Group 1 Automotive Stock Alpha and Beta Analysis
| GPI Stock | USD 408.66 6.93 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Group 1 Automotive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Group 1 over a specified time horizon. Remember, high Group 1'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 Group 1's market risk premium analysis include:
Beta 1.67 | Alpha 0.0589 | Risk 2.19 | Sharpe Ratio 0.085 | Expected Return 0.19 |
Group 1 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.
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Group 1 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Group 1 market risk premium is the additional return an investor will receive from holding Group 1 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 Group 1. 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 Group 1's performance over market.| α | 0.06 | β | 1.67 |
Group 1 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 Group 1's Buy-and-hold return. Our buy-and-hold chart shows how Group 1 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Group 1 Market Price Analysis
Market price analysis indicators help investors to evaluate how Group 1 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Group 1 shares will generate the highest return on investment. By understating and applying Group 1 stock market price indicators, traders can identify Group 1 position entry and exit signals to maximize returns.
Group 1 Return and Market Media
The median price of Group 1 for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 367.63 with a coefficient of variation of 5.28. The daily time series for the period is distributed with a sample standard deviation of 19.65, arithmetic mean of 371.84, and mean deviation of 15.91. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Group 1 dividend paid on 16th of September 2024 | 09/16/2024 |
1 | QUALCOMM Incorporated Partners with Google to Enhance Automotive AI Voice Assistants with New Snapdragon Chips | 10/25/2024 |
2 | Notice of Proposed Derivative Settlement Mullen Automotive Inc. | 10/31/2024 |
3 | Earnings Troubles May Signal Larger Issues for Ningbo Shenglong Automotive Powertrain SystemLtd Shareholders | 11/06/2024 |
4 | Needham Company LLC Cuts Rivian Automotive Price Target to 14.00 | 11/11/2024 |
5 | Automotive Engine Market to Grow by USD 14.23 Million , Driven by Rising Demand for Premium Vehicles, AI-Powered Report Highlights Market Trends - Technavio | 11/12/2024 |
6 | Aluminum Die Casting Market to Grow by USD 46.2 Billion , Driven by Rising Use in Automotive Industry, AI-Powered Report Highlights Market Trends- Technavio | 11/13/2024 |
7 | Edge AI ICs Market Forecast USD 8132 Million by 2030 with 16.5 percent CAGR, Transforming Robotics, Smart Cities, and Automotive Sectors Valuates Reports | 11/14/2024 |
8 | TSX Penny Stock Picks Automotive Finco And 2 Other Promising Investments | 11/15/2024 |
9 | Q3 2024 China Automotive Systems Inc Earnings Call Transcript | 11/18/2024 |
10 | APM Automotive Holdings Berhad Third Quarter 2024 Earnings EPS RM0.096 | 11/20/2024 |
About Group 1 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 Group or other stocks. Alpha measures the amount that position in Group 1 Automotive 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 | 2023 (projected) | Dividend Yield | 0.006934 | 0.006044 | Price To Sales Ratio | 0.26 | 0.23 |
Group 1 Upcoming Company Events
As portrayed in its financial statements, the presentation of Group 1's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Group 1's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Group 1's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Group 1. Please utilize our Beneish M Score to check the likelihood of Group 1's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st 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 Group 1
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Check out Group 1 Backtesting, Group 1 Valuation, Group 1 Correlation, Group 1 Hype Analysis, Group 1 Volatility, Group 1 History and analyze Group 1 Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Group 1 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.