Genesco (Germany) Alpha and Beta Analysis
| GN8 Stock | EUR 32.60 1.60 5.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genesco. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genesco over a specified time horizon. Remember, high Genesco'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 Genesco's market risk premium analysis include:
Beta 2.06 | Alpha 0.13 | Risk 4.1 | Sharpe Ratio 0.0922 | Expected Return 0.38 |
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.
Genesco |
Genesco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genesco market risk premium is the additional return an investor will receive from holding Genesco 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 Genesco. 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 Genesco's performance over market.| α | 0.13 | β | 2.06 |
Genesco 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 Genesco's Buy-and-hold return. Our buy-and-hold chart shows how Genesco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genesco Market Price Analysis
Market price analysis indicators help investors to evaluate how Genesco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genesco shares will generate the highest return on investment. By understating and applying Genesco stock market price indicators, traders can identify Genesco position entry and exit signals to maximize returns.
Genesco Return and Market Media
The median price of Genesco for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 25.4 with a coefficient of variation of 9.3. The daily time series for the period is distributed with a sample standard deviation of 2.39, arithmetic mean of 25.73, and mean deviation of 1.93. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Genesco 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 Genesco or other stocks. Alpha measures the amount that position in Genesco 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Genesco in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Genesco's short interest history, or implied volatility extrapolated from Genesco options trading.
Build Portfolio with Genesco
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
Additional Information and Resources on Investing in Genesco Stock
When determining whether Genesco offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Genesco's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Genesco Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Genesco Stock:Check out Genesco Backtesting, Genesco Valuation, Genesco Correlation, Genesco Hype Analysis, Genesco Volatility, Genesco History and analyze Genesco Performance. For more detail on how to invest in Genesco Stock please use our How to Invest in Genesco guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Genesco 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.