Ferroglobe Plc Stock Alpha and Beta Analysis
| GSM Stock | USD 4.36 0.01 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ferroglobe PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ferroglobe PLC over a specified time horizon. Remember, high Ferroglobe PLC'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 Ferroglobe PLC's market risk premium analysis include:
Beta 1.36 | Alpha (0.16) | Risk 2.8 | Sharpe Ratio 0.0253 | Expected Return 0.0707 |
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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.
Ferroglobe |
Ferroglobe PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ferroglobe PLC market risk premium is the additional return an investor will receive from holding Ferroglobe PLC 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 Ferroglobe PLC. 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 Ferroglobe PLC's performance over market.| α | -0.16 | β | 1.36 |
Ferroglobe PLC 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 Ferroglobe PLC's Buy-and-hold return. Our buy-and-hold chart shows how Ferroglobe PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ferroglobe PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Ferroglobe PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferroglobe PLC shares will generate the highest return on investment. By understating and applying Ferroglobe PLC stock market price indicators, traders can identify Ferroglobe PLC position entry and exit signals to maximize returns.
Ferroglobe PLC Return and Market Media
The median price of Ferroglobe PLC for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 4.36 with a coefficient of variation of 4.04. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 4.36, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 56040 shares by Ragan Joseph Douglas Iii of Ferroglobe PLC at 21.36 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Ragan Joseph Douglas Iii of 1875 shares of Ferroglobe PLC subject to Rule 16b-3 | 09/20/2024 |
| Ferroglobe PLC dividend paid on 27th of September 2024 | 09/27/2024 |
3 | PLATINUM EQUITY COMPLETES ACQUISITION OF GSM OUTDOORS | 10/01/2024 |
4 | Ferroglobe A Promising Penny Stock According to Hedge Funds | 10/14/2024 |
5 | Ferroglobe Scheduled to Post Earnings on Wednesday | 11/04/2024 |
6 | Ferroglobe Non-GAAP EPS of 0.11 misses by 0.09, revenue of 433.53M misses by 9.97M | 11/06/2024 |
7 | Has Ferroglobe PLCs Impressive Stock Performance Got Anything to Do With Its Fundamentals | 11/07/2024 |
8 | Earnings call Ferroglobe sees steady EBITDA amid market challenges | 11/08/2024 |
9 | We Think You Can Look Beyond Ferroglobes Lackluster Earnings | 11/14/2024 |
10 | Short Interest in Ferroglobe PLC Drops By 7.4 percent - MarketBeat | 11/18/2024 |
11 | Ferroglobe PLC Stock Holdings Boosted by West Tower Group LLC | 11/26/2024 |
About Ferroglobe PLC 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 Ferroglobe or other stocks. Alpha measures the amount that position in Ferroglobe PLC 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.
| 2023 | 2024 (projected) | PTB Ratio | 1.63 | 1.68 | Dividend Yield | 0.0871 | 0.0827 |
Ferroglobe PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of Ferroglobe PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ferroglobe PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ferroglobe PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ferroglobe PLC. Please utilize our Beneish M Score to check the likelihood of Ferroglobe PLC's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 14th 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 Ferroglobe PLC
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Check out Ferroglobe PLC Backtesting, Ferroglobe PLC Valuation, Ferroglobe PLC Correlation, Ferroglobe PLC Hype Analysis, Ferroglobe PLC Volatility, Ferroglobe PLC History and analyze Ferroglobe PLC Performance. To learn how to invest in Ferroglobe Stock, please use our How to Invest in Ferroglobe PLC guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Ferroglobe PLC 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.