Geospace Technologies Stock Alpha and Beta Analysis
| GEOS Stock | USD 13.62 1.19 9.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Geospace Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Geospace Technologies over a specified time horizon. Remember, high Geospace Technologies' 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 Geospace Technologies' market risk premium analysis include:
Beta 2.33 | Alpha 0.24 | Risk 2.89 | Sharpe Ratio 0.18 | Expected Return 0.52 |
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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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Geospace Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Geospace Technologies market risk premium is the additional return an investor will receive from holding Geospace Technologies 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 Geospace Technologies. 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 Geospace Technologies' performance over market.| α | 0.24 | β | 2.33 |
Geospace Technologies 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 Geospace Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Geospace Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Geospace Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Geospace Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Geospace Technologies shares will generate the highest return on investment. By understating and applying Geospace Technologies stock market price indicators, traders can identify Geospace Technologies position entry and exit signals to maximize returns.
Geospace Technologies Return and Market Media
The median price of Geospace Technologies for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.42 with a coefficient of variation of 10.52. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 10.89, and mean deviation of 0.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Geospace Technologies Signs 11.9 Million OBX Rental Agreement | 08/28/2024 |
2 | Geospace Technologies Will Look To Bank On The Upside - Seeking Alpha | 09/06/2024 |
3 | Geospace Technologies Co. Shares Sold by Moors Cabot Inc. | 09/17/2024 |
4 | Acquisition by Richard Kelley of 5000 shares of Geospace Technologies subject to Rule 16b-3 | 10/01/2024 |
5 | Geospace Technologies Stock Price Crosses Above 200-Day Moving Average - Heres Why - MarketBeat | 10/08/2024 |
6 | Geospace Technologies Schedules Fourth Quarter and Fiscal Year 2024 Earnings Call | 11/07/2024 |
7 | Moors Cabot Inc. Decreases Stock Holdings in Geospace Technologies Co. | 11/20/2024 |
About Geospace Technologies 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 Geospace or other stocks. Alpha measures the amount that position in Geospace Technologies 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 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 85.41 | 62.66 | 56.39 | 60.21 | PTB Ratio | 0.47 | 1.28 | 1.48 | 2.18 |
Geospace Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Geospace Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Geospace Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Geospace Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Geospace Technologies. Please utilize our Beneish M Score to check the likelihood of Geospace Technologies' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Geospace Stock Analysis
When running Geospace Technologies' price analysis, check to measure Geospace Technologies' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Geospace Technologies is operating at the current time. Most of Geospace Technologies' value examination focuses on studying past and present price action to predict the probability of Geospace Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Geospace Technologies' price. Additionally, you may evaluate how the addition of Geospace Technologies to your portfolios can decrease your overall portfolio volatility.