Golub Capital Bdc Stock Alpha and Beta Analysis
| GBDC Stock | USD 15.15 0.07 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Golub Capital BDC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Golub Capital over a specified time horizon. Remember, high Golub Capital'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 Golub Capital's market risk premium analysis include:
Beta 0.47 | Alpha 0.003315 | Risk 0.82 | Sharpe Ratio 0.0786 | Expected Return 0.0643 |
Enterprise Value |
|
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.
Golub |
Golub Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Golub Capital market risk premium is the additional return an investor will receive from holding Golub Capital 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 Golub Capital. 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 Golub Capital's performance over market.| α | 0 | β | 0.47 |
Golub Capital 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 Golub Capital's Buy-and-hold return. Our buy-and-hold chart shows how Golub Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Golub Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Golub Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Golub Capital shares will generate the highest return on investment. By understating and applying Golub Capital stock market price indicators, traders can identify Golub Capital position entry and exit signals to maximize returns.
Golub Capital Return and Market Media
The median price of Golub Capital for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 15.08 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 15.08, and mean deviation of 0.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by David Golub of 20000 shares of Golub Capital at 14.91 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by David Golub of 20000 shares of Golub Capital at 14.78 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of tradable shares by Baily John Thomas of Golub Capital at 14.68 subject to Rule 16b-3 | 09/11/2024 |
| Golub Capital dividend paid on 13th of September 2024 | 09/13/2024 |
| Golub Capital dividend paid on 27th of September 2024 | 09/27/2024 |
| Golub Capital dividend paid on 1st of October 2024 | 10/01/2024 |
4 | Banks Reclaim 30 Billion of Debt Deals From Private Credit | 10/03/2024 |
5 | U.S. Middle Market Performance Shows Sustained Stability | 10/09/2024 |
6 | Golub Leads 1.1 Billion Debt Refinancing Effort for Optimizely | 10/14/2024 |
7 | Golub Capital stock could benefit from HPS Investment buyout | 10/25/2024 |
8 | FNF Group Q3 Earnings Lag Estimates | 11/06/2024 |
9 | WhiteHorse Finance Q3 Earnings and Revenues Miss Estimates | 11/07/2024 |
10 | Disposition of 1250000 shares by David Golub of Golub Capital at 15.72 subject to Rule 16b-3 | 11/08/2024 |
11 | CloudBees Continues DevOps World Tour to Jersey City, Santa Clara, and London, Showcasing the Future of DevSecOps and AI-Driven Software Delivery | 11/12/2024 |
12 | Golub Capital BDC FQ4 2024 Earnings Preview | 11/18/2024 |
13 | Golub Capital BDC declares 0. dividend | 11/19/2024 |
14 | Do Options Traders Know Something About Golub Capital BDC Stock We Dont | 11/21/2024 |
About Golub Capital 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 Golub or other stocks. Alpha measures the amount that position in Golub Capital BDC 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 | 0.0734 | 0.0766 | 0.006992 | 0.006643 | Price To Sales Ratio | 12.25 | 4.14 | 4.25 | 4.04 |
Golub Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Golub Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Golub Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Golub Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Golub Capital. Please utilize our Beneish M Score to check the likelihood of Golub Capital's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 18th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Golub Capital
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
Align your risk with return expectations
Check out Golub Capital Backtesting, Golub Capital Valuation, Golub Capital Correlation, Golub Capital Hype Analysis, Golub Capital Volatility, Golub Capital History and analyze Golub Capital Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Golub Capital 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.