Global Ship Lease Stock Alpha and Beta Analysis
| GSL Stock | USD 22.26 0.14 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Ship Lease. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Ship over a specified time horizon. Remember, high Global Ship'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 Global Ship's market risk premium analysis include:
Beta 0.46 | Alpha (0.22) | Risk 1.7 | Sharpe Ratio (0.09) | Expected Return (0.16) |
Global Ship Quarterly Cash And Equivalents |
|
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.
Global |
Global Ship Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Ship market risk premium is the additional return an investor will receive from holding Global Ship 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 Global Ship. 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 Global Ship's performance over market.| α | -0.22 | β | 0.46 |
Global Ship 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 Global Ship's Buy-and-hold return. Our buy-and-hold chart shows how Global Ship performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Ship Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Ship stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Ship shares will generate the highest return on investment. By understating and applying Global Ship stock market price indicators, traders can identify Global Ship position entry and exit signals to maximize returns.
Global Ship Return and Market Media
The median price of Global Ship for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 23.94 with a coefficient of variation of 3.78. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 23.99, and mean deviation of 0.74. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 20415 shares by Integrated Core Strategies Llc of Global Ship at 1.75 subject to Rule 16b-3 | 08/30/2024 |
| Global Ship dividend paid on 4th of September 2024 | 09/04/2024 |
2 | Reviewing FTAI Aviation and Global Ship Lease | 09/27/2024 |
3 | Analysts Estimate Danaos to Report a Decline in Earnings What to Look Out for | 11/05/2024 |
4 | Global Ship Lease Inc Q3 2024 Earnings Report Preview What To Expect | 11/08/2024 |
5 | Global Ship Lease reports Q3 results | 11/11/2024 |
6 | Q3 2024 Global Ship Lease Inc Earnings Call Transcript | 11/12/2024 |
7 | Global Ship Lease Third Quarter 2024 Earnings EPS Misses Expectations | 11/13/2024 |
8 | Global Ship Lease Is Due To Pay A Dividend Of 0.45 | 11/14/2024 |
9 | Disposition of 9563 shares by Millenco, L.l.c. of Global Ship at 4.0 subject to Rule 16b-3 | 11/15/2024 |
10 | Why Global Ship Leases Earnings Are Better Than They Seem | 11/20/2024 |
About Global Ship 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 Global or other stocks. Alpha measures the amount that position in Global Ship Lease 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0985 | 0.0895 | 0.0763 | Price To Sales Ratio | 1.01 | 1.04 | 0.7 |
Global Ship Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Ship's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Ship's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Ship's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Ship. Please utilize our Beneish M Score to check the likelihood of Global Ship's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Global Ship
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 Global Ship Backtesting, Global Ship Valuation, Global Ship Correlation, Global Ship Hype Analysis, Global Ship Volatility, Global Ship History and analyze Global Ship Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Global Ship 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.