Gms Inc Stock Alpha and Beta Analysis
| GMS Stock | USD 100.35 0.13 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GMS Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in GMS over a specified time horizon. Remember, high GMS'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 GMS's market risk premium analysis include:
Beta 1.42 | Alpha (0.03) | Risk 1.64 | Sharpe Ratio 0.18 | Expected Return 0.3 |
GMS 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.
GMS |
GMS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GMS market risk premium is the additional return an investor will receive from holding GMS 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 GMS. 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 GMS's performance over market.| α | -0.03 | β | 1.42 |
GMS 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 GMS's Buy-and-hold return. Our buy-and-hold chart shows how GMS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GMS Market Price Analysis
Market price analysis indicators help investors to evaluate how GMS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GMS shares will generate the highest return on investment. By understating and applying GMS stock market price indicators, traders can identify GMS position entry and exit signals to maximize returns.
GMS Return and Market Media
The median price of GMS for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 91.08 with a coefficient of variation of 6.16. The daily time series for the period is distributed with a sample standard deviation of 5.69, arithmetic mean of 92.42, and mean deviation of 4.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 830 shares by Leigh Dobbs of GMS subject to Rule 16b-3 | 09/06/2024 |
2 | GMS stock performs better than its underlying earnings growth over last five years | 09/16/2024 |
3 | Disposition of 15000 shares by John Turner of GMS at 91.76 subject to Rule 16b-3 | 09/18/2024 |
4 | Investors in GMS have seen solid returns of 214 percent over the past five years | 09/23/2024 |
5 | 30,500 Shares in GMS Inc. Acquired by Healthcare of Ontario Pension Plan Trust Fund - MarketBeat | 10/07/2024 |
6 | Disposition of 2233 shares by George Hendren of GMS subject to Rule 16b-3 | 10/09/2024 |
7 | GMS Insiders Sold US2.0m Of Shares Suggesting Hesitancy | 10/16/2024 |
8 | GMS Inc. Looks Inexpensive But Perhaps Not Attractive Enough | 10/31/2024 |
9 | Disposition of 3317 shares by John Turner of GMS subject to Rule 16b-3 | 11/05/2024 |
10 | Disposition of 5000 shares by George Hendren of GMS at 25.6 subject to Rule 16b-3 | 11/11/2024 |
11 | An Intrinsic Calculation For GMS Inc. Suggests Its 27 percent Undervalued | 11/13/2024 |
12 | Acquisition by Randolph Melville of 1350 shares of GMS subject to Rule 16b-3 | 11/15/2024 |
13 | GMS Might Have The Makings Of A Multi-Bagger | 11/26/2024 |
About GMS 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 GMS or other stocks. Alpha measures the amount that position in GMS Inc 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) | Days Sales Outstanding | 59.07 | 54.26 | 56.39 | 43.55 | PTB Ratio | 1.94 | 1.91 | 2.55 | 2.37 |
GMS Upcoming Company Events
As portrayed in its financial statements, the presentation of GMS's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GMS's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GMS's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GMS. Please utilize our Beneish M Score to check the likelihood of GMS's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 27th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 27th of June 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 30th of April 2023 Last Financial Announcement | View |
Build Portfolio with GMS
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
Additional Tools for GMS Stock Analysis
When running GMS's price analysis, check to measure GMS'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 GMS is operating at the current time. Most of GMS's value examination focuses on studying past and present price action to predict the probability of GMS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GMS's price. Additionally, you may evaluate how the addition of GMS to your portfolios can decrease your overall portfolio volatility.