Global Water Resources Stock Alpha and Beta Analysis
| GWRS Stock | USD 13.10 0.17 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Water Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Water over a specified time horizon. Remember, high Global Water'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 Water's market risk premium analysis include:
Beta 1.29 | Alpha (0.01) | Risk 1.87 | Sharpe Ratio 0.0478 | Expected Return 0.0891 |
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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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Global Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Water market risk premium is the additional return an investor will receive from holding Global Water 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 Water. 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 Water's performance over market.| α | -0.01 | β | 1.29 |
Global Water 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 Water's Buy-and-hold return. Our buy-and-hold chart shows how Global Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Water 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 Water shares will generate the highest return on investment. By understating and applying Global Water stock market price indicators, traders can identify Global Water position entry and exit signals to maximize returns.
Global Water Return and Market Media
The median price of Global Water for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 12.59 with a coefficient of variation of 3.03. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 12.64, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Steven Brill of tradable shares of Global Water at 12.74 subject to Rule 16b-3 | 09/11/2024 |
| Global Water dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Global Water Resources Sets Third Quarter 2024 Conference Call for Thursday, November 7, 2024 at 100 p.m. ET | 10/16/2024 |
4 | Acquisition by Alexander Richard M of tradable shares of Global Water subject to Rule 16b-3 | 10/24/2024 |
| Global Water dividend paid on 31st of October 2024 | 10/31/2024 |
6 | Acquisition by John Lenderking of tradable shares of Global Water subject to Rule 16b-3 | 11/04/2024 |
7 | Global Water Resources to Release Earnings on Thursday | 11/05/2024 |
8 | Global Water Resources Inc Q3 2024 Earnings EPS of 0. ... | 11/06/2024 |
9 | Global Water Resources Inc Q3 2024 Earnings Call Highlights Navigating Growth Amidst ... | 11/08/2024 |
10 | Acquisition by Cohn Andrew M. of 562 shares of Global Water at 12.68 subject to Rule 16b-3 | 11/13/2024 |
About Global Water 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 Water Resources 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 | 0.0171 | 0.0224 | 0.0228 | 0.0217 | Price To Sales Ratio | 9.23 | 6.88 | 5.93 | 4.66 |
Global Water Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Water's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Water's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Water's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Water. Please utilize our Beneish M Score to check the likelihood of Global Water's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 7th 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 |
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Additional Tools for Global Stock Analysis
When running Global Water's price analysis, check to measure Global Water's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Global Water is operating at the current time. Most of Global Water's value examination focuses on studying past and present price action to predict the probability of Global Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Water's price. Additionally, you may evaluate how the addition of Global Water to your portfolios can decrease your overall portfolio volatility.