Geopark Stock Alpha and Beta Analysis
| GPRK Stock | USD 9.01 0.02 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GeoPark. It also helps investors analyze the systematic and unsystematic risks associated with investing in GeoPark over a specified time horizon. Remember, high GeoPark'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 GeoPark's market risk premium analysis include:
Beta 0.76 | Alpha (0.06) | Risk 2.64 | Sharpe Ratio 0.0031 | Expected Return 0.0081 |
Enterprise Value |
|
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.
GeoPark |
GeoPark Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GeoPark market risk premium is the additional return an investor will receive from holding GeoPark 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 GeoPark. 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 GeoPark's performance over market.| α | -0.06 | β | 0.76 |
GeoPark 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 GeoPark's Buy-and-hold return. Our buy-and-hold chart shows how GeoPark performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GeoPark Market Price Analysis
Market price analysis indicators help investors to evaluate how GeoPark stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GeoPark shares will generate the highest return on investment. By understating and applying GeoPark stock market price indicators, traders can identify GeoPark position entry and exit signals to maximize returns.
GeoPark Return and Market Media
The median price of GeoPark for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 8.19 with a coefficient of variation of 5.22. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 8.19, and mean deviation of 0.32. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| GeoPark dividend paid on 12th of September 2024 | 09/12/2024 |
1 | Q2 2024 GeoPark Ltd Earnings Call Transcript | 10/09/2024 |
2 | GeoPark Is An Undervalued Small Cap - Seeking Alpha | 10/14/2024 |
3 | GeoPark Argentina Obtains AA Credit Rating and Approval From Argentine Regulator to Issue up to 500 Million in Debt Securities | 10/22/2024 |
4 | Should We Be Delighted With GeoPark Limiteds ROE Of 62 | 10/24/2024 |
5 | Geopark Misses Q3 Earnings Estimates | 11/06/2024 |
6 | GeoPark Updates Conference Call Details for Third Quarter Results | 11/07/2024 |
7 | Q3 2024 GeoPark Ltd Earnings Call Transcript | 11/08/2024 |
8 | GeoPark Announces Exploration Success at Confluencia Norte | 11/12/2024 |
9 | GeoPark Is Due To Pay A Dividend Of 0.147 | 11/14/2024 |
10 | GeoPark Shares Cross Below 200-Day Moving Average - Time to Sell - MarketBeat | 11/21/2024 |
About GeoPark 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 GeoPark or other stocks. Alpha measures the amount that position in GeoPark 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 | 0.0104 | 0.0265 | 0.061 | 0.0641 | Price To Sales Ratio | 1.01 | 0.87 | 0.64 | 0.61 |
GeoPark Upcoming Company Events
As portrayed in its financial statements, the presentation of GeoPark's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GeoPark's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GeoPark's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GeoPark. Please utilize our Beneish M Score to check the likelihood of GeoPark's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 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 GeoPark
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 GeoPark Backtesting, GeoPark Valuation, GeoPark Correlation, GeoPark Hype Analysis, GeoPark Volatility, GeoPark History and analyze GeoPark Performance. For more information on how to buy GeoPark Stock please use our How to buy in GeoPark Stock guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
GeoPark 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.