Gold Reserve Stock Alpha and Beta Analysis
| GDRZF Stock | USD 1.50 0.12 8.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gold Reserve. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gold Reserve over a specified time horizon. Remember, high Gold Reserve'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 Gold Reserve's market risk premium analysis include:
Beta (1.72) | Alpha (0.58) | Risk 8.65 | Sharpe Ratio (0.12) | Expected Return (1.02) |
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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Gold Reserve Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gold Reserve market risk premium is the additional return an investor will receive from holding Gold Reserve 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 Gold Reserve. 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 Gold Reserve's performance over market.| α | -0.58 | β | -1.72 |
Gold Reserve 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 Gold Reserve's Buy-and-hold return. Our buy-and-hold chart shows how Gold Reserve performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gold Reserve Market Price Analysis
Market price analysis indicators help investors to evaluate how Gold Reserve otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gold Reserve shares will generate the highest return on investment. By understating and applying Gold Reserve otc stock market price indicators, traders can identify Gold Reserve position entry and exit signals to maximize returns.
Gold Reserve Return and Market Media
The median price of Gold Reserve for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 2.51 with a coefficient of variation of 29.67. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 2.69, and mean deviation of 0.68. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Gold Reserve 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 Gold or other otcs. Alpha measures the amount that position in Gold Reserve 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.
Gold Reserve Upcoming Company Events
As portrayed in its financial statements, the presentation of Gold Reserve's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gold Reserve's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gold Reserve's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gold Reserve. Please utilize our Beneish M Score to check the likelihood of Gold Reserve's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Gold Reserve
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Other Information on Investing in Gold OTC Stock
Gold Reserve financial ratios help investors to determine whether Gold OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gold with respect to the benefits of owning Gold Reserve security.