Grid Dynamics Holdings Stock Alpha and Beta Analysis
| GDYN Stock | USD 18.90 0.64 3.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grid Dynamics Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grid Dynamics over a specified time horizon. Remember, high Grid 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 Grid Dynamics' market risk premium analysis include:
Beta 1.58 | Alpha 0.28 | Risk 2.82 | Sharpe Ratio 0.2 | Expected Return 0.58 |
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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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Grid Dynamics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grid Dynamics market risk premium is the additional return an investor will receive from holding Grid 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 Grid 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 Grid Dynamics' performance over market.| α | 0.28 | β | 1.58 |
Grid 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 Grid Dynamics' Buy-and-hold return. Our buy-and-hold chart shows how Grid Dynamics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grid Dynamics Market Price Analysis
Market price analysis indicators help investors to evaluate how Grid 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 Grid Dynamics shares will generate the highest return on investment. By understating and applying Grid Dynamics stock market price indicators, traders can identify Grid Dynamics position entry and exit signals to maximize returns.
Grid Dynamics Return and Market Media
The median price of Grid Dynamics for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 14.6 with a coefficient of variation of 10.06. The daily time series for the period is distributed with a sample standard deviation of 1.52, arithmetic mean of 15.09, and mean deviation of 1.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 15000 shares by Leonard Livschitz of Grid Dynamics at 14.23 subject to Rule 16b-3 | 09/10/2024 |
2 | Disposition of 913387 shares by Beijing Teamsun Technology Co. Ltd. of Grid Dynamics at 12.8 subject to Rule 16b-3 | 09/12/2024 |
3 | Disposition of 15000 shares by Leonard Livschitz of Grid Dynamics at 13.73 subject to Rule 16b-3 | 09/24/2024 |
4 | Riassunto Grid Dynamics amplia la presenza globale con lacquisizione di JUXT, rafforzando il proprio know-how nel settore dei servizi bancari e finanziari | 09/27/2024 |
5 | Grid Dynamics Reaches New 1-Year High Time to Buy | 10/14/2024 |
6 | Acquisition by Anil Doradla of 20000 shares of Grid Dynamics subject to Rule 16b-3 | 10/21/2024 |
7 | Disposition of 20000 shares by Leonard Livschitz of Grid Dynamics at 15.58 subject to Rule 16b-3 | 10/22/2024 |
8 | Grid Dynamics Holdings Inc Stock Price Up 5.48 percent on Nov 4 | 11/04/2024 |
9 | Grid Dynamics Holdings, Inc. CFO Sells 52,980.00 in Stock | 11/05/2024 |
10 | Grid Dynamics CEO Leonard Livschitz sells 156,800 in stock | 11/07/2024 |
11 | Grid Dynamics Holdings Solid Earnings Are Supported By Other Strong Factors | 11/08/2024 |
12 | Grid dynamics CFO Anil Doradla sells 70,640 in stock | 11/12/2024 |
13 | Grid Dynamics Holdings Inc Shares Down 4.92 percent on Nov 13 | 11/13/2024 |
14 | Disposition of 20000 shares by Leonard Livschitz of Grid Dynamics at 16.0 subject to Rule 16b-3 | 11/19/2024 |
15 | Grid Dynamics CEO Leonard Livschitz sells 320,000 in stock | 11/21/2024 |
16 | Resumen Grid Dynamics presenta Composable Commerce Starter Kit en Microsoft Azure, que permite una rpida sustitucin de sistemas heredados por capacidades de com... | 11/22/2024 |
About Grid 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 Grid or other stocks. Alpha measures the amount that position in Grid Dynamics Holdings 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.007856 | 0.006005 | Price To Sales Ratio | 3.2 | 5.57 |
Grid Dynamics Upcoming Company Events
As portrayed in its financial statements, the presentation of Grid Dynamics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grid Dynamics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grid Dynamics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grid Dynamics. Please utilize our Beneish M Score to check the likelihood of Grid Dynamics' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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