Gold Fields Ltd Stock Alpha and Beta Analysis
| GFI Stock | USD 15.07 0.13 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gold Fields Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gold Fields over a specified time horizon. Remember, high Gold Fields' 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 Gold Fields' market risk premium analysis include:
Beta (0.13) | Alpha (0.15) | Risk 2.74 | Sharpe Ratio 0.0419 | Expected Return 0.11 |
Gold Fields 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.
Gold |
Gold Fields Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gold Fields market risk premium is the additional return an investor will receive from holding Gold Fields 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 Gold Fields. 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 Gold Fields' performance over market.| α | -0.15 | β | -0.13 |
Gold Fields 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 Gold Fields' Buy-and-hold return. Our buy-and-hold chart shows how Gold Fields performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gold Fields Market Price Analysis
Market price analysis indicators help investors to evaluate how Gold Fields stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gold Fields shares will generate the highest return on investment. By understating and applying Gold Fields stock market price indicators, traders can identify Gold Fields position entry and exit signals to maximize returns.
Gold Fields Return and Market Media
The median price of Gold Fields for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 15.51 with a coefficient of variation of 9.21. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 15.38, and mean deviation of 1.15. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Gold Fields Limited Shares Bought by RWC Asset Management LLP - MarketBeat | 09/03/2024 |
| Gold Fields dividend paid on 26th of September 2024 | 09/26/2024 |
2 | Goldfinch Self Reported Market Cap Reaches 182.36 Million | 10/11/2024 |
3 | Goldfinch Trading Down 6.1 percent Over Last 7 Days | 10/21/2024 |
4 | Goldfinch Price Tops 1.81 | 10/23/2024 |
5 | 5 Best PEG-Driven Value Stocks to Boost Your Portfolio Returns | 10/25/2024 |
6 | Gold Fields Ltd Shares Down 3.57 percent on Oct 31 | 10/31/2024 |
7 | Goldfinch Price Reaches 1.54 on Top Exchanges | 11/05/2024 |
8 | Bonterra Resources Inc. Invitation to 121 Mining Investment London | 11/06/2024 |
9 | Great Southern and Gold Fields spot exciting potential porphyry system at Edinburgh Park | 11/11/2024 |
10 | Queenslands copper sector lives on beyond Mt Isa | 11/13/2024 |
11 | Gold Fields Ltd Trading 6.44 percent Higher on Nov 19 | 11/19/2024 |
About Gold Fields 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 Gold or other stocks. Alpha measures the amount that position in Gold Fields 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 | 0.0325 | 0.0324 | 0.0285 | 0.0153 | Price To Sales Ratio | 2.36 | 2.19 | 2.87 | 2.7 |
Gold Fields Upcoming Company Events
As portrayed in its financial statements, the presentation of Gold Fields' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gold Fields' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gold Fields' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gold Fields. Please utilize our Beneish M Score to check the likelihood of Gold Fields' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 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 Gold Fields
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 Gold Fields Backtesting, Gold Fields Valuation, Gold Fields Correlation, Gold Fields Hype Analysis, Gold Fields Volatility, Gold Fields History and analyze Gold Fields Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Gold Fields 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.