Gladstone Investment (Germany) Alpha and Beta Analysis
| 1G3 Stock | EUR 12.70 0.28 2.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gladstone Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gladstone Investment over a specified time horizon. Remember, high Gladstone Investment'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 Gladstone Investment's market risk premium analysis include:
Beta 1.14 | Alpha 0.16 | Risk 2.14 | Sharpe Ratio 0.15 | Expected Return 0.31 |
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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Gladstone Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gladstone Investment market risk premium is the additional return an investor will receive from holding Gladstone Investment 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 Gladstone Investment. 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 Gladstone Investment's performance over market.| α | 0.16 | β | 1.14 |
Gladstone Investment 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 Gladstone Investment's Buy-and-hold return. Our buy-and-hold chart shows how Gladstone Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gladstone Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Gladstone Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gladstone Investment shares will generate the highest return on investment. By understating and applying Gladstone Investment stock market price indicators, traders can identify Gladstone Investment position entry and exit signals to maximize returns.
Gladstone Investment Return and Market Media
The median price of Gladstone Investment for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 12.35 with a coefficient of variation of 7.84. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 12.0, and mean deviation of 0.83. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Gladstone Investment 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 Gladstone or other stocks. Alpha measures the amount that position in Gladstone Investment 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Gladstone Investment in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Gladstone Investment's short interest history, or implied volatility extrapolated from Gladstone Investment options trading.
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Additional Information and Resources on Investing in Gladstone Stock
When determining whether Gladstone Investment offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Gladstone Investment's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Gladstone Investment Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Gladstone Investment Stock:Check out Gladstone Investment Backtesting, Gladstone Investment Valuation, Gladstone Investment Correlation, Gladstone Investment Hype Analysis, Gladstone Investment Volatility, Gladstone Investment History and analyze Gladstone Investment Performance. For more detail on how to invest in Gladstone Stock please use our How to Invest in Gladstone Investment guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Gladstone Investment 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.