Graham Stock Alpha and Beta Analysis
| GHM Stock | USD 44.82 1.00 2.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graham. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graham over a specified time horizon. Remember, high Graham'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 Graham's market risk premium analysis include:
Beta 2.67 | Alpha 0.21 | Risk 3.15 | Sharpe Ratio 0.22 | Expected Return 0.69 |
Graham 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 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graham market risk premium is the additional return an investor will receive from holding Graham 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. 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's performance over market.| α | 0.21 | β | 2.67 |
Graham 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's Buy-and-hold return. Our buy-and-hold chart shows how Graham performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graham Market Price Analysis
Market price analysis indicators help investors to evaluate how Graham 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 shares will generate the highest return on investment. By understating and applying Graham stock market price indicators, traders can identify Graham position entry and exit signals to maximize returns.
Graham Return and Market Media
The median price of Graham for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 30.12 with a coefficient of variation of 15.99. The daily time series for the period is distributed with a sample standard deviation of 5.2, arithmetic mean of 32.51, and mean deviation of 4.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 931 shares by Christopher Thome of Graham at 29.12 subject to Rule 16b-3 | 09/06/2024 |
2 | Graham Corporation Reports Record Revenue of 53.6 Million and Strong Margin Expansion in Second Quarter Fiscal 2025 | 11/08/2024 |
3 | St Johnstone must keep believing, says Graham Carey - Scottish gossip | 11/11/2024 |
4 | Graham Norton swaps the glamour of his talk show for an Aussie Wheel of Fortune | 11/19/2024 |
5 | Dundee United hope to have Moult Graham fit for Ibrox - Scottish gossip | 11/20/2024 |
6 | Graham knocks ICC over Netanyahu, Gallant A dangerous joke | 11/21/2024 |
7 | Dundee Utd fan views We are missing Ross Graham in defence | 11/22/2024 |
8 | Leicester news Graham Potter not on shortlist to replace sacked Steve Cooper | 11/25/2024 |
9 | Lindsey Graham calls Russians dying the best money US has spent in Zelensky meeting | 11/26/2024 |
About Graham 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 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 | 0.0433 | 0.0196 | 0.0177 | 0.0107 | Price To Sales Ratio | 0.66 | 3.23 | 1.77 | 0.29 |
Graham Upcoming Company Events
As portrayed in its financial statements, the presentation of Graham's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Graham's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Graham's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Graham. Please utilize our Beneish M Score to check the likelihood of Graham's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Graham
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 Graham Backtesting, Graham Valuation, Graham Correlation, Graham Hype Analysis, Graham Volatility, Graham History and analyze Graham Performance. To learn how to invest in Graham Stock, please use our How to Invest in Graham guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Graham 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.