GMxico Transportes (Mexico) Alpha and Beta Analysis
| GMXT Stock | MXN 30.76 0.14 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GMxico Transportes SAB. It also helps investors analyze the systematic and unsystematic risks associated with investing in GMxico Transportes over a specified time horizon. Remember, high GMxico Transportes' 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 GMxico Transportes' market risk premium analysis include:
Beta 0.54 | Alpha (0.19) | Risk 2.09 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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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GMxico Transportes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GMxico Transportes market risk premium is the additional return an investor will receive from holding GMxico Transportes 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 GMxico Transportes. 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 GMxico Transportes' performance over market.| α | -0.19 | β | 0.54 |
GMxico Transportes 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 GMxico Transportes' Buy-and-hold return. Our buy-and-hold chart shows how GMxico Transportes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GMxico Transportes Market Price Analysis
Market price analysis indicators help investors to evaluate how GMxico Transportes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GMxico Transportes shares will generate the highest return on investment. By understating and applying GMxico Transportes stock market price indicators, traders can identify GMxico Transportes position entry and exit signals to maximize returns.
GMxico Transportes Return and Market Media
The median price of GMxico Transportes for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 31.83 with a coefficient of variation of 3.87. The daily time series for the period is distributed with a sample standard deviation of 1.24, arithmetic mean of 31.92, and mean deviation of 0.98. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About GMxico Transportes 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 GMxico or other stocks. Alpha measures the amount that position in GMxico Transportes SAB 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 GMxico Transportes 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, GMxico Transportes' short interest history, or implied volatility extrapolated from GMxico Transportes options trading.
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Additional Tools for GMxico Stock Analysis
When running GMxico Transportes' price analysis, check to measure GMxico Transportes' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GMxico Transportes is operating at the current time. Most of GMxico Transportes' value examination focuses on studying past and present price action to predict the probability of GMxico Transportes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GMxico Transportes' price. Additionally, you may evaluate how the addition of GMxico Transportes to your portfolios can decrease your overall portfolio volatility.