Graham Holdings Co Stock Alpha and Beta Analysis
| GHC Stock | USD 745.40 12.72 1.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graham Holdings Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graham Holdings over a specified time horizon. Remember, high Graham Holdings' 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 Graham Holdings' market risk premium analysis include:
Beta 1.73 | Alpha (0.08) | Risk 1.66 | Sharpe Ratio 0.0717 | Expected Return 0.12 |
Graham Holdings 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.
Graham |
Graham Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graham Holdings market risk premium is the additional return an investor will receive from holding Graham Holdings 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 Graham Holdings. 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 Graham Holdings' performance over market.| α | -0.08 | β | 1.73 |
Graham Holdings 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 Graham Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Graham Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graham Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Graham Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graham Holdings shares will generate the highest return on investment. By understating and applying Graham Holdings stock market price indicators, traders can identify Graham Holdings position entry and exit signals to maximize returns.
Graham Holdings Return and Market Media
The median price of Graham Holdings for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 717.9 with a coefficient of variation of 2.77. The daily time series for the period is distributed with a sample standard deviation of 19.98, arithmetic mean of 721.97, and mean deviation of 16.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Kaplans All Access License Named to Tech Learnings Best of 2023 List, Citing Its Ability to Expand Opportunities | 02/13/2024 |
| Graham Holdings dividend paid on 15th of February 2024 | 02/15/2024 |
2 | Graham Holdings declares 1.72 dividend | 02/23/2024 |
3 | Sale by Katharine Weymouth of 1100 shares of Graham Holdings | 03/01/2024 |
4 | Acquisition by Anne Mulcahy of tradable shares of Graham Holdings at 761.13 subject to Rule 16b-3 | 04/01/2024 |
5 | Barrons Partners with Brainfuse to Offer Students Premium Content to Succeed Academically and Prepare for College Admissions Exams | 04/02/2024 |
6 | Kaplan Surveys Law Schools Believe the Rankings Have Lost Their Luster, but Pre-Law Students Still Find Them Useful | 04/09/2024 |
7 | Manhattan PrepKaplan Survey Aspiring Business School Students Say the Rankings Have Lost Some Prestige, But Still Depend on Them | 04/10/2024 |
8 | Graham Holdings Company Annual Meeting Presentation | 04/16/2024 |
9 | Graham Holdings Co. Signs 15-Year Lease To Move Rosslyn HQ Report | 04/23/2024 |
10 | The College for Financial Planninga Kaplan Company Launches Financial Paraplanner Qualified Professional Designation Program in Spanish to Better Serve Hispanic... | 05/01/2024 |
11 | University of Detroit Mercy Partners with Kaplan to Offer Students Free Comprehensive Test Prep for Graduate-Level Admissions and Licensing Exams | 05/06/2024 |
About Graham Holdings 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 Graham or other stocks. Alpha measures the amount that position in Graham Holdings 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 | 0.009664 | 0.0105 | 0.00958 | 0.009101 | Price To Sales Ratio | 0.98 | 0.74 | 0.73 | 1.2 |
Graham Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Graham Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Graham Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Graham Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Graham Holdings. Please utilize our Beneish M Score to check the likelihood of Graham Holdings' management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Graham Holdings
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Align your risk with return expectations
Check out Graham Holdings Backtesting, Graham Holdings Valuation, Graham Holdings Correlation, Graham Holdings Hype Analysis, Graham Holdings Volatility, Graham Holdings History and analyze Graham Holdings Performance. Note that the Graham Holdings information on this page should be used as a complementary analysis to other Graham Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Graham Stock analysis
When running Graham Holdings' price analysis, check to measure Graham Holdings' 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 Graham Holdings is operating at the current time. Most of Graham Holdings' value examination focuses on studying past and present price action to predict the probability of Graham Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graham Holdings' price. Additionally, you may evaluate how the addition of Graham Holdings to your portfolios can decrease your overall portfolio volatility.
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Graham Holdings 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.