Great Elm Capital Stock Alpha and Beta Analysis
| GECC Stock | USD 10.65 0.03 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Great Elm Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Great Elm over a specified time horizon. Remember, high Great Elm'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 Great Elm's market risk premium analysis include:
Beta (0.20) | Alpha 0.16 | Risk 1.38 | Sharpe Ratio 0.15 | Expected Return 0.21 |
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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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Great Elm Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Great Elm market risk premium is the additional return an investor will receive from holding Great Elm 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 Great Elm. 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 Great Elm's performance over market.| α | 0.16 | β | -0.2 |
Great Elm 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 Great Elm's Buy-and-hold return. Our buy-and-hold chart shows how Great Elm performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Great Elm Market Price Analysis
Market price analysis indicators help investors to evaluate how Great Elm stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Great Elm shares will generate the highest return on investment. By understating and applying Great Elm stock market price indicators, traders can identify Great Elm position entry and exit signals to maximize returns.
Great Elm Return and Market Media
The median price of Great Elm for the period between Mon, Nov 4, 2024 and Sun, Feb 2, 2025 is 10.03 with a coefficient of variation of 4.5. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 10.13, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 12/03/2024 |
2 | Great Elm Capital raises 13.2 million of equity at net asset value | 12/12/2024 |
3 | Great Elm Capital Corp. Declares 0.05 Per Common Share Special Cash Distribution and Approves First Quarter 2025 Distribution of 0.37 Per Common Share | 12/16/2024 |
4 | Disposition of 2643 shares by Great Elm Group, Inc. of Great Elm at 10.22 subject to Rule 16b-3 | 12/23/2024 |
| Great Elm dividend paid on 31st of December 2024 | 12/31/2024 |
5 | Acquisition by Matthew Kaplan of 2201 shares of Great Elm at 9.46 subject to Rule 16b-3 | 01/08/2025 |
6 | Acquisition by Reed Peter A of 5969 shares of Great Elm subject to Rule 16b-3 | 01/21/2025 |
About Great Elm 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 Great or other stocks. Alpha measures the amount that position in Great Elm Capital 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.
| 2022 | 2024 | 2025 (projected) | PTB Ratio | 0.61 | 0.94 | 1.35 | Dividend Yield | 0.25 | 0.12 | 0.08 |
Great Elm Upcoming Company Events
As portrayed in its financial statements, the presentation of Great Elm's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Great Elm's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Great Elm's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Great Elm. Please utilize our Beneish M Score to check the likelihood of Great Elm's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 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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Check out Great Elm Backtesting, Great Elm Valuation, Great Elm Correlation, Great Elm Hype Analysis, Great Elm Volatility, Great Elm History and analyze Great Elm Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Great Elm 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.