Glatfelter Alpha and Beta Analysis
| GLTDelisted Stock | USD 21.05 0.02 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Glatfelter. It also helps investors analyze the systematic and unsystematic risks associated with investing in Glatfelter over a specified time horizon. Remember, high Glatfelter'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 Glatfelter's market risk premium analysis include:
Beta (0.46) | Alpha 0.22 | Risk 3.72 | Sharpe Ratio 0.0221 | Expected Return 0.0824 |
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.
Glatfelter |
Glatfelter Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Glatfelter market risk premium is the additional return an investor will receive from holding Glatfelter 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 Glatfelter. 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 Glatfelter's performance over market.| α | 0.22 | β | -0.46 |
Glatfelter Fundamentals Vs Peers
Comparing Glatfelter's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Glatfelter's direct or indirect competition across all of the common fundamentals between Glatfelter and the related equities. This way, we can detect undervalued stocks with similar characteristics as Glatfelter or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Glatfelter's fundamental indicators could also be used in its relative valuation, which is a method of valuing Glatfelter by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Glatfelter to competition |
| Fundamentals | Glatfelter | Peer Average |
| Return On Equity | -0.31 | -0.31 |
| Return On Asset | 0.0057 | -0.14 |
| Profit Margin | (0.05) % | (1.27) % |
| Operating Margin | 0.01 % | (5.51) % |
| Current Valuation | 919.63 M | 16.62 B |
| Shares Outstanding | 3.5 M | 571.82 M |
| Shares Owned By Insiders | 3.63 % | 10.09 % |
Glatfelter Opportunities
Glatfelter Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 50000 shares by Carlson Capital, L.p. of Glatfelter at 1.82 subject to Rule 16b-3 | 09/19/2024 |
2 | Berry and Glatfelter Announce Proposed Offering by a Berry Subsidiary of Senior Secured Notes in Connection with the Proposed Merger of Berrys Health, Hygiene a... | 10/07/2024 |
3 | Berry and Glatfelter Announce Pricing of Upsized Senior Secured Notes Offering by Berry Subsidiary in Connection with Proposed Merger of Berrys Health, Hygiene ... | 10/10/2024 |
4 | Berry Global Group director Evan Bayh sells 981k in stock | 10/17/2024 |
5 | Glatfelter Shareholders Approve Proposals Related to the Proposed Merger of Berrys Health, Hygiene and Specialties Global Nonwovens and Films Business with Glat... | 10/23/2024 |
6 | PH Glatfelter Stock Plunges Over 5 percent Amid Market Volatility | 10/25/2024 |
7 | Glatfelter Reports Third Quarter 2024 Results | 10/30/2024 |
8 | Glatfelter Third Quarter 2024 Earnings US0.44 loss per share | 11/01/2024 |
9 | Magnera Emerges as a New Global Leader in the Specialty Materials and Nonwovens Industry, Following the Merger of Berrys Health, Hygiene and Specialties Global ... | 11/04/2024 |
About Glatfelter 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 Glatfelter or other delisted stocks. Alpha measures the amount that position in Glatfelter 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.
Glatfelter Upcoming Company Events
As portrayed in its financial statements, the presentation of Glatfelter's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Glatfelter's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Glatfelter's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Glatfelter. Please utilize our Beneish M Score to check the likelihood of Glatfelter's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Glatfelter
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 Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Other Consideration for investing in Glatfelter Stock
If you are still planning to invest in Glatfelter check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Glatfelter's history and understand the potential risks before investing.
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