Genfit Stock Alpha and Beta Analysis
| GNFT Stock | USD 4.26 0.06 1.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genfit. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genfit over a specified time horizon. Remember, high Genfit'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 Genfit's market risk premium analysis include:
Beta 0.69 | Alpha (0.02) | Risk 4.49 | Sharpe Ratio 0.0266 | Expected Return 0.12 |
Enterprise Value |
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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.
Genfit |
Genfit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genfit market risk premium is the additional return an investor will receive from holding Genfit 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 Genfit. 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 Genfit's performance over market.| α | -0.02 | β | 0.69 |
Genfit 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 Genfit's Buy-and-hold return. Our buy-and-hold chart shows how Genfit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genfit Market Price Analysis
Market price analysis indicators help investors to evaluate how Genfit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genfit shares will generate the highest return on investment. By understating and applying Genfit stock market price indicators, traders can identify Genfit position entry and exit signals to maximize returns.
Genfit Return and Market Media
The median price of Genfit for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 5.23 with a coefficient of variation of 14.54. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 5.04, and mean deviation of 0.67. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Genfit net income of 30.3 ME in the first half of the year - Marketscreener.com | 09/20/2024 |
2 | Genfit stock rallies 20 percent after hours on data for liver disease drug - MSN | 09/23/2024 |
3 | Analysts Updated EPS Estimates for October 11th | 10/11/2024 |
4 | Genfit S.A. Not Doing Enough For Some Investors As Its Shares Slump 25 percent - Simply Wall St | 11/15/2024 |
About Genfit 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 Genfit or other stocks. Alpha measures the amount that position in Genfit 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) | Payables Turnover | 0.0131 | 0.0288 | 0.0326 | 0.031 | Days Of Inventory On Hand | 9.07 | 5.89 | 4.28 | 4.07 |
Genfit Upcoming Company Events
As portrayed in its financial statements, the presentation of Genfit's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genfit's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genfit's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genfit. Please utilize our Beneish M Score to check the likelihood of Genfit's management manipulating its earnings.
| 11th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Genfit Stock Analysis
When running Genfit's price analysis, check to measure Genfit's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Genfit is operating at the current time. Most of Genfit's value examination focuses on studying past and present price action to predict the probability of Genfit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genfit's price. Additionally, you may evaluate how the addition of Genfit to your portfolios can decrease your overall portfolio volatility.