Gamestop Corp Stock Alpha and Beta Analysis
| GME Stock | USD 27.90 0.08 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GameStop Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in GameStop Corp over a specified time horizon. Remember, high GameStop Corp'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 GameStop Corp's market risk premium analysis include:
Beta 0.97 | Alpha 0.3 | Risk 3.87 | Sharpe Ratio 0.14 | Expected Return 0.54 |
GameStop Corp Quarterly Cash And Equivalents |
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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.
GameStop |
GameStop Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GameStop Corp market risk premium is the additional return an investor will receive from holding GameStop Corp 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 GameStop Corp. 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 GameStop Corp's performance over market.| α | 0.30 | β | 0.97 |
GameStop Corp 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 GameStop Corp's Buy-and-hold return. Our buy-and-hold chart shows how GameStop Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GameStop Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how GameStop Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GameStop Corp shares will generate the highest return on investment. By understating and applying GameStop Corp stock market price indicators, traders can identify GameStop Corp position entry and exit signals to maximize returns.
GameStop Corp Return and Market Media
The median price of GameStop Corp for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 22.18 with a coefficient of variation of 10.15. The daily time series for the period is distributed with a sample standard deviation of 2.29, arithmetic mean of 22.59, and mean deviation of 1.74. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Targets Black Friday Details Revealed Dont Miss These Early Offers | 10/30/2024 |
2 | 1000 Invested In GameStop 5 Years Ago Would Be Worth This Much Today | 11/05/2024 |
3 | Dow Jones Surges Over 300 Points, Breaking Historical Record at 44,000 | 11/12/2024 |
4 | GameStop Shares Rise on Vanguards Increased Stake | 11/15/2024 |
5 | GameStop adds a collectibles heavyweight to its board | 11/18/2024 |
6 | Beware the Bro-Economy | 11/19/2024 |
7 | Best Black Friday Nintendo Switch Deals Console Bundles and More Bargains | 11/20/2024 |
8 | SEC Chair Gary Gensler, who led US crackdown on cryptocurrencies, to step down | 11/21/2024 |
9 | The Nintendo Switch Is a Great Gift for a Gamer on the Go | 11/22/2024 |
About GameStop Corp 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 GameStop or other stocks. Alpha measures the amount that position in GameStop Corp 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.
| 2020 | 2024 (projected) | Dividend Yield | 4.2E-5 | 0.0456 | Price To Sales Ratio | 0.85 | 0.43 |
GameStop Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of GameStop Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GameStop Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GameStop Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GameStop Corp. Please utilize our Beneish M Score to check the likelihood of GameStop Corp's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 5th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 19th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with GameStop Corp
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 GameStop Corp Backtesting, GameStop Corp Valuation, GameStop Corp Correlation, GameStop Corp Hype Analysis, GameStop Corp Volatility, GameStop Corp History and analyze GameStop Corp Performance. For information on how to trade GameStop Stock refer to our How to Trade GameStop Stock guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
GameStop Corp 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.