Greystone Housing Impact Stock Alpha and Beta Analysis
| GHI Stock | 11.86 0.20 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greystone Housing Impact. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greystone Housing over a specified time horizon. Remember, high Greystone Housing'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 Greystone Housing's market risk premium analysis include:
Beta 0.0447 | Alpha (0.09) | Risk 1.91 | Sharpe Ratio 0.023 | Expected Return 0.044 |
Greystone Housing 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.
Greystone |
Greystone Housing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greystone Housing market risk premium is the additional return an investor will receive from holding Greystone Housing 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 Greystone Housing. 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 Greystone Housing's performance over market.| α | -0.09 | β | 0.04 |
Greystone Housing 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 Greystone Housing's Buy-and-hold return. Our buy-and-hold chart shows how Greystone Housing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Greystone Housing Market Price Analysis
Market price analysis indicators help investors to evaluate how Greystone Housing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greystone Housing shares will generate the highest return on investment. By understating and applying Greystone Housing stock market price indicators, traders can identify Greystone Housing position entry and exit signals to maximize returns.
Greystone Housing Return and Market Media
The median price of Greystone Housing for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 11.36 with a coefficient of variation of 5.77. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 11.25, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Greystone Housing dividend paid on 31st of October 2024 | 10/31/2024 |
2 | Greystone Housing Impact Investors Reports Q3 Loss, Tops Revenue Estimates | 11/06/2024 |
3 | Greystone Housing Impact Investors LP Q3 2024 Earnings Call Highlights Navigating ... | 11/07/2024 |
4 | Greystone Housing Impact Investors Third Quarter 2024 Earnings Misses Expectations | 11/08/2024 |
5 | Disposition of 1071 shares by Fletcher Drew of Greystone Housing at 11.89 subject to Rule 16b-3 | 11/29/2024 |
6 | Greystone Housing Impact Investors LP Sees Significant Growth in Short Interest | 12/30/2024 |
| Greystone Housing dividend paid on 31st of December 2024 | 12/31/2024 |
About Greystone Housing 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 Greystone or other stocks. Alpha measures the amount that position in Greystone Housing Impact 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.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.12 | 0.093 | 0.0746 | Price To Sales Ratio | 4.36 | 12.39 | 7.62 |
Greystone Housing Upcoming Company Events
As portrayed in its financial statements, the presentation of Greystone Housing's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Greystone Housing's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Greystone Housing's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Greystone Housing. Please utilize our Beneish M Score to check the likelihood of Greystone Housing's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial 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 Greystone Housing
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 Greystone Housing Backtesting, Greystone Housing Valuation, Greystone Housing Correlation, Greystone Housing Hype Analysis, Greystone Housing Volatility, Greystone Housing History and analyze Greystone Housing Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Greystone Housing 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.