Glaxosmithkline Plc Adr Stock Alpha and Beta Analysis
| GSK Stock | USD 39.27 0.33 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GlaxoSmithKline PLC ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in GlaxoSmithKline PLC over a specified time horizon. Remember, high GlaxoSmithKline PLC'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 GlaxoSmithKline PLC's market risk premium analysis include:
Beta 0.46 | Alpha (0.04) | Risk 0.93 | Sharpe Ratio 0.0098 | Expected Return 0.0091 |
GlaxoSmithKline PLC Quarterly Cash And Equivalents |
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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.
GlaxoSmithKline |
GlaxoSmithKline PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GlaxoSmithKline PLC market risk premium is the additional return an investor will receive from holding GlaxoSmithKline PLC 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 GlaxoSmithKline PLC. 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 GlaxoSmithKline PLC's performance over market.| α | -0.04 | β | 0.46 |
GlaxoSmithKline PLC 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 GlaxoSmithKline PLC's Buy-and-hold return. Our buy-and-hold chart shows how GlaxoSmithKline PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GlaxoSmithKline PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how GlaxoSmithKline PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GlaxoSmithKline PLC shares will generate the highest return on investment. By understating and applying GlaxoSmithKline PLC stock market price indicators, traders can identify GlaxoSmithKline PLC position entry and exit signals to maximize returns.
GlaxoSmithKline PLC Return and Market Media
The median price of GlaxoSmithKline PLC for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 41.53 with a coefficient of variation of 3.43. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 41.25, and mean deviation of 1.17. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Cerebras Introduces Worlds Fastest AI Chip and New AI Server | 03/13/2024 |
2 | As Atlanta asthma patients cope with pollen season, one commonly used Rx is off the market | 03/21/2024 |
3 | GSK PLC Sponsored ADR is Attracting Investor Attention Here is What You Should Know | 03/28/2024 |
4 | NextEvo Naturals Releases New CBD Cream With Highest CBD Concentration on the Market | 04/02/2024 |
5 | Biden, Sanders to take victory lap after drugmakers cap cost of inhalers | 04/03/2024 |
6 | Are You a Growth Investor This 1 Stock Could Be the Perfect Pick | 04/04/2024 |
7 | GlaxoSmithKline PT Raised to GBP17.25 at Barclays | 04/08/2024 |
8 | Missed Out on Eli Lilly 2 Healthcare Stocks With Big Catalysts on the Horizon. | 04/09/2024 |
| GlaxoSmithKline PLC dividend paid on 11th of April 2024 | 04/11/2024 |
10 | Adaptimmune Down on End of Collaboration With Roche | 04/15/2024 |
11 | Health Alert Chagas Disease, Also Known as American Trypanosomiasis, Poses Life-Threatening Risk from Trypanosoma Cruzi Parasite BCC Research LLC | 04/16/2024 |
12 | Once Valued At Billions, 23andMes CEO Considers Privatization To Secure Companys Future | 04/18/2024 |
About GlaxoSmithKline PLC 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 GlaxoSmithKline or other stocks. Alpha measures the amount that position in GlaxoSmithKline PLC ADR 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 | 0.0382 | 0.0295 | 0.019 | 0.0181 | Price To Sales Ratio | 3.07 | 4.0 | 3.89 | 3.33 |
GlaxoSmithKline PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of GlaxoSmithKline PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GlaxoSmithKline PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GlaxoSmithKline PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GlaxoSmithKline PLC. Please utilize our Beneish M Score to check the likelihood of GlaxoSmithKline PLC's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 GlaxoSmithKline PLC
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 GlaxoSmithKline PLC Backtesting, GlaxoSmithKline PLC Valuation, GlaxoSmithKline PLC Correlation, GlaxoSmithKline PLC Hype Analysis, GlaxoSmithKline PLC Volatility, GlaxoSmithKline PLC History and analyze GlaxoSmithKline PLC Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for GlaxoSmithKline Stock analysis
When running GlaxoSmithKline PLC's price analysis, check to measure GlaxoSmithKline PLC'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 GlaxoSmithKline PLC is operating at the current time. Most of GlaxoSmithKline PLC's value examination focuses on studying past and present price action to predict the probability of GlaxoSmithKline PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GlaxoSmithKline PLC's price. Additionally, you may evaluate how the addition of GlaxoSmithKline PLC to your portfolios can decrease your overall portfolio volatility.
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GlaxoSmithKline PLC 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.