Grifols Sa Adr Stock Alpha and Beta Analysis
| GRFS Stock | USD 8.07 0.65 7.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grifols SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grifols SA over a specified time horizon. Remember, high Grifols SA'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 Grifols SA's market risk premium analysis include:
Beta 0.5 | Alpha (0.15) | Risk 2.88 | Sharpe Ratio (0.07) | Expected Return (0.20) |
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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.
Grifols |
Grifols SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grifols SA market risk premium is the additional return an investor will receive from holding Grifols SA 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 Grifols SA. 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 Grifols SA's performance over market.| α | -0.15 | β | 0.50 |
Grifols SA 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 Grifols SA's Buy-and-hold return. Our buy-and-hold chart shows how Grifols SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grifols SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Grifols SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grifols SA shares will generate the highest return on investment. By understating and applying Grifols SA stock market price indicators, traders can identify Grifols SA position entry and exit signals to maximize returns.
Grifols SA Return and Market Media
The median price of Grifols SA for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 8.83 with a coefficient of variation of 3.64. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 8.86, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Grifols S.A. May Have Committed Fraud And Investors Are Urged To Contact The Schall Law Firm About An Inquiry | 09/05/2024 |
2 | Grifols Shares Down 3.2 | 09/17/2024 |
3 | Peninsula biotech reels in potential 135 million contract to be first line of treatment against bioterrorism | 10/03/2024 |
4 | Grifols, S.A. Sees Significant Drop in Short Interest | 10/17/2024 |
5 | Henry James International Management Inc. Has 1.40 Million Position in Grifols, S.A. | 11/04/2024 |
6 | GigaGen Doses First Patient in Phase 1 Trial of Recombinant Polyclonal Drug Candidate, ... | 11/19/2024 |
About Grifols SA 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 Grifols or other stocks. Alpha measures the amount that position in Grifols SA ADR 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) | Dividend Yield | 0.0226 | 8.1E-5 | 7.3E-5 | 6.9E-5 | Price To Sales Ratio | 2.32 | 1.2 | 1.59 | 1.51 |
Grifols SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Grifols SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grifols SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grifols SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grifols SA. Please utilize our Beneish M Score to check the likelihood of Grifols SA's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Grifols Stock Analysis
When running Grifols SA's price analysis, check to measure Grifols SA'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 Grifols SA is operating at the current time. Most of Grifols SA's value examination focuses on studying past and present price action to predict the probability of Grifols SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grifols SA's price. Additionally, you may evaluate how the addition of Grifols SA to your portfolios can decrease your overall portfolio volatility.