Genesis Energy Lp Stock Alpha and Beta Analysis
| GEL Stock | USD 11.74 0.04 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genesis Energy LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genesis Energy over a specified time horizon. Remember, high Genesis Energy'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 Genesis Energy's market risk premium analysis include:
Beta 0.95 | Alpha (0.24) | Risk 2.22 | Sharpe Ratio (0.07) | Expected Return (0.17) |
Genesis Energy Quarterly Cash And Equivalents |
|
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.
Genesis |
Genesis Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genesis Energy market risk premium is the additional return an investor will receive from holding Genesis Energy 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 Genesis Energy. 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 Genesis Energy's performance over market.| α | -0.24 | β | 0.95 |
Genesis Energy 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 Genesis Energy's Buy-and-hold return. Our buy-and-hold chart shows how Genesis Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genesis Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Genesis Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genesis Energy shares will generate the highest return on investment. By understating and applying Genesis Energy stock market price indicators, traders can identify Genesis Energy position entry and exit signals to maximize returns.
Genesis Energy Return and Market Media
The median price of Genesis Energy for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 12.91 with a coefficient of variation of 6.19. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 12.64, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by James Davison of 2643 shares of Genesis Energy subject to Rule 16b-3 | 09/13/2024 |
2 | Only Four Days Left To Cash In On Genesis Energys Dividend | 09/20/2024 |
3 | Disposition of 3264 shares by Sharilyn Gasaway of Genesis Energy subject to Rule 16b-3 | 10/02/2024 |
4 | Full Year 2024 Genesis Energy Ltd Earnings Call Transcript | 10/09/2024 |
5 | Genesis Energy raises distribution by 10 percent to 0.165 | 10/10/2024 |
6 | Is The Market Rewarding Genesis Energy Limited With A Negative Sentiment As A Result Of Its Mixed Fundamentals | 10/24/2024 |
7 | Disposition of 3140 shares by Jack Taylor of Genesis Energy at 13.1 subject to Rule 16b-3 | 10/25/2024 |
8 | Genesis Energy, L.P. Reports Third Quarter 2024 Results | 10/31/2024 |
9 | Acquisition by Ryan Sims of 1000 shares of Genesis Energy at 11.25 subject to Rule 16b-3 | 11/08/2024 |
10 | ALPS Advisors Incs Strategic Acquisition in Genesis Energy LP | 11/13/2024 |
| Genesis Energy dividend paid on 14th of November 2024 | 11/14/2024 |
About Genesis Energy 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 Genesis or other stocks. Alpha measures the amount that position in Genesis Energy LP 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.
| 2020 | 2024 (projected) | Dividend Yield | 0.26 | 0.14 | Price To Sales Ratio | 0.42 | 0.44 |
Genesis Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Genesis Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genesis Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genesis Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genesis Energy. Please utilize our Beneish M Score to check the likelihood of Genesis Energy's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Genesis Energy
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 Genesis Energy Backtesting, Genesis Energy Valuation, Genesis Energy Correlation, Genesis Energy Hype Analysis, Genesis Energy Volatility, Genesis Energy History and analyze Genesis Energy Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Genesis Energy 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.