over market.| α | 0.26 | β | 0.49 |
Gladstone Capital 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 Gladstone Capital's Buy-and-hold return. Our buy-and-hold chart shows how Gladstone Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gladstone Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Gladstone Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gladstone Capital shares will generate the highest return on investment. By understating and applying Gladstone Capital stock market price indicators, traders can identify Gladstone Capital position entry and exit signals to maximize returns.
Gladstone Capital Return and Market Media
The median price of Gladstone Capital for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 24.03 with a coefficient of variation of 5.89. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 24.06, and mean deviation of 1.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Gladstone Capital dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Gladstone Capital Co. 7.75 percent Notes due 2028 Sees Significant Drop in Short Interest | 10/11/2024 |
| Gladstone Capital dividend paid on 31st of October 2024 | 10/31/2024 |
2 | Gladstone Securities Expands National Accounts Department | 11/01/2024 |
3 | Gladstone Capital Corporation Exits its Investment in Antenna Research Associates, Inc. | 11/04/2024 |
4 | EHealth Reports Q3 Loss, Tops Revenue Estimates | 11/06/2024 |
5 | Claros Mortgage Trust, Inc. Surpasses Q3 Earnings Estimates | 11/08/2024 |
6 | Gladstone Capital Q4 Earnings and Revenues Miss Estimates | 11/13/2024 |
7 | Acquisition by Robert Marcotte of 10000 shares of Gladstone Capital at 8.91 subject to Rule 16b-3 | 11/14/2024 |
8 | Gladstone Capital Corp Q4 2024 Earnings Call Highlights Strong Gains and Strategic ... | 11/15/2024 |
9 | Earnings call Gladstone Capital reports solid year-end financials | 11/22/2024 |
About Gladstone Capital 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 Gladstone or other stocks. Alpha measures the amount that position in Gladstone Capital 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 | 0.0937 | 0.0984 | 0.0824 | 0.055 | Price To Sales Ratio | 9.01 | 4.16 | 5.42 | 5.15 |
Gladstone Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Gladstone Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gladstone Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gladstone Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gladstone Capital. Please utilize our Beneish M Score to check the likelihood of Gladstone Capital's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Gladstone Capital
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 Gladstone Capital Backtesting, Gladstone Capital Valuation, Gladstone Capital Correlation, Gladstone Capital Hype Analysis, Gladstone Capital Volatility, Gladstone Capital History and analyze Gladstone Capital Performance. For information on how to trade Gladstone Stock refer to our How to Trade Gladstone 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.
Gladstone Capital 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.