Global Self Storage Stock Alpha and Beta Analysis
| SELF Stock | USD 5.07 0.08 1.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Self Storage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Self over a specified time horizon. Remember, high Global Self'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 Global Self's market risk premium analysis include:
Beta 0.19 | Alpha (0.02) | Risk 1.48 | Sharpe Ratio 0.0093 | Expected Return 0.0138 |
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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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Global Self Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Self market risk premium is the additional return an investor will receive from holding Global Self 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 Global Self. 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 Global Self's performance over market.| α | -0.02 | β | 0.19 |
Global Self 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 Global Self's Buy-and-hold return. Our buy-and-hold chart shows how Global Self performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Self Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Self stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Self shares will generate the highest return on investment. By understating and applying Global Self stock market price indicators, traders can identify Global Self position entry and exit signals to maximize returns.
Global Self Return and Market Media
The median price of Global Self for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5.11 with a coefficient of variation of 1.77. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 5.1, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 7 Low Beta Stocks for the Risk-Averse Investor | 09/17/2024 |
| Global Self dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Acquisition by Mark Winmill of 1400 shares of Global Self at 6.07 subject to Rule 16b-3 | 11/13/2024 |
3 | Acquisition by Burke Russell E Iii of 2427 shares of Global Self at 5.15 subject to Rule 16b-3 | 11/19/2024 |
4 | Acquisition by Burke Russell E Iii of 168 shares of Global Self at 5.255 subject to Rule 16b-3 | 11/21/2024 |
5 | Global Self Storage files for 100M mixed securities shelf | 11/22/2024 |
About Global Self 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 Global or other stocks. Alpha measures the amount that position in Global Self Storage 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) | Dividend Yield | 0.0459 | 0.0569 | 0.0629 | 0.0712 | Price To Sales Ratio | 5.41 | 4.43 | 4.2 | 3.99 |
Global Self Upcoming Company Events
As portrayed in its financial statements, the presentation of Global Self's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Global Self's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Global Self's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Global Self. Please utilize our Beneish M Score to check the likelihood of Global Self's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Align your risk with return expectations
Check out Global Self Backtesting, Global Self Valuation, Global Self Correlation, Global Self Hype Analysis, Global Self Volatility, Global Self History and analyze Global Self Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Global Self 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.