Gopro Inc Stock Alpha and Beta Analysis
| GPRO Stock | USD 0.97 0.03 3.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GoPro Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in GoPro over a specified time horizon. Remember, high GoPro'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 GoPro's market risk premium analysis include:
Beta 1.01 | Alpha (0.44) | Risk 3.48 | Sharpe Ratio (0.13) | Expected Return (0.47) |
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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.
GoPro |
GoPro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GoPro market risk premium is the additional return an investor will receive from holding GoPro 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 GoPro. 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 GoPro's performance over market.| α | -0.44 | β | 1.01 |
GoPro 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 GoPro's Buy-and-hold return. Our buy-and-hold chart shows how GoPro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GoPro Market Price Analysis
Market price analysis indicators help investors to evaluate how GoPro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GoPro shares will generate the highest return on investment. By understating and applying GoPro stock market price indicators, traders can identify GoPro position entry and exit signals to maximize returns.
GoPro Return and Market Media
The median price of GoPro for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 1.19 with a coefficient of variation of 12.21. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 1.2, and mean deviation of 0.12. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | GoPro Q3 Earnings Snapshot | 11/07/2024 |
2 | Disposition of 61268 shares by Lurie Alexander J of GoPro at 1.3515 subject to Rule 16b-3 | 11/13/2024 |
3 | Heart-Pumping GoPro Footage Captures Firefighters POV As Flames Surge | 11/14/2024 |
4 | I tested the modular GoPro Hero 13 Black, and its a fantastic travel camera | 11/27/2024 |
5 | Lights, action cameras Blockbuster Black Friday deals for GoPro, DJI and Insta360 | 11/29/2024 |
6 | The GoPro HERO12 Black Is Still at Black Friday Price for Cyber Monday Week | 12/03/2024 |
7 | Best Buy 25 Days of Deals Day 6 GoPro HERO action cam FREE 20 credit, Anker buds, Blink smart cams, more up to 829 off | 12/06/2024 |
8 | Morgan Stanley Forecasts Stronger Enterprise Hardware Growth for 2025 | 12/17/2024 |
9 | Disposition of 2116 shares by Brian McGee of GoPro at 1.7 subject to Rule 16b-3 | 12/31/2024 |
10 | Cheaper than Black Friday the GoPro Hero 13 Black drops to a new record-low price | 01/06/2025 |
11 | The past three years for GoPro investors has not been profitable | 01/08/2025 |
12 | A Look Back at Consumer Electronics Stocks Q3 Earnings Peloton Vs The Rest Of The Pack | 01/17/2025 |
13 | GoPros Tiny 179 4K HERO Camera Now Captures Ultra-Wide, Immersive Video with New 43 Video Setting and SuperView Digital Lens Settings - Marketscreener.com | 01/30/2025 |
About GoPro 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 GoPro or other stocks. Alpha measures the amount that position in GoPro Inc 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0301 | 0.0316 | Price To Sales Ratio | 0.61 | 0.58 |
GoPro Upcoming Company Events
As portrayed in its financial statements, the presentation of GoPro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GoPro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GoPro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GoPro. Please utilize our Beneish M Score to check the likelihood of GoPro's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 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 GoPro
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 GoPro Backtesting, GoPro Valuation, GoPro Correlation, GoPro Hype Analysis, GoPro Volatility, GoPro History and analyze GoPro Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
GoPro 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.