Graphex Group Limited Stock Alpha and Beta Analysis
| GRFX Stock | USD 0.20 0.01 5.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graphex Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graphex Group over a specified time horizon. Remember, high Graphex Group'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 Graphex Group's market risk premium analysis include:
Beta (0.28) | Alpha 0.31 | Risk 9.78 | Sharpe Ratio 0.0276 | Expected Return 0.27 |
Enterprise Value |
|
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.
Graphex |
Graphex Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graphex Group market risk premium is the additional return an investor will receive from holding Graphex Group 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 Graphex Group. 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 Graphex Group's performance over market.| α | 0.31 | β | -0.28 |
Graphex Group 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 Graphex Group's Buy-and-hold return. Our buy-and-hold chart shows how Graphex Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graphex Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Graphex Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graphex Group shares will generate the highest return on investment. By understating and applying Graphex Group stock market price indicators, traders can identify Graphex Group position entry and exit signals to maximize returns.
Graphex Group Return and Market Media
The median price of Graphex Group for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.22 with a coefficient of variation of 14.56. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.22, and mean deviation of 0.03. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Graphex Group Completes Successful Share Placement - TipRanks | 11/08/2024 |
2 | Graphex Group Limited Provides Update on Phase 1 of the Project - Marketscreener.com | 11/20/2024 |
About Graphex Group 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 Graphex or other stocks. Alpha measures the amount that position in Graphex Group Limited 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.
| 2023 | 2024 (projected) | Dividend Yield | 4.7E-5 | 4.5E-5 | Price To Sales Ratio | 0.84 | 0.79 |
Graphex Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Graphex Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Graphex Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Graphex Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Graphex Group. Please utilize our Beneish M Score to check the likelihood of Graphex Group's management manipulating its earnings.
| 8th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Graphex Group
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
Additional Tools for Graphex Stock Analysis
When running Graphex Group's price analysis, check to measure Graphex Group's 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 Graphex Group is operating at the current time. Most of Graphex Group's value examination focuses on studying past and present price action to predict the probability of Graphex Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphex Group's price. Additionally, you may evaluate how the addition of Graphex Group to your portfolios can decrease your overall portfolio volatility.