Global Blue Group Stock Alpha and Beta Analysis
| GB Stock | USD 6.25 0.68 12.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Blue Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Blue over a specified time horizon. Remember, high Global Blue'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 Global Blue's market risk premium analysis include:
Beta 0.0232 | Alpha 0.26 | Risk 3.69 | Sharpe Ratio 0.15 | Expected Return 0.54 |
Global Blue 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.
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Global Blue Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Blue market risk premium is the additional return an investor will receive from holding Global Blue 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 Global Blue. 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 Global Blue's performance over market.| α | 0.26 | β | 0.02 |
Global Blue 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 Global Blue's Buy-and-hold return. Our buy-and-hold chart shows how Global Blue performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Blue Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Blue stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Blue shares will generate the highest return on investment. By understating and applying Global Blue stock market price indicators, traders can identify Global Blue position entry and exit signals to maximize returns.
Global Blue Return and Market Media
The median price of Global Blue for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 5.43 with a coefficient of variation of 5.7. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 5.33, and mean deviation of 0.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Global Blue Reports Strong Q1 FY2425 Financial Results With Continued Substantial Revenue Growth Margin Improvement, Announces Inaugural Share Buyback Authoriza... | 08/28/2024 |
2 | Heimar hf. Stkkun skuldabrfaflokknum HEIMAR50 GB | 09/16/2024 |
3 | Disposition of 3300 shares by Miller Joseph A of Global Blue at 25.22 subject to Rule 16b-3 | 09/23/2024 |
4 | Acquisition by Bailey Pamela G of 3300 shares of Global Blue at 25.22 subject to Rule 16b-3 | 09/27/2024 |
5 | Acquisition by Trecker Kristin of 1066 shares of Global Blue subject to Rule 16b-3 | 10/10/2024 |
6 | GB Sciences Signs Licensing Deal With EndoPure Life Sciences for 5 percent Gross Sales Royalty Sponsorship of First-in-Human Trial for Their Cannabinoid-Based P... | 10/15/2024 |
7 | Global Blue Announces Date For Q2 and H1 FY202425 Financial Results | 10/17/2024 |
8 | Global Blue Group stock slips despite landing Outperform rating from Oppenheimer | 10/24/2024 |
9 | Frontgrade Unveils Highest Density Available, Rad-Tolerant 18 GB DDR4 Memory for Space | 11/05/2024 |
10 | 0.9 percent earnings growth over 5 years has not materialized into gains for Global Blue Group Holding shareholders over that period | 11/08/2024 |
11 | PagSeguro Digital Ltd. Beats Q3 Earnings and Revenue Estimates | 11/14/2024 |
12 | Global Blue Group Stock Price Up 3.8 percent Should You Buy | 11/19/2024 |
About Global Blue 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 Global or other stocks. Alpha measures the amount that position in Global Blue Group 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 (projected) | ROE | 0.49 | 0.23 | 0.2 | Income Quality | 0.8 | 0.0482 | 2.53 |
Global Blue Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Blue's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Blue's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Blue's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Blue. Please utilize our Beneish M Score to check the likelihood of Global Blue's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Global Blue Backtesting, Global Blue Valuation, Global Blue Correlation, Global Blue Hype Analysis, Global Blue Volatility, Global Blue History and analyze Global Blue Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Global Blue 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.