Gibson Energy Stock Alpha and Beta Analysis
| GEI Stock | CAD 23.67 0.03 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gibson Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gibson Energy over a specified time horizon. Remember, high Gibson Energy'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 Gibson Energy's market risk premium analysis include:
Beta 0.32 | Alpha 0.0941 | Risk 0.97 | Sharpe Ratio 0.15 | Expected Return 0.15 |
Gibson Energy Quarterly Cash And Equivalents |
|
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.
Gibson |
Gibson Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gibson Energy market risk premium is the additional return an investor will receive from holding Gibson Energy 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 Gibson Energy. 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 Gibson Energy's performance over market.| α | 0.09 | β | 0.32 |
Gibson Energy 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 Gibson Energy's Buy-and-hold return. Our buy-and-hold chart shows how Gibson Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gibson Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Gibson Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gibson Energy shares will generate the highest return on investment. By understating and applying Gibson Energy stock market price indicators, traders can identify Gibson Energy position entry and exit signals to maximize returns.
Gibson Energy Return and Market Media
The median price of Gibson Energy for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 22.68 with a coefficient of variation of 3.58. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 22.69, and mean deviation of 0.71. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Gibson Energy Inc. Director Purchases C506,690.00 in Stock - MarketBeat | 09/05/2024 |
2 | Insider Stock Buying Reaches CA1.51m On Gibson Energy - Yahoo Finance | 09/20/2024 |
3 | Gibson Energy Share Price Crosses Above Two Hundred Day Moving Average - Whats Next - MarketBeat | 11/20/2024 |
About Gibson Energy 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 Gibson or other stocks. Alpha measures the amount that position in Gibson Energy 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 | 2023 | 2024 (projected) | Dividend Yield | 0.062 | 0.0742 | 0.0465 | Price To Sales Ratio | 0.45 | 0.28 | 0.47 |
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 Gibson Energy 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, Gibson Energy's short interest history, or implied volatility extrapolated from Gibson Energy options trading.
Build Portfolio with Gibson Energy
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
Other Information on Investing in Gibson Stock
Gibson Energy financial ratios help investors to determine whether Gibson Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gibson with respect to the benefits of owning Gibson Energy security.