Gentherm Stock Alpha and Beta Analysis

THRM Stock  USD 42.63  0.97  2.33%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gentherm. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gentherm over a specified time horizon. Remember, high Gentherm'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 Gentherm's market risk premium analysis include:
Beta
1.3
Alpha
(0.39)
Risk
1.86
Sharpe Ratio
(0.13)
Expected Return
(0.24)
Please note that although Gentherm alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Gentherm did 0.39  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Gentherm stock's relative risk over its benchmark. Gentherm has a beta of 1.30  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Gentherm will likely underperform. At this time, Gentherm's Book Value Per Share is very stable compared to the past year. As of the 22nd of November 2024, Tangible Book Value Per Share is likely to grow to 15.19, while Price Fair Value is likely to drop 2.44.

Enterprise Value

979.53 Million

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.
  
Check out Gentherm Backtesting, Gentherm Valuation, Gentherm Correlation, Gentherm Hype Analysis, Gentherm Volatility, Gentherm History and analyze Gentherm Performance.
To learn how to invest in Gentherm Stock, please use our How to Invest in Gentherm guide.

Gentherm Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gentherm market risk premium is the additional return an investor will receive from holding Gentherm 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 Gentherm. 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 Gentherm's performance over market.
α-0.39   β1.30

Gentherm 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 Gentherm's Buy-and-hold return. Our buy-and-hold chart shows how Gentherm performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Gentherm Market Price Analysis

Market price analysis indicators help investors to evaluate how Gentherm stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gentherm shares will generate the highest return on investment. By understating and applying Gentherm stock market price indicators, traders can identify Gentherm position entry and exit signals to maximize returns.

Gentherm Return and Market Media

The median price of Gentherm for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 44.07 with a coefficient of variation of 7.35. The daily time series for the period is distributed with a sample standard deviation of 3.3, arithmetic mean of 44.97, and mean deviation of 2.9. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Disposition of tradable shares by Nicholas Breisacher of Gentherm at 50.21 subject to Rule 16b-3
08/29/2024
2
Disposition of 4402 shares by Phillip Eyler of Gentherm at 35.5 subject to Rule 16b-3
09/18/2024
3
Disposition of 9098 shares by Phillip Eyler of Gentherm at 35.5 subject to Rule 16b-3
09/19/2024
4
Disposition of 115 shares by Jaymi Wilson of Gentherm at 41.66 subject to Rule 16b-3
10/08/2024
5
Its A Story Of Risk Vs Reward With Gentherm Incorporated
10/21/2024
6
Gentherm Reports Next Week Wall Street Expects Earnings Growth
10/23/2024
7
Gentherm earnings beat by 0.09, revenue fell short of estimates
10/30/2024
8
Gentherm Incorporated Q3 2024 Earnings Call Transcript
10/31/2024
9
Trigran Investments, Inc. Reduces Stake in Brightcove Inc.
11/07/2024
10
Gentherm says CEO Eyler to step down, Presley to succeed
11/08/2024
11
MeadowBrook Investment Advisors LLC Purchases 260 Shares of Gentherm Incorporated
11/14/2024
12
Gentherm Names Jonathan Douyard as Executive Vice President,Chi
11/21/2024

About Gentherm 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 Gentherm or other stocks. Alpha measures the amount that position in Gentherm 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.
 2023 2024 (projected)
Dividend Yield6.17E-45.86E-4
Price To Sales Ratio1.171.11

Gentherm Upcoming Company Events

As portrayed in its financial statements, the presentation of Gentherm's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gentherm's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gentherm's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gentherm. Please utilize our Beneish M Score to check the likelihood of Gentherm's management manipulating its earnings.
21st of February 2024
Upcoming Quarterly Report
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25th of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
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21st of February 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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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Gentherm is a strong investment it is important to analyze Gentherm's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Gentherm's future performance. For an informed investment choice regarding Gentherm Stock, refer to the following important reports:
Check out Gentherm Backtesting, Gentherm Valuation, Gentherm Correlation, Gentherm Hype Analysis, Gentherm Volatility, Gentherm History and analyze Gentherm Performance.
To learn how to invest in Gentherm Stock, please use our How to Invest in Gentherm guide.
You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Gentherm 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.
A focus of Gentherm technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Gentherm trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...