Gaucho Group Holdings Stock Alpha and Beta Analysis
| VINO Stock | USD 1.15 0.24 17.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gaucho Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gaucho Group over a specified time horizon. Remember, high Gaucho 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 Gaucho Group's market risk premium analysis include:
Beta 0.99 | Alpha (1.86) | Risk 10.53 | Sharpe Ratio (0.17) | Expected Return (1.76) |
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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.
Gaucho |
Gaucho Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gaucho Group market risk premium is the additional return an investor will receive from holding Gaucho 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 Gaucho 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 Gaucho Group's performance over market.| α | -1.86 | β | 0.99 |
Gaucho 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 Gaucho Group's Buy-and-hold return. Our buy-and-hold chart shows how Gaucho Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gaucho Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Gaucho 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 Gaucho Group shares will generate the highest return on investment. By understating and applying Gaucho Group stock market price indicators, traders can identify Gaucho Group position entry and exit signals to maximize returns.
Gaucho Group Return and Market Media
The median price of Gaucho Group for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4.7 with a coefficient of variation of 23.89. The daily time series for the period is distributed with a sample standard deviation of 1.05, arithmetic mean of 4.4, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Lawrence Peter J.l. of Gaucho Group at 10896.0 subject to Rule 16b-3 | 09/16/2024 |
2 | Gaucho Holdings Algodon Fine Wines Expands U.S. Distribution Network with Giannone Wine Liquor Co | 09/25/2024 |
3 | Acquisition by Lawrence Peter J.l. of 7500 shares of Gaucho Group at 5.0 subject to Rule 16b-3 | 10/01/2024 |
4 | Gaucho Holdings Algodon Fine Wines Unveils Newest Vintages in The U.S., Showcasing the Best of Argentina Wines | 10/15/2024 |
5 | Algodon Fine Wines Introduces Limited-Edition Winemakers Selection to U.S. Market | 10/17/2024 |
6 | Gaucho Group Holdings, Inc. Short Interest Up 46.7 percent in October | 10/28/2024 |
7 | Acquisition by Dumont Marc of 7500 shares of Gaucho Group at 5.0 subject to Rule 16b-3 | 11/12/2024 |
8 | Nasdaq-listed company files for bankruptcy | 11/14/2024 |
9 | Disposition of tradable shares by Reinecke David of Gaucho Group at 116.0 subject to Rule 16b-3 | 11/19/2024 |
About Gaucho 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 Gaucho or other stocks. Alpha measures the amount that position in Gaucho Group 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.
| 2023 | 2024 (projected) | Dividend Yield | 7.3E-4 | 3.84E-4 | Price To Sales Ratio | 0.34 | 0.32 |
Gaucho Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Gaucho Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gaucho Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gaucho Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gaucho Group. Please utilize our Beneish M Score to check the likelihood of Gaucho Group's management manipulating its earnings.
| 15th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Gaucho Group Backtesting, Gaucho Group Valuation, Gaucho Group Correlation, Gaucho Group Hype Analysis, Gaucho Group Volatility, Gaucho Group History and analyze Gaucho Group Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Gaucho Group 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.