General Dynamics (Mexico) Alpha and Beta Analysis
| GD Stock | MXN 5,736 277.05 4.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as General Dynamics. It also helps investors analyze the systematic and unsystematic risks associated with investing in General Dynamics over a specified time horizon. Remember, high General Dynamics' 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 Dynamics' market risk premium analysis include:
Beta (0.56) | Alpha 0.12 | Risk 1.37 | Sharpe Ratio 0.0544 | Expected Return 0.0742 |
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 Dynamics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. General Dynamics market risk premium is the additional return an investor will receive from holding General Dynamics 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 Dynamics. 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 Dynamics' performance over market.| α | 0.12 | β | -0.56 |
General Dynamics 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 Dynamics' Buy-and-hold return. Our buy-and-hold chart shows how General Dynamics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.General Dynamics Market Price Analysis
Market price analysis indicators help investors to evaluate how General Dynamics 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 Dynamics shares will generate the highest return on investment. By understating and applying General Dynamics stock market price indicators, traders can identify General Dynamics position entry and exit signals to maximize returns.
General Dynamics Return and Market Media
The median price of General Dynamics for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5833.33 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 178.92, arithmetic mean of 5878.5, and mean deviation of 141.37. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About General Dynamics 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 Dynamics 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.
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 Dynamics 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 Dynamics' short interest history, or implied volatility extrapolated from General Dynamics options trading.
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Additional Tools for General Stock Analysis
When running General Dynamics' price analysis, check to measure General Dynamics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy General Dynamics is operating at the current time. Most of General Dynamics' value examination focuses on studying past and present price action to predict the probability of General Dynamics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move General Dynamics' price. Additionally, you may evaluate how the addition of General Dynamics to your portfolios can decrease your overall portfolio volatility.