Gct Semiconductor Holding Stock Alpha and Beta Analysis
| GCTS Stock | 2.38 0.12 5.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GCT Semiconductor Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in GCT Semiconductor over a specified time horizon. Remember, high GCT Semiconductor'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 GCT Semiconductor's market risk premium analysis include:
Beta 0.87 | Alpha (0.22) | Risk 4.91 | Sharpe Ratio (0.03) | Expected Return (0.13) |
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.
GCT |
GCT Semiconductor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GCT Semiconductor market risk premium is the additional return an investor will receive from holding GCT Semiconductor 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 GCT Semiconductor. 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 GCT Semiconductor's performance over market.| α | -0.22 | β | 0.87 |
GCT Semiconductor 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 GCT Semiconductor's Buy-and-hold return. Our buy-and-hold chart shows how GCT Semiconductor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GCT Semiconductor Market Price Analysis
Market price analysis indicators help investors to evaluate how GCT Semiconductor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GCT Semiconductor shares will generate the highest return on investment. By understating and applying GCT Semiconductor stock market price indicators, traders can identify GCT Semiconductor position entry and exit signals to maximize returns.
GCT Semiconductor Return and Market Media
The median price of GCT Semiconductor for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 2.65 with a coefficient of variation of 8.91. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 2.64, and mean deviation of 0.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Anapass, Inc. of 148320 shares of GCT Semiconductor at 3.02 subject to Rule 16b-3 | 09/26/2024 |
2 | Insider Trading | 10/04/2024 |
3 | GCT Semiconductor Holding, Inc. to Attend the 13th Annual ROTH Technology Conference on November 20 | 11/12/2024 |
4 | GCT Semiconductor GAAP EPS of -0.16, revenue of 2.6M beats by 1.06M | 11/14/2024 |
5 | Why Is GCT Semiconductor Holding, Inc. Among the Semiconductor Penny Stocks To Invest In Right Now | 11/27/2024 |
About GCT Semiconductor 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 GCT or other stocks. Alpha measures the amount that position in GCT Semiconductor Holding 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.
| 2010 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 1.35 | 0.61 | 0.52 | 0.91 | Days Of Inventory On Hand | 35.9 | 109.35 | 69.32 | 57.22 |
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 GCT Semiconductor 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, GCT Semiconductor's short interest history, or implied volatility extrapolated from GCT Semiconductor options trading.
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Additional Tools for GCT Stock Analysis
When running GCT Semiconductor's price analysis, check to measure GCT Semiconductor'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 GCT Semiconductor is operating at the current time. Most of GCT Semiconductor's value examination focuses on studying past and present price action to predict the probability of GCT Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GCT Semiconductor's price. Additionally, you may evaluate how the addition of GCT Semiconductor to your portfolios can decrease your overall portfolio volatility.