Grab Holdings Stock Alpha and Beta Analysis
| GRAB Stock | USD 5.18 0.03 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grab Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grab Holdings over a specified time horizon. Remember, high Grab Holdings' 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 Grab Holdings' market risk premium analysis include:
Beta (0.56) | Alpha 0.81 | Risk 2.89 | Sharpe Ratio 0.26 | Expected Return 0.75 |
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.
Grab |
Grab Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grab Holdings market risk premium is the additional return an investor will receive from holding Grab Holdings 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 Grab Holdings. 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 Grab Holdings' performance over market.| α | 0.81 | β | -0.56 |
Grab Holdings 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 Grab Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Grab Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grab Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Grab Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grab Holdings shares will generate the highest return on investment. By understating and applying Grab Holdings stock market price indicators, traders can identify Grab Holdings position entry and exit signals to maximize returns.
Grab Holdings Return and Market Media
The median price of Grab Holdings for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 3.78 with a coefficient of variation of 15.75. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 3.99, and mean deviation of 0.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Grab Holdings Limiteds institutional shareholders had a great week as one-year returns increased after a 4.3 percent gain last week | 09/24/2024 |
2 | Brokers Suggest Investing in Grab Read This Before Placing a Bet | 10/22/2024 |
3 | Grab Holdings Has Debt But No Earnings Should You Worry | 11/08/2024 |
4 | Grab raises annual revenue forecast, shares jump | 11/11/2024 |
5 | Grab Holdings Limited Q3 2024 Earnings Call Transcript | 11/12/2024 |
6 | Barclays Boosts Grab Price Target to 5.50 | 11/13/2024 |
7 | Deep Dive Podcast Why are companies mandating five days back to office | 11/14/2024 |
8 | 4 Reasons to Grab Shares of Grab Holdings Before 2024 Ends | 11/19/2024 |
9 | Grab Sees Strong Trading Volume Should You Buy | 11/22/2024 |
About Grab Holdings 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 Grab or other stocks. Alpha measures the amount that position in Grab Holdings 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) | Payables Turnover | 6.41 | 7.17 | 8.1 | 9.65 | Days Of Inventory On Hand | 1.36 | 12.92 | 11.93 | 12.53 |
Grab Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Grab Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grab Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grab Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grab Holdings. Please utilize our Beneish M Score to check the likelihood of Grab Holdings' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Grab Holdings
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 Grab Holdings Backtesting, Grab Holdings Valuation, Grab Holdings Correlation, Grab Holdings Hype Analysis, Grab Holdings Volatility, Grab Holdings History and analyze Grab Holdings Performance. For information on how to trade Grab Stock refer to our How to Trade Grab Stock guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Grab Holdings 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.