Gabelli Global Utility Stock Alpha and Beta Analysis
| GLU Stock | USD 16.34 0.09 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gabelli Global Utility. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gabelli Global over a specified time horizon. Remember, high Gabelli Global'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 Gabelli Global's market risk premium analysis include:
Beta 0.34 | Alpha 0.0929 | Risk 1.25 | Sharpe Ratio 0.0571 | Expected Return 0.0711 |
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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.
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Gabelli Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gabelli Global market risk premium is the additional return an investor will receive from holding Gabelli Global 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 Gabelli Global. 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 Gabelli Global's performance over market.| α | 0.09 | β | 0.34 |
Gabelli Global 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 Gabelli Global's Buy-and-hold return. Our buy-and-hold chart shows how Gabelli Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gabelli Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Gabelli Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gabelli Global shares will generate the highest return on investment. By understating and applying Gabelli Global stock market price indicators, traders can identify Gabelli Global position entry and exit signals to maximize returns.
Gabelli Global Return and Market Media
The median price of Gabelli Global for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 16.1 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 16.06, and mean deviation of 0.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Technical Data - Stock Traders Daily | 09/19/2024 |
| Gabelli Global dividend paid on 23rd of September 2024 | 09/23/2024 |
2 | Acquisition by James Conn of 3334 shares of Gabelli Global at 18.5 subject to Rule 16b-3 | 10/22/2024 |
| Gabelli Global dividend paid on 24th of October 2024 | 10/24/2024 |
3 | Gabelli Global Utility Income Trust Continues Monthly Distributions, Declares Distributions of 0.10 Per Share | 11/14/2024 |
| Gabelli Global dividend paid on 21st of November 2024 | 11/21/2024 |
4 | Insider Selling The Gabelli Global Utility Income Trust Insider Sells 215,460.00 in Stock | 12/05/2024 |
About Gabelli Global 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 Gabelli or other stocks. Alpha measures the amount that position in Gabelli Global Utility 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) | Payables Turnover | 7.55 | 150.35 | 157.87 | Days Of Inventory On Hand | 219.32 | 252.22 | 239.61 |
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 Gabelli Global 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, Gabelli Global's short interest history, or implied volatility extrapolated from Gabelli Global options trading.
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Additional Tools for Gabelli Stock Analysis
When running Gabelli Global's price analysis, check to measure Gabelli Global'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 Gabelli Global is operating at the current time. Most of Gabelli Global's value examination focuses on studying past and present price action to predict the probability of Gabelli Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gabelli Global's price. Additionally, you may evaluate how the addition of Gabelli Global to your portfolios can decrease your overall portfolio volatility.