GL Events (France) Alpha and Beta Analysis
| GLO Stock | EUR 16.02 0.48 2.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GL Events SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in GL Events over a specified time horizon. Remember, high GL Events' 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 GL Events' market risk premium analysis include:
Beta (0.93) | Alpha 0.0719 | Risk 2.16 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
GLO |
GL Events Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GL Events market risk premium is the additional return an investor will receive from holding GL Events 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 GL Events. 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 GL Events' performance over market.| α | 0.07 | β | -0.93 |
GL Events 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 GL Events' Buy-and-hold return. Our buy-and-hold chart shows how GL Events performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GL Events Market Price Analysis
Market price analysis indicators help investors to evaluate how GL Events stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GL Events shares will generate the highest return on investment. By understating and applying GL Events stock market price indicators, traders can identify GL Events position entry and exit signals to maximize returns.
GL Events Return and Market Media
Price Growth (%) |
| Timeline |
About GL Events 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 GLO or other stocks. Alpha measures the amount that position in GL Events SA 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.
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 GL Events 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, GL Events' short interest history, or implied volatility extrapolated from GL Events options trading.
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Other Information on Investing in GLO Stock
GL Events financial ratios help investors to determine whether GLO Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in GLO with respect to the benefits of owning GL Events security.