Great Lakes Dredge Stock Alpha and Beta Analysis
| GLDD Stock | USD 13.26 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Great Lakes Dredge. It also helps investors analyze the systematic and unsystematic risks associated with investing in Great Lakes over a specified time horizon. Remember, high Great Lakes' 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 Great Lakes' market risk premium analysis include:
Beta 1.19 | Alpha 0.1 | Risk 2.34 | Sharpe Ratio 0.0756 | Expected Return 0.18 |
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 Great Lakes Backtesting, Great Lakes Valuation, Great Lakes Correlation, Great Lakes Hype Analysis, Great Lakes Volatility, Great Lakes History and analyze Great Lakes Performance. Great Lakes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Great Lakes market risk premium is the additional return an investor will receive from holding Great Lakes 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 Great Lakes. 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 Great Lakes' performance over market.| α | 0.10 | β | 1.19 |
Great Lakes 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 Great Lakes' Buy-and-hold return. Our buy-and-hold chart shows how Great Lakes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Great Lakes Market Price Analysis
Market price analysis indicators help investors to evaluate how Great Lakes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Great Lakes shares will generate the highest return on investment. By understating and applying Great Lakes stock market price indicators, traders can identify Great Lakes position entry and exit signals to maximize returns.
Great Lakes Return and Market Media
The median price of Great Lakes for the period between Sat, Oct 4, 2025 and Fri, Jan 2, 2026 is 12.25 with a coefficient of variation of 7.29. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 12.31, and mean deviation of 0.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Great Lakes Dredge Dock expects record EBITDA in 2025 with 935M backlog while expanding offshore energy services | 11/04/2025 |
2 | Is Great Lakes Dredge Dock a Buy as Wall Street Analysts Look Optimistic | 11/14/2025 |
3 | Heres Why Momentum in Great Lakes Dredge Dock Should Keep going | 11/28/2025 |
4 | KBR Secures 117M U.S. Navy Contract to Support Global FA-18 Fleet | 12/05/2025 |
5 | Disposition of 2100 shares by David Johanson of Great Lakes at 13.9564 subject to Rule 16b-3 | 12/10/2025 |
6 | We Think Great Lakes Dredge Dock Is Taking Some Risk With Its Debt | 12/12/2025 |
7 | Great Lakes Dredge Dock Is a Great Choice for Trend Investors, Heres Why | 12/15/2025 |
8 | Great Lakes Dredge Dock Stock Climbs 12 percent in a Month Buy or Fold | 12/18/2025 |
9 | KB Home Q4 Earnings Revenues Beat Estimates, Both Decline YY | 12/19/2025 |
10 | Is Dycom Industries Stock Outpacing Its Construction Peers This Year | 12/24/2025 |
11 | Is Great Lakes Dredge Dock Quietly Winning the Coastal Spend Boom | 12/26/2025 |
12 | Recent Price Trend in Great Lakes Dredge Dock is Your Friend, Heres Why | 12/31/2025 |
About Great Lakes 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 Great or other stocks. Alpha measures the amount that position in Great Lakes Dredge 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.
| 2025 | 2026 (projected) | PTB Ratio | 1.94 | 2.24 | Dividend Yield | 0.0316 | 0.0332 |
Great Lakes Upcoming Company Events
As portrayed in its financial statements, the presentation of Great Lakes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Great Lakes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Great Lakes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Great Lakes. Please utilize our Beneish M Score to check the likelihood of Great Lakes' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Great Lakes Backtesting, Great Lakes Valuation, Great Lakes Correlation, Great Lakes Hype Analysis, Great Lakes Volatility, Great Lakes History and analyze Great Lakes Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Great Lakes 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.