General Motors Stock Alpha and Beta Analysis
| GM Stock | USD 58.53 2.85 5.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as General Motors. It also helps investors analyze the systematic and unsystematic risks associated with investing in GM over a specified time horizon. Remember, high GM'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 GM's market risk premium analysis include:
Beta 1.45 | Alpha 0.19 | Risk 2.25 | Sharpe Ratio 0.13 | Expected Return 0.3 |
GM 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.
GM |
GM Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GM market risk premium is the additional return an investor will receive from holding GM 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 GM. 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 GM's performance over market.| α | 0.19 | β | 1.45 |
GM 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 GM's Buy-and-hold return. Our buy-and-hold chart shows how GM performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GM Market Price Analysis
Market price analysis indicators help investors to evaluate how GM stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GM shares will generate the highest return on investment. By understating and applying GM stock market price indicators, traders can identify GM position entry and exit signals to maximize returns.
GM Return and Market Media
The median price of GM for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 48.88 with a coefficient of variation of 7.89. The daily time series for the period is distributed with a sample standard deviation of 3.94, arithmetic mean of 49.98, and mean deviation of 3.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| GM dividend paid on 19th of September 2024 | 09/19/2024 |
1 | Walmart adds Chevy Brightdrop electric vans to its delivery fleet | 11/01/2024 |
2 | Experts Trump presidency could benefit Detroit automakers, but cost car buyers more | 11/06/2024 |
3 | General Motors Co Shares Up 3.01 percent on Nov 11 | 11/11/2024 |
4 | Trumps transition team aims to kill Biden EV tax credit in US Report | 11/14/2024 |
5 | Whats Going On With General Motors Today | 11/15/2024 |
6 | Trump Reportedly Planning to Let Self-Driving Cars Loose | 11/18/2024 |
7 | Trumps Team Plans To Roll-Back Bidens Strict Fuel, EV Regulations Report | 11/19/2024 |
8 | US EV industry set for boost as ExxonMobil and LG Chem strike lithium deal | 11/20/2024 |
9 | Hyundai And GM Reportedly Teaming Up To Build Trucks | 11/21/2024 |
10 | You Can Already See Signs Of Trumps Crony Capitalism In Action | 11/22/2024 |
About GM 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 GM or other stocks. Alpha measures the amount that position in General Motors 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 | 0.002186 | 0.008167 | 0.0122 | 0.0116 | Price To Sales Ratio | 0.67 | 0.31 | 0.29 | 0.28 |
GM Upcoming Company Events
As portrayed in its financial statements, the presentation of GM's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GM's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GM's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GM. Please utilize our Beneish M Score to check the likelihood of GM's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 GM
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 GM Backtesting, GM Valuation, GM Correlation, GM Hype Analysis, GM Volatility, GM History and analyze GM Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
GM 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.