Great Elm Group Stock Alpha and Beta Analysis
| GEGGL Stock | USD 24.06 0.34 1.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Great Elm Group. 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 (0.08) | Alpha 0.0977 | Risk 1.08 | Sharpe Ratio 0.0765 | Expected Return 0.0824 |
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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 | 0.1 | β | -0.08 |
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 Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 23.98 with a coefficient of variation of 2.7. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 23.72, and mean deviation of 0.53. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 460900 shares by Reese Jason W. of Great Elm at 2.17 subject to Rule 16b-3 | 09/03/2024 |
2 | Great Elm Group, Inc. 7.25 percent Notes due 2027 Sees Significant Increase in Short Interest | 09/17/2024 |
3 | Acquisition by Parmelee James P of 45455 shares of Great Elm subject to Rule 16b-3 | 09/27/2024 |
| Great Elm dividend paid on 30th of September 2024 | 09/30/2024 |
4 | Acquisition by Drapkin Matthew A of 7113 shares of Great Elm at 1.97 subject to Rule 16b-3 | 11/07/2024 |
5 | Great Elm Group, Inc. 7.25 percent Notes due 2027 Sees Large Growth in Short Interest | 11/13/2024 |
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 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 | 2023 | 2024 (projected) | Dividend Yield | 5.48E-4 | 6.3E-4 | 5.99E-4 | Price To Sales Ratio | 141.45 | 35.26 | 33.49 |
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 Great Elm 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, Great Elm's short interest history, or implied volatility extrapolated from Great Elm options trading.
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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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
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.