GM Alpha and Beta Analysis

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GM -- USA Stock  

Fiscal Quarter End: 30th of June 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including General Motors, as well as systematic risk associated with investing in GM over a specified time horizon. Please check GM Backtesting, GM Valuation, GM Correlation, GM Hype Analysis, GM Volatility, GM History and analyze GM Performance.

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Please note that although GM alpha is a measure of relative return and represented here as a single number, it actually indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, GM did 0.32  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 General Motors relative risk over its benchmark. General Motors has beta of 0.28  . As returns on market increase, returns on owning GM are expected to decrease at a much smaller rate. During bear market, GM is likely to outperform the market.
Book Value per Share is projected to rize to 30.45 this year, although Enterprise Value over EBIT will most likely fall to 14.74. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

  GM Quarterly Book Value per Share

GM Market Premiums

α-0.32   β-0.28
30 days against DJI

GM expected buy-and-hold returns

GM Market Price Analysis

GM Return and Market Media

The median price of GM for the period between Tue, Feb 25, 2020 and Mon, May 25, 2020 is 22.48 with a coefficient of variation of 18.27. The daily time series for the period is distributed with a sample standard deviation of 4.34, arithmetic mean of 23.78, and mean deviation of 3.35. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Acquisition by Carol Stephenson of 1316 shares of GM subject...03/09/2020
Acquisition by Mary Barra of 18131 shares of GM subject to R...03/11/2020
Exercise or conversion by Matthew Tsien of 258 shares of GM ...03/12/2020
Exercise or conversion by Stephens Thomas G of 4380 shares o...03/16/2020
Exercise or conversion by Jaime Ardila of 3256 shares of GM ...03/17/2020
Exercise or conversion by Alan Batey of 425 shares of GM sub...03/19/2020
Exercise or conversion by Charles Stevens of 212 shares of G...03/20/2020
Disposition of 2170 shares by Millikin Michael P of GM subje...03/23/2020
Acquisition by Brinkley Cynthia J of 6057 shares of GM subje...03/25/2020
Exercise or conversion by Matthew Tsien of 121 shares of GM ...03/26/2020
Purchase by Matthew Tsien of 22400 shares of GM03/27/2020
Exercise or conversion by De Nysschen Carel J of 123645 shar...04/02/2020
Payment of 3104 shares by Mary Barra of GM subject to Rule 1...04/03/2020
Disposition of 1513 shares by Jaime Ardila of GM subject to ...04/06/2020
Exercise or conversion by Akerson Daniel F 1 of 21527 shares...04/07/2020
Exercise or conversion by Thomas Timko of 2526 shares of GM ...04/08/2020
Exercise or conversion by Mary Barra of 4329 shares of GM su...04/14/2020
Exercise or conversion by Mark Reuss of 8969 shares of GM su...04/16/2020
Financial Statements04/17/2020
Exercise or conversion by John Quattrone of 153 shares of GM...04/20/2020
Why General Motors Stock Is Down Today - Motley Fool04/21/2020
Exercise or conversion by Mark Reuss of 9132 shares of GM su...04/23/2020
Disposition of 109 shares by Matthew Tsien of GM subject to ...04/24/2020
GM exotic insider transaction detected04/27/2020
Acquisition by Barry Engle of 50442 shares of GM subject to ...04/28/2020
Sale by Mark Reuss of 30000 shares of GM04/29/2020
Payment of 2006 shares by Jaime Ardila of GM subject to Rule...04/30/2020
Purchase by Kathryn Marinello of 800 shares of GM05/01/2020
Exercise or conversion by Stephen Girsky of 41575 shares of ...05/04/2020
Payment of 2079 shares by Mark Reuss of GM subject to Rule 1...05/06/2020
Acquisition by Blissett Julian G of 1616 shares of GM subjec...05/08/2020
Sale by Uaw Retiree Medical Benefits Trust of 40000000 share...05/11/2020
Financial Statements05/12/2020
Exercise or conversion by Charles Stevens of 6360 shares of ...05/13/2020
Purchase by Patricia Russo of 12700 shares of GM05/14/2020
Payment of 1209 shares by Jaime Ardila of GM subject to Rule...05/15/2020

About GM 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in General Motors 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.

Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page