Graftech International Stock Alpha and Beta Analysis
| EAF Stock | USD 2.03 0.08 3.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GrafTech International. It also helps investors analyze the systematic and unsystematic risks associated with investing in GrafTech International over a specified time horizon. Remember, high GrafTech International'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 GrafTech International's market risk premium analysis include:
Beta 0.97 | Alpha 1.46 | Risk 6.26 | Sharpe Ratio 0.3 | Expected Return 1.89 |
GrafTech International Quarterly Cash And Equivalents |
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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.
GrafTech |
GrafTech International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GrafTech International market risk premium is the additional return an investor will receive from holding GrafTech International 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 GrafTech International. 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 GrafTech International's performance over market.| α | 1.46 | β | 0.97 |
GrafTech International 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 GrafTech International's Buy-and-hold return. Our buy-and-hold chart shows how GrafTech International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GrafTech International Market Price Analysis
Market price analysis indicators help investors to evaluate how GrafTech International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GrafTech International shares will generate the highest return on investment. By understating and applying GrafTech International stock market price indicators, traders can identify GrafTech International position entry and exit signals to maximize returns.
GrafTech International Return and Market Media
The median price of GrafTech International for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 1.62 with a coefficient of variation of 36.03. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 1.49, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Michel Dumas of 11837 shares of GrafTech International subject to Rule 16b-3 | 09/30/2024 |
2 | Acquisition by Germain Jean-marc of 10416 shares of GrafTech International subject to Rule 16b-3 | 10/01/2024 |
3 | Government of Canada invests in a local accessible infrastructure project to increase access to programs and services for persons with disabilities in Ontario | 10/11/2024 |
4 | GrafTech International Shares Up 9.1 percent - Time to Buy - MarketBeat | 10/25/2024 |
5 | Disposition of 19661 shares by Jeremy Halford of GrafTech International subject to Rule 16b-3 | 11/01/2024 |
6 | Disposition of 56497 shares by Marcel Kessler of GrafTech International subject to Rule 16b-3 | 11/08/2024 |
7 | GrafTech Reports Third Quarter 2024 Results | 11/12/2024 |
8 | GrafTech stock target lifted with market perform rating on better liquidity | 11/13/2024 |
9 | Acquisition by Michel Dumas of 16108 shares of GrafTech International subject to Rule 16b-3 | 11/22/2024 |
About GrafTech International 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 GrafTech or other stocks. Alpha measures the amount that position in GrafTech International 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 | 0.00338 | 0.008385 | 0.00912 | 0.008664 | Price To Sales Ratio | 2.34 | 0.96 | 0.91 | 1.71 |
GrafTech International Upcoming Company Events
As portrayed in its financial statements, the presentation of GrafTech International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GrafTech International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GrafTech International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GrafTech International. Please utilize our Beneish M Score to check the likelihood of GrafTech International's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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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Check out GrafTech International Backtesting, GrafTech International Valuation, GrafTech International Correlation, GrafTech International Hype Analysis, GrafTech International Volatility, GrafTech International History and analyze GrafTech International Performance. For more detail on how to invest in GrafTech Stock please use our How to Invest in GrafTech International guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
GrafTech International 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.