Grafton Group Plc Stock Alpha and Beta Analysis
| GROUF Stock | USD 12.35 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grafton Group plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grafton Group over a specified time horizon. Remember, high Grafton Group'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 Grafton Group's market risk premium analysis include:
Beta (3.41) | Alpha 1.4 | Risk 0.6 | Sharpe Ratio 0.0597 | Expected Return 0.0361 |
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.
Grafton |
Grafton Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grafton Group market risk premium is the additional return an investor will receive from holding Grafton Group 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 Grafton Group. 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 Grafton Group's performance over market.| α | 1.40 | β | -3.41 |
Grafton Group 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 Grafton Group's Buy-and-hold return. Our buy-and-hold chart shows how Grafton Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grafton Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Grafton Group pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grafton Group shares will generate the highest return on investment. By understating and applying Grafton Group pink sheet market price indicators, traders can identify Grafton Group position entry and exit signals to maximize returns.
Grafton Group Return and Market Media
The median price of Grafton Group for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 12.09 with a coefficient of variation of 9.65. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 11.92, and mean deviation of 0.47. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Grafton Group 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 Grafton or other pink sheets. Alpha measures the amount that position in Grafton Group plc 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Grafton Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Grafton Group's short interest history, or implied volatility extrapolated from Grafton Group options trading.
Build Portfolio with Grafton Group
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
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Check out Grafton Group Backtesting, Grafton Group Valuation, Grafton Group Correlation, Grafton Group Hype Analysis, Grafton Group Volatility, Grafton Group History and analyze Grafton Group Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Grafton Pink Sheet analysis
When running Grafton Group's price analysis, check to measure Grafton Group'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 Grafton Group is operating at the current time. Most of Grafton Group's value examination focuses on studying past and present price action to predict the probability of Grafton Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grafton Group's price. Additionally, you may evaluate how the addition of Grafton Group to your portfolios can decrease your overall portfolio volatility.
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Grafton Group technical pink sheet 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, pink sheet market cycles, or different charting patterns.