Garrett Motion Stock Alpha and Beta Analysis
| GTX Stock | USD 8.96 0.09 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Garrett Motion. It also helps investors analyze the systematic and unsystematic risks associated with investing in Garrett Motion over a specified time horizon. Remember, high Garrett Motion'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 Garrett Motion's market risk premium analysis include:
Beta 0.33 | Alpha 0.18 | Risk 2.07 | Sharpe Ratio 0.0802 | Expected Return 0.17 |
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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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Garrett Motion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Garrett Motion market risk premium is the additional return an investor will receive from holding Garrett Motion 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 Garrett Motion. 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 Garrett Motion's performance over market.| α | 0.18 | β | 0.33 |
Garrett Motion 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 Garrett Motion's Buy-and-hold return. Our buy-and-hold chart shows how Garrett Motion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Garrett Motion Market Price Analysis
Market price analysis indicators help investors to evaluate how Garrett Motion stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Garrett Motion shares will generate the highest return on investment. By understating and applying Garrett Motion stock market price indicators, traders can identify Garrett Motion position entry and exit signals to maximize returns.
Garrett Motion Return and Market Media
The median price of Garrett Motion for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 8.15 with a coefficient of variation of 7.12. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 8.28, and mean deviation of 0.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Garrett expands its innovation footprint with new zero-emission RD center in Wuhan, China | 10/09/2024 |
2 | Garrett Motion Reports Third Quarter 2024 Financial Results Updates Full Year 2024 Outlook | 10/24/2024 |
3 | Garrett Motion Inc Q3 2024 Earnings Call Highlights Strong Margins Amid Industry Challenges | 10/25/2024 |
4 | Disposition of 50000 shares by Thierry Mabru of Garrett Motion at 7.47 subject to Rule 16b-3 | 10/29/2024 |
5 | We Think Garrett Motions Healthy Earnings Might Be Conservative | 11/01/2024 |
6 | Disposition of 200000 shares by Cyrus Capital Partners, L.p. of Garrett Motion at 9.35 subject to Rule 16b-3 | 11/11/2024 |
7 | GTX Cash Flow for Lease Financing 0 Mil - GuruFocus.com | 11/20/2024 |
8 | Garrett Motion Announces Long-Term Capital Allocation Framework, Including New Quarterly ... | 12/05/2024 |
9 | Garrett Motion shareholders notch a 8.7 percent CAGR over 3 years, yet earnings have been shrinking | 12/06/2024 |
10 | Disposition of 829715 shares by Centerbridge Special Credit Partners Iii-flex, L.p. of Garrett Motion at 8.9 subject to Rule 16b-3 | 12/13/2024 |
11 | Is the Options Market Predicting a Spike in Garrett Motion Stock | 12/16/2024 |
About Garrett Motion 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 Garrett or other stocks. Alpha measures the amount that position in Garrett Motion 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) | Dividend Yield | 0.0261 | 0.0248 | Price To Sales Ratio | 0.41 | 0.33 |
Garrett Motion Upcoming Company Events
As portrayed in its financial statements, the presentation of Garrett Motion's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Garrett Motion's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Garrett Motion's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Garrett Motion. Please utilize our Beneish M Score to check the likelihood of Garrett Motion's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Garrett Stock Analysis
When running Garrett Motion's price analysis, check to measure Garrett Motion'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 Garrett Motion is operating at the current time. Most of Garrett Motion's value examination focuses on studying past and present price action to predict the probability of Garrett Motion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Garrett Motion's price. Additionally, you may evaluate how the addition of Garrett Motion to your portfolios can decrease your overall portfolio volatility.