GlaxoSmithKline Alpha and Beta Analysis

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GSK -- USA Stock  

Report: 22nd of July 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including GlaxoSmithKline PLC, as well as systematic risk associated with investing in GlaxoSmithKline PLC over a specified time horizon. Please check GlaxoSmithKline PLC Backtesting, GlaxoSmithKline PLC Valuation, GlaxoSmithKline PLC Correlation, GlaxoSmithKline PLC Hype Analysis, GlaxoSmithKline PLC Volatility, GlaxoSmithKline PLC History and analyze GlaxoSmithKline PLC Performance.

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Please note that although GlaxoSmithKline PLC alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, GlaxoSmithKline PLC did 0.030761  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of GlaxoSmithKline PLC stock's relative risk over its benchmark. GlaxoSmithKline PLC has a beta of 0.38  . Let's try to break down what GlaxoSmithKline's beta means in this case. As returns on the market increase, GlaxoSmithKline PLC returns are expected to increase less than the market. However, during the bear market, the loss on holding GlaxoSmithKline PLC will be expected to be smaller as well.
The current Book Value per Share is estimated to increase to 4.57. The current Enterprise Value over EBIT is estimated to increase to 21.06. 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.

  Enterprise Value

GlaxoSmithKline PLC Market Premiums

α0.030761   β0.38
30 days against DJI

GlaxoSmithKline PLC expected buy-and-hold returns

GlaxoSmithKline PLC Market Price Analysis

GlaxoSmithKline PLC Return and Market Media

The median price of GlaxoSmithKline PLC for the period between Tue, Apr 7, 2020 and Mon, Jul 6, 2020 is 41.28 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 40.99, and mean deviation of 1.0. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
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Other04/09/2020
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Apr 15, 2020 - T Rowe Price Equity Income Fund Buys AbbVie I...04/15/2020
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Vaccines Market Landscape to 2027 by Type, Technology, Disea...04/22/2020
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Move Over, FAANGs. Goldman Unveils Europes GRANOLAS Stocks -...04/28/2020
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Pound slumps after construction sector sees worst decline on...05/06/2020
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Huge Sales Growth Brightens Future for Amarin Stock - 247 Wa...05/13/2020
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Glaxo to Make 1 Billion Doses of Pandemic Vaccine Booster - ...05/28/2020
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Other06/01/2020
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Unclassified Event06/04/2020
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Unclassified Event06/22/2020
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Mercks Pneumococcal Vaccine Meets Goal in Two Adult Studies ...06/23/2020
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Other06/29/2020
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Multivalent Vaccines Market Leading 10 Key-Players Revenue, ...07/01/2020

About GlaxoSmithKline 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in GlaxoSmithKline 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.
 2017 2019 2020 (projected)
Long Term Debt to Equity4.652.072.7
Interest Coverage5.68146.89158.48

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