Groupon Stock Alpha and Beta Analysis
| GRPN Stock | USD 9.53 0.21 2.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Groupon. It also helps investors analyze the systematic and unsystematic risks associated with investing in Groupon over a specified time horizon. Remember, high Groupon'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 Groupon's market risk premium analysis include:
Beta 1.37 | Alpha (0.54) | Risk 5.37 | Sharpe Ratio (0.08) | Expected Return (0.45) |
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.
Groupon |
Groupon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Groupon market risk premium is the additional return an investor will receive from holding Groupon 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 Groupon. 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 Groupon's performance over market.| α | -0.54 | β | 1.37 |
Groupon 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 Groupon's Buy-and-hold return. Our buy-and-hold chart shows how Groupon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Groupon Market Price Analysis
Market price analysis indicators help investors to evaluate how Groupon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Groupon shares will generate the highest return on investment. By understating and applying Groupon stock market price indicators, traders can identify Groupon position entry and exit signals to maximize returns.
Groupon Return and Market Media
The median price of Groupon for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 10.67 with a coefficient of variation of 12.93. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 10.78, and mean deviation of 1.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Groupon NASDAQGRPN shareholders incur further losses as stock declines 16 percent this week, taking five-year losses to 80 | 09/06/2024 |
2 | Groupon, Inc.s latest 15 percent decline adds to one-year losses, institutional investors may consider drastic measures | 09/25/2024 |
3 | Groupon Rises Higher Than Market Key Facts | 10/11/2024 |
4 | Does Groupon Have A Healthy Balance Sheet | 10/24/2024 |
5 | Implied Volatility Surging for Groupon Stock Options | 10/28/2024 |
6 | Booking Holdings Beats Q3 Earnings and Revenue Estimates | 10/30/2024 |
7 | Groupon, Inc. A Bull Case Theory | 11/04/2024 |
8 | Groupon Earnings Expected to Grow Should You Buy | 11/05/2024 |
9 | Insights Into Groupon Q3 Wall Street Projections for Key Metrics | 11/07/2024 |
10 | Groupon Q3 2024 Earnings Preview | 11/11/2024 |
11 | Groupon earnings beat by 0.75, revenue fell short of estimates | 11/13/2024 |
12 | Evaluating Groupon Stock Pre-Q3 Earnings Buy, Hold, or Avoid - MSN | 11/20/2024 |
About Groupon 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 Groupon or other stocks. Alpha measures the amount that position in Groupon 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 | 1.87E-4 | 1.78E-4 | Price To Sales Ratio | 0.78 | 0.74 |
Groupon Upcoming Company Events
As portrayed in its financial statements, the presentation of Groupon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Groupon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Groupon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Groupon. Please utilize our Beneish M Score to check the likelihood of Groupon's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Groupon
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
Check out Groupon Backtesting, Groupon Valuation, Groupon Correlation, Groupon Hype Analysis, Groupon Volatility, Groupon History and analyze Groupon Performance. To learn how to invest in Groupon Stock, please use our How to Invest in Groupon guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Groupon 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.