Griffon Stock Alpha and Beta Analysis
| GFF Stock | USD 81.28 1.91 2.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Griffon. It also helps investors analyze the systematic and unsystematic risks associated with investing in Griffon over a specified time horizon. Remember, high Griffon'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 Griffon's market risk premium analysis include:
Beta 1.7 | Alpha 0.23 | Risk 2.96 | Sharpe Ratio 0.12 | Expected Return 0.36 |
Griffon Quarterly Cash And Equivalents |
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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.
Griffon |
Griffon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Griffon market risk premium is the additional return an investor will receive from holding Griffon 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 Griffon. 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 Griffon's performance over market.| α | 0.23 | β | 1.70 |
Griffon 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 Griffon's Buy-and-hold return. Our buy-and-hold chart shows how Griffon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Griffon Market Price Analysis
Market price analysis indicators help investors to evaluate how Griffon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Griffon shares will generate the highest return on investment. By understating and applying Griffon stock market price indicators, traders can identify Griffon position entry and exit signals to maximize returns.
Griffon Return and Market Media
The median price of Griffon for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 67.71 with a coefficient of variation of 6.27. The daily time series for the period is distributed with a sample standard deviation of 4.24, arithmetic mean of 67.62, and mean deviation of 3.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2154 shares by Robert Mehmel of Griffon at 69.27 subject to Rule 16b-3 | 09/18/2024 |
| Griffon dividend paid on 19th of September 2024 | 09/19/2024 |
3 | Disposition of 1205 shares by Robert Mehmel of Griffon at 70.11 subject to Rule 16b-3 | 09/20/2024 |
4 | Disposition of 300 shares by Ronald Kramer of Griffon at 70.07 subject to Rule 16b-3 | 10/02/2024 |
5 | Disposition of 6532 shares by Ronald Kramer of Griffon at 70.06 subject to Rule 16b-3 | 10/16/2024 |
6 | Disposition of tradable shares by Robert Mehmel of Griffon at 70.01 subject to Rule 16b-3 | 10/25/2024 |
7 | Vanguard Group Incs Strategic Acquisition of Griffon Corp Shares | 11/05/2024 |
8 | Griffon Corp Shares Up 13.12 percent on Nov 13 | 11/13/2024 |
9 | Is It Time To Consider Buying Griffon Corporation | 11/14/2024 |
10 | Griffon Corp director sells shares worth 847,271 | 11/15/2024 |
11 | Insider Sale Director Jerome Coben Sells Shares of Griffon Corp | 11/18/2024 |
12 | Disposition of 400 shares by Seth Kaplan of Griffon subject to Rule 16b-3 | 11/19/2024 |
13 | Q4 2024 Griffon Corp Earnings Call Transcript | 11/21/2024 |
About Griffon 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 Griffon or other stocks. Alpha measures the amount that position in Griffon 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) | Dividend Yield | 0.083 | 0.0647 | 0.0108 | 0.0102 | Price To Sales Ratio | 0.54 | 0.77 | 1.27 | 1.33 |
Griffon Upcoming Company Events
As portrayed in its financial statements, the presentation of Griffon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Griffon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Griffon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Griffon. Please utilize our Beneish M Score to check the likelihood of Griffon's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Griffon
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 Griffon Backtesting, Griffon Valuation, Griffon Correlation, Griffon Hype Analysis, Griffon Volatility, Griffon History and analyze Griffon Performance. For more detail on how to invest in Griffon Stock please use our How to Invest in Griffon guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Griffon 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.