Gencor Industries Stock Alpha and Beta Analysis
| GENC Stock | USD 19.52 0.09 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gencor Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gencor Industries over a specified time horizon. Remember, high Gencor Industries' 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 Gencor Industries' market risk premium analysis include:
Beta 0.0525 | Alpha 0.26 | Risk 1.68 | Sharpe Ratio 0.21 | Expected Return 0.35 |
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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.
Gencor |
Gencor Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gencor Industries market risk premium is the additional return an investor will receive from holding Gencor Industries 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 Gencor Industries. 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 Gencor Industries' performance over market.| α | 0.26 | β | 0.05 |
Gencor Industries 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 Gencor Industries' Buy-and-hold return. Our buy-and-hold chart shows how Gencor Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gencor Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Gencor Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gencor Industries shares will generate the highest return on investment. By understating and applying Gencor Industries stock market price indicators, traders can identify Gencor Industries position entry and exit signals to maximize returns.
Gencor Industries Return and Market Media
The median price of Gencor Industries for the period between Wed, Mar 13, 2024 and Tue, Jun 11, 2024 is 17.31 with a coefficient of variation of 8.26. The daily time series for the period is distributed with a sample standard deviation of 1.46, arithmetic mean of 17.73, and mean deviation of 1.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Trend Tracker for - Stock Traders Daily | 04/01/2024 |
2 | Technical Pivots with Risk Controls - Stock Traders Daily | 04/11/2024 |
3 | Disposition of 9826 shares by Houtkin Sherry of Gencor Industries at 18.16 subject to Rule 16b-3 | 04/24/2024 |
4 | Snow Lake Views the United States Law Banning Russian Uranium Imports as Supportive of Its Two Uranium Projects | 05/02/2024 |
5 | Gencor Industries Inc Reports Strong Second Quarter Fiscal 2024 Results | 05/10/2024 |
6 | Zacks Initiates Coverage of Gencor Industries With Outperform Recommendation | 05/20/2024 |
7 | Gencor Industries Downgraded by StockNews.com to Buy - Defense World | 05/28/2024 |
8 | Orion Portfolio Solutions LLC Sells 53 Shares of Gencor Industries, Inc. - Defense World | 06/04/2024 |
About Gencor Industries 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 Gencor or other stocks. Alpha measures the amount that position in Gencor Industries 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 | 0.009538 | 0.005446 | Price To Sales Ratio | 0.49 | 0.9 |
Gencor Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Gencor Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Gencor Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Gencor Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Gencor Industries. Please utilize our Beneish M Score to check the likelihood of Gencor Industries' management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Information and Resources on Investing in Gencor Stock
When determining whether Gencor Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Gencor Industries' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Gencor Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Gencor Industries Stock:Check out Gencor Industries Backtesting, Gencor Industries Valuation, Gencor Industries Correlation, Gencor Industries Hype Analysis, Gencor Industries Volatility, Gencor Industries History and analyze Gencor Industries Performance. For information on how to trade Gencor Stock refer to our How to Trade Gencor Stock guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Gencor Industries 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.