Global Net Lease, Stock Alpha and Beta Analysis
| GNL Stock | USD 7.28 0.01 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Net Lease,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Net over a specified time horizon. Remember, high Global Net'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 Global Net's market risk premium analysis include:
Beta 0.63 | Alpha (0.19) | Risk 1.31 | Sharpe Ratio (0.17) | Expected Return (0.22) |
Global Net 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.
Global |
Global Net Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Net market risk premium is the additional return an investor will receive from holding Global Net 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 Global Net. 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 Global Net's performance over market.| α | -0.19 | β | 0.63 |
Global Net 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 Global Net's Buy-and-hold return. Our buy-and-hold chart shows how Global Net performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Net Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Net stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Net shares will generate the highest return on investment. By understating and applying Global Net stock market price indicators, traders can identify Global Net position entry and exit signals to maximize returns.
Global Net Return and Market Media
The median price of Global Net for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8.19 with a coefficient of variation of 4.4. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 8.12, and mean deviation of 0.28. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Schorsch Nicholas S of tradable shares of Global Net subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 1068 shares by Christopher Masterson of Global Net at 8.9 subject to Rule 16b-3 | 09/13/2024 |
3 | Bellevue Capital Partners Acquires Additional 100,000 Shares of Global Net Lease, Inc. | 10/03/2024 |
| Global Net dividend paid on 16th of October 2024 | 10/16/2024 |
5 | Public Storage Misses Q3 FFO Estimates | 10/30/2024 |
6 | Sucker Yields | 11/04/2024 |
7 | Global Wealth Management Investment Advisory Inc. Has 141,000 Holdings in Global Net Lease, Inc. | 11/06/2024 |
8 | Global Net Lease Q3 FFO and Revenues Lag Estimates | 11/07/2024 |
9 | Global Net Lease Inc Q3 2024 Earnings Call Highlights Strategic Dispositions and Debt ... | 11/08/2024 |
10 | Acquisition by Schorsch Nicholas S of 100000 shares of Global Net at 7.72 subject to Rule 16b-3 | 11/11/2024 |
11 | Global net lease sees significant stock purchase by major owner | 11/13/2024 |
12 | Is Invesco KBW Premium Yield Equity REIT ETF a Strong ETF Right Now | 11/20/2024 |
About Global Net 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 Global or other stocks. Alpha measures the amount that position in Global Net Lease, 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 | 0.12 | 0.14 | 0.16 | 0.17 | Price To Sales Ratio | 3.84 | 3.44 | 2.75 | 2.62 |
Global Net Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Net's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Net's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Net's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Net. Please utilize our Beneish M Score to check the likelihood of Global Net's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 8th 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 |
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Align your risk with return expectations
Check out Global Net Backtesting, Global Net Valuation, Global Net Correlation, Global Net Hype Analysis, Global Net Volatility, Global Net History and analyze Global Net Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Global Net 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.