Global Business Travel Stock Alpha and Beta Analysis
| GBTG Stock | USD 9.29 0.21 2.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Business Travel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Business over a specified time horizon. Remember, high Global Business' 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 Global Business' market risk premium analysis include:
Beta 1.71 | Alpha 0.22 | Risk 2.24 | Sharpe Ratio 0.21 | Expected Return 0.48 |
Enterprise Value |
|
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.
Global |
Global Business Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Business market risk premium is the additional return an investor will receive from holding Global Business 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 Global Business. 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 Global Business' performance over market.| α | 0.22 | β | 1.71 |
Global Business 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 Global Business' Buy-and-hold return. Our buy-and-hold chart shows how Global Business performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Business Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Business stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Business shares will generate the highest return on investment. By understating and applying Global Business stock market price indicators, traders can identify Global Business position entry and exit signals to maximize returns.
Global Business Return and Market Media
The median price of Global Business for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 7.62 with a coefficient of variation of 8.86. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 7.82, and mean deviation of 0.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5060 shares by Van Vliet Christopher of Global Business at 6.99 subject to Rule 16b-3 | 09/05/2024 |
2 | Rhumbline Advisers Raises Stake in Global Business Travel Group, Inc. - MarketBeat | 09/24/2024 |
3 | Acquisition by Guevara Manzo Gloria Rebeca of 20408 shares of Global Business subject to Rule 16b-3 | 10/25/2024 |
4 | Global Business Travel Group Set to Announce Earnings on Tuesday | 11/04/2024 |
5 | American Express Global Business Travel Reports Strong Q3 2024 Financial Results, Raises 2024 Free Cash Flow Guidance and Announces 300 Million Share Buyback Au... | 11/05/2024 |
6 | Global Business Travel Group Inc Q3 2024 Earnings Call Highlights Strong EBITDA Growth ... | 11/06/2024 |
7 | Citi lifts Global Business Travel target to 10 on strong cash flow | 11/07/2024 |
8 | Disposition of 27714 shares by Ohara Michael Gregory of Global Business subject to Rule 16b-3 | 11/19/2024 |
9 | Global Business Travel Group, Inc. Sees Significant Decrease in Short Interest | 11/20/2024 |
About Global Business 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 Global or other stocks. Alpha measures the amount that position in Global Business Travel 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.
| 2020 | 2023 | 2024 (projected) | Dividend Yield | 0.001495 | 0.00172 | 0.001634 | Price To Sales Ratio | 1.34 | 0.71 | 0.47 |
Global Business Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Business' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Business' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Business' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Business. Please utilize our Beneish M Score to check the likelihood of Global Business' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 Global Business
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 Global Business Backtesting, Global Business Valuation, Global Business Correlation, Global Business Hype Analysis, Global Business Volatility, Global Business History and analyze Global Business Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Global Business 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.