Genius Sports Stock Alpha and Beta Analysis
| GENI Stock | USD 9.09 0.04 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genius Sports. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genius Sports over a specified time horizon. Remember, high Genius Sports' 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 Genius Sports' market risk premium analysis include:
Beta (0.17) | Alpha 0.33 | Risk 3.49 | Sharpe Ratio 0.0932 | Expected Return 0.33 |
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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.
Genius |
Genius Sports Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genius Sports market risk premium is the additional return an investor will receive from holding Genius Sports 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 Genius Sports. 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 Genius Sports' performance over market.| α | 0.33 | β | -0.17 |
Genius Sports 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 Genius Sports' Buy-and-hold return. Our buy-and-hold chart shows how Genius Sports performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genius Sports Market Price Analysis
Market price analysis indicators help investors to evaluate how Genius Sports stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genius Sports shares will generate the highest return on investment. By understating and applying Genius Sports stock market price indicators, traders can identify Genius Sports position entry and exit signals to maximize returns.
Genius Sports Return and Market Media
The median price of Genius Sports for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 7.6 with a coefficient of variation of 8.24. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 7.7, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Genius Sports Ltd Shares Up 6.43 percent on Sep 9 | 09/09/2024 |
2 | Is Genius Sports Limited a Fast Growing Company With a Bright Future | 11/05/2024 |
3 | Genius Sports Limiteds high institutional ownership speaks for itself as stock continues to impress, up 13 percent over last week | 11/11/2024 |
4 | Genius Sports Reports Third Quarter Results Above Expectations and Raises Full-Year 2024 Group Revenue and Adj. EBITDA Growth Outlook to 24 percent and 61, Resp... | 11/12/2024 |
5 | Genius Sports Ltd Q3 2024 Earnings Call Highlights Strong Revenue Growth and Raised Guidance | 11/13/2024 |
6 | Are You Looking for a Top Momentum Pick Why Genius Sports Limited is a Great Choice | 11/15/2024 |
7 | COOPER CREEK PARTNERS MANAGEMENT LLC Increases Stake in Genius S - GuruFocus.com | 11/20/2024 |
About Genius Sports 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 Genius or other stocks. Alpha measures the amount that position in Genius Sports 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 | 0.25 | 0.22 | Price To Sales Ratio | 3.38 | 4.49 |
Genius Sports Upcoming Company Events
As portrayed in its financial statements, the presentation of Genius Sports' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genius Sports' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genius Sports' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genius Sports. Please utilize our Beneish M Score to check the likelihood of Genius Sports' management manipulating its earnings.
| 8th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Genius Sports
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Align your risk with return expectations
Check out Genius Sports Backtesting, Genius Sports Valuation, Genius Sports Correlation, Genius Sports Hype Analysis, Genius Sports Volatility, Genius Sports History and analyze Genius Sports Performance. For more detail on how to invest in Genius Stock please use our How to Invest in Genius Sports guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Genius Sports 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.