Gevo Inc Stock Alpha and Beta Analysis
| GEVO Stock | USD 1.72 0.13 8.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gevo Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gevo over a specified time horizon. Remember, high Gevo'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 Gevo's market risk premium analysis include:
Beta (0.54) | Alpha 1.7 | Risk 9.55 | Sharpe Ratio 0.15 | Expected Return 1.41 |
Enterprise Value |
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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.
Gevo |
Gevo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gevo market risk premium is the additional return an investor will receive from holding Gevo 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 Gevo. 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 Gevo's performance over market.| α | 1.70 | β | -0.54 |
Gevo 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 Gevo's Buy-and-hold return. Our buy-and-hold chart shows how Gevo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gevo Market Price Analysis
Market price analysis indicators help investors to evaluate how Gevo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gevo shares will generate the highest return on investment. By understating and applying Gevo stock market price indicators, traders can identify Gevo position entry and exit signals to maximize returns.
Gevo Return and Market Media
The median price of Gevo for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.59 with a coefficient of variation of 41.75. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 1.66, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Gevo jumps as U.S. grants patent for ethanol-to-olefins process | 09/16/2024 |
2 | Disposition of 46608 shares by Christopher Ryan of Gevo at 0.5059 subject to Rule 16b-3 | 10/04/2024 |
3 | Disposition of 164428 shares by Gruber Patrick R. of Gevo at 0.7574 subject to Rule 16b-3 | 10/11/2024 |
4 | Calumet, Gevo Shares Are Soaring Wednesday Whats Going On | 10/16/2024 |
5 | Why Gevo Stock Is Surging Thursday This Marks A Watershed Moment | 10/17/2024 |
6 | Disposition of 34707 shares by Paul Bloom of Gevo at 0.5059 subject to Rule 16b-3 | 10/18/2024 |
7 | Gevo Stock Price Down 1.3 percent Whats Next | 10/21/2024 |
8 | Disposition of 26911 shares by Andrew Shafer of Gevo at 2.3656 subject to Rule 16b-3 | 11/05/2024 |
9 | Gevo GAAP EPS of -0.09 beats by 0.01, revenue of 1.97M misses by 4.11M | 11/07/2024 |
10 | Earnings call Gevo Inc. projects growth with key acquisitions and DOE loan | 11/08/2024 |
11 | Insider Trading | 11/12/2024 |
12 | Gevo to Participate in Fireside Chat With H.C. Wainwright | 11/18/2024 |
About Gevo 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 Gevo or other stocks. Alpha measures the amount that position in Gevo Inc 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 | 502.07 | 147.86 | 83.91 | 58.33 | PTB Ratio | 1.53 | 0.7 | 0.5 | 0.47 |
Gevo Upcoming Company Events
As portrayed in its financial statements, the presentation of Gevo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gevo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gevo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gevo. Please utilize our Beneish M Score to check the likelihood of Gevo's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 Gevo Backtesting, Gevo Valuation, Gevo Correlation, Gevo Hype Analysis, Gevo Volatility, Gevo History and analyze Gevo Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Gevo 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.