Graf Global Corp Stock Alpha and Beta Analysis
| GRAF Stock | USD 10.02 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graf Global Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graf Global over a specified time horizon. Remember, high Graf Global'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 Graf Global's market risk premium analysis include:
Beta 0.0175 | Alpha (0) | Risk 0.17 | Sharpe Ratio 0.0288 | Expected Return 0.0049 |
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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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Graf Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graf Global market risk premium is the additional return an investor will receive from holding Graf Global 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 Graf Global. 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 Graf Global's performance over market.| α | -0.004 | β | 0.02 |
Graf Global 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 Graf Global's Buy-and-hold return. Our buy-and-hold chart shows how Graf Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graf Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Graf Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graf Global shares will generate the highest return on investment. By understating and applying Graf Global stock market price indicators, traders can identify Graf Global position entry and exit signals to maximize returns.
Graf Global Return and Market Media
The median price of Graf Global for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.01 with a coefficient of variation of 0.2. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 10.01, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Dee Michael E of 10000 shares of GRAF GLOBAL at 11.5 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Dee Michael E of 50000 shares of GRAF GLOBAL at 11.5 subject to Rule 16b-3 | 09/19/2024 |
3 | Disposition of 50000 shares by Glazer Capital, Llc of GRAF GLOBAL at 15.95 subject to Rule 16b-3 | 10/04/2024 |
4 | Disposition of 100000 shares by Glazer Capital, Llc of GRAF GLOBAL at 18.18 subject to Rule 16b-3 | 10/22/2024 |
5 | MMCAP International Inc. SPC Acquires New Stake in Graf Global Corp | 11/07/2024 |
6 | Investment Analysis and Advice - Stock Traders Daily | 11/19/2024 |
About Graf Global 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 Graf or other stocks. Alpha measures the amount that position in Graf Global Corp 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Graf Global in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Graf Global's short interest history, or implied volatility extrapolated from Graf Global options trading.
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Check out Graf Global Backtesting, Graf Global Valuation, Graf Global Correlation, Graf Global Hype Analysis, Graf Global Volatility, Graf Global History and analyze Graf Global Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Graf Global 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.