Gladstone Commercial Stock Alpha and Beta Analysis
| GOOD Stock | USD 16.84 0.02 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gladstone Commercial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gladstone Commercial over a specified time horizon. Remember, high Gladstone Commercial'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 Gladstone Commercial's market risk premium analysis include:
Beta 0.77 | Alpha 0.0743 | Risk 1.25 | Sharpe Ratio 0.0823 | Expected Return 0.1 |
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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.
Gladstone |
Gladstone Commercial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gladstone Commercial market risk premium is the additional return an investor will receive from holding Gladstone Commercial 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 Gladstone Commercial. 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 Gladstone Commercial's performance over market.| α | 0.07 | β | 0.77 |
Gladstone Commercial 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 Gladstone Commercial's Buy-and-hold return. Our buy-and-hold chart shows how Gladstone Commercial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gladstone Commercial Market Price Analysis
Market price analysis indicators help investors to evaluate how Gladstone Commercial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gladstone Commercial shares will generate the highest return on investment. By understating and applying Gladstone Commercial stock market price indicators, traders can identify Gladstone Commercial position entry and exit signals to maximize returns.
Gladstone Commercial Return and Market Media
The median price of Gladstone Commercial for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 16.12 with a coefficient of variation of 4.09. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 16.34, and mean deviation of 0.59. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Gladstone Commercial dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Gladstone Commercial Stock Drops Despite Market Gains Important Facts to Note | 10/24/2024 |
| Gladstone Commercial dividend paid on 31st of October 2024 | 10/31/2024 |
3 | NCAA COACHES FAROOQ AND LYNN NAMED INAUGURAL RECIPIENTS OF LG LIFES GOOD COACHES AWARD | 11/07/2024 |
4 | CUISINART AIR FRYER TOASTER OVEN WITH GRILL AND COFFEE CENTER BARISTA BAR 4-IN-1 COFFEEMAKER SELECTED AS GOOD HOUSEKEEPING 2024 BEST KITCHEN GEAR AWARD WINNERS | 11/11/2024 |
5 | CRYSTAL CREAMERY DONA 5,000 A SACRAMENTO CHILDRENS HOME EN ASOCIACIN CON EL PROGRAMA GOALS FOR GOOD DEL SACRAMENTO REPUBLIC FC | 11/13/2024 |
6 | SURFSAND RESORT SELECTED AS A GOOD HOUSEKEEPING 2025 FAMILY TRAVEL AWARD WINNER | 11/14/2024 |
7 | Short Interest in Gladstone Commercial Co. Declines By 8.9 | 11/19/2024 |
8 | Gladstone Commercial stock hits 52-week high at 17.54 - Investing.com | 11/26/2024 |
| Gladstone Commercial dividend paid on 29th of November 2024 | 11/29/2024 |
9 | Rayonier Announces New Share Repurchase Program Special Dividend | 12/03/2024 |
10 | Host Hotels Stock Rises 12.8 percent in 3 Months Will the Trend Last | 12/06/2024 |
About Gladstone Commercial 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 Gladstone or other stocks. Alpha measures the amount that position in Gladstone Commercial 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 (projected) | Dividend Yield | 0.0709 | 0.0979 | Price To Sales Ratio | 6.93 | 4.87 |
Gladstone Commercial Upcoming Company Events
As portrayed in its financial statements, the presentation of Gladstone Commercial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gladstone Commercial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gladstone Commercial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gladstone Commercial. Please utilize our Beneish M Score to check the likelihood of Gladstone Commercial's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Gladstone Commercial
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 Gladstone Commercial Backtesting, Gladstone Commercial Valuation, Gladstone Commercial Correlation, Gladstone Commercial Hype Analysis, Gladstone Commercial Volatility, Gladstone Commercial History and analyze Gladstone Commercial Performance. For information on how to trade Gladstone Stock refer to our How to Trade Gladstone Stock guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Gladstone Commercial 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.