General American Investors Stock Alpha and Beta Analysis
| GAM Stock | USD 50.18 0.25 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as General American Investors. It also helps investors analyze the systematic and unsystematic risks associated with investing in General American over a specified time horizon. Remember, high General American'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 General American's market risk premium analysis include:
Beta (0.08) | Alpha 0.0801 | Risk 0.74 | Sharpe Ratio 0.11 | Expected Return 0.0812 |
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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.
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General American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. General American market risk premium is the additional return an investor will receive from holding General American 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 General American. 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 General American's performance over market.| α | 0.08 | β | -0.08 |
General American 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 General American's Buy-and-hold return. Our buy-and-hold chart shows how General American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.General American Market Price Analysis
Market price analysis indicators help investors to evaluate how General American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading General American shares will generate the highest return on investment. By understating and applying General American stock market price indicators, traders can identify General American position entry and exit signals to maximize returns.
General American Return and Market Media
The median price of General American for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 49.02 with a coefficient of variation of 1.66. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 48.86, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | General American Investors Sees Unusually-High Trading Volume - MarketBeat | 09/03/2024 |
2 | Acquisition by Eugene Stark of 147 shares of General American at 24.7 subject to Rule 16b-3 | 09/05/2024 |
3 | How To Pick A Closed-End Fund With Big Returns | 09/17/2024 |
4 | On The My Stocks Page - Stock Traders Daily | 09/30/2024 |
5 | Disposition of 9100 shares by 1975 Trust Fbo Altschul Arthur G Land Trust of General American at 25.02 subject to Rule 16b-3 | 10/04/2024 |
6 | General American Investors Company, Inc. Short Interest Update | 10/16/2024 |
7 | Acquisition by Anang Majmudar of 400 shares of General American at 42.745 subject to Rule 16b-3 | 10/18/2024 |
8 | Saba Capital Management, L.P. Expands Stake in General American Investors Co Inc - Yahoo Finance | 10/28/2024 |
9 | Undiscovered Gems In The US Featuring Three Promising Stocks | 11/12/2024 |
10 | 1607 Capital Partners, LLC Adjusts Stake in Nuveen Multi-Market Income Fund | 11/14/2024 |
11 | General American Investors Company, Inc. Shares Bought by Pathstone Holdings LLC - MarketBeat | 11/20/2024 |
12 | Disposition of tradable shares by John Gordan of General American subject to Rule 16b-3 | 11/22/2024 |
About General American 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 General or other stocks. Alpha measures the amount that position in General American Inv 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.
| 2020 | 2023 | 2024 (projected) | Price Fair Value | 0.51 | 0.46 | 0.69 | Gross Profit Margin | 0.88 | 0.0904 | 0.0858 |
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 General American 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, General American's short interest history, or implied volatility extrapolated from General American options trading.
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Align your risk with return expectations
Check out General American Backtesting, General American Valuation, General American Correlation, General American Hype Analysis, General American Volatility, General American History and analyze General American Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
General American 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.