Gladstone Investment Stock Alpha and Beta Analysis
| GAINL Stock | USD 25.73 0.05 0.19% |
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 (0.01) | Alpha 0.004961 | Risk 0.59 | Sharpe Ratio 0.0351 | Expected Return 0.0206 |
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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.
Gladstone |
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 | β | -0.01 |
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 Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 25.71 with a coefficient of variation of 0.67. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 25.69, and mean deviation of 0.14. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Q1 2025 Gladstone Investment Corp Earnings Call Transcript | 10/09/2024 |
| Gladstone Investment dividend paid on 1st of November 2024 | 11/01/2024 |
2 | Gladstone Investment Q2 Earnings and Revenues Lag Estimates | 11/07/2024 |
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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0725 | 0.16 | 0.17 | Price To Sales Ratio | 5.4 | 6.12 | 6.42 |
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.
Build Portfolio with Gladstone Investment
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
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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 information on how to buy Gladstone Stock please use our How to buy in Gladstone Stock guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
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.