Gentherm Stock Alpha and Beta Analysis
| THRM Stock | USD 43.38 0.75 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gentherm. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gentherm over a specified time horizon. Remember, high Gentherm'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 Gentherm's market risk premium analysis include:
Beta 1.3 | Alpha (0.39) | Risk 1.88 | Sharpe Ratio (0.11) | Expected Return (0.21) |
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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.
Gentherm |
Gentherm Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gentherm market risk premium is the additional return an investor will receive from holding Gentherm 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 Gentherm. 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 Gentherm's performance over market.| α | -0.39 | β | 1.30 |
Gentherm 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 Gentherm's Buy-and-hold return. Our buy-and-hold chart shows how Gentherm performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gentherm Market Price Analysis
Market price analysis indicators help investors to evaluate how Gentherm stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gentherm shares will generate the highest return on investment. By understating and applying Gentherm stock market price indicators, traders can identify Gentherm position entry and exit signals to maximize returns.
Gentherm Return and Market Media
The median price of Gentherm for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 44.07 with a coefficient of variation of 7.35. The daily time series for the period is distributed with a sample standard deviation of 3.3, arithmetic mean of 44.97, and mean deviation of 2.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Nicholas Breisacher of Gentherm at 50.21 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 4402 shares by Phillip Eyler of Gentherm at 35.5 subject to Rule 16b-3 | 09/18/2024 |
3 | Disposition of 9098 shares by Phillip Eyler of Gentherm at 35.5 subject to Rule 16b-3 | 09/19/2024 |
4 | Disposition of 115 shares by Jaymi Wilson of Gentherm at 41.66 subject to Rule 16b-3 | 10/08/2024 |
5 | Its A Story Of Risk Vs Reward With Gentherm Incorporated | 10/21/2024 |
6 | Gentherm Reports Next Week Wall Street Expects Earnings Growth | 10/23/2024 |
7 | Gentherm earnings beat by 0.09, revenue fell short of estimates | 10/30/2024 |
8 | Gentherm Incorporated Q3 2024 Earnings Call Transcript | 10/31/2024 |
9 | Trigran Investments, Inc. Reduces Stake in Brightcove Inc. | 11/07/2024 |
10 | Gentherm says CEO Eyler to step down, Presley to succeed | 11/08/2024 |
11 | MeadowBrook Investment Advisors LLC Purchases 260 Shares of Gentherm Incorporated | 11/14/2024 |
12 | Gentherm Names Jonathan Douyard as Executive Vice President,Chi | 11/21/2024 |
About Gentherm 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 Gentherm or other stocks. Alpha measures the amount that position in Gentherm 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 | 6.17E-4 | 5.86E-4 | Price To Sales Ratio | 1.17 | 1.11 |
Gentherm Upcoming Company Events
As portrayed in its financial statements, the presentation of Gentherm's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gentherm's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gentherm's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gentherm. Please utilize our Beneish M Score to check the likelihood of Gentherm's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 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 Gentherm
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Check out Gentherm Backtesting, Gentherm Valuation, Gentherm Correlation, Gentherm Hype Analysis, Gentherm Volatility, Gentherm History and analyze Gentherm Performance. To learn how to invest in Gentherm Stock, please use our How to Invest in Gentherm guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Gentherm 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.