Genpact Stock Alpha and Beta Analysis

G
 Stock
  

USD 43.33  0.36  0.84%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genpact. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genpact over a specified time horizon. Remember, high Genpact'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.
Please check Genpact Backtesting, Genpact Valuation, Genpact Correlation, Genpact Hype Analysis, Genpact Volatility, Genpact History and analyze Genpact Performance.
  
Refresh
Please note that although Genpact 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, Genpact did 0.18  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 Genpact stock's relative risk over its benchmark. Genpact has a beta of 1.02  . Let's try to break down what Genpact's beta means in this case. Genpact returns are very sensitive to returns on the market. As the market goes up or down, Genpact is expected to follow.
The current year Enterprise Value over EBITDA is expected to grow to 15.93, whereas Book Value per Share is forecasted to decline to 9.47.
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.

Genpact Quarterly Book Value per Share

9.952

Genpact Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genpact market risk premium is the additional return an investor will receive from holding Genpact 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 Genpact. 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 Genpact's performance over market.
α0.18   β1.02
90 days against DJI

Genpact 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 Genpact's Buy-and-hold return. Our buy-and-hold chart shows how Genpact performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Genpact Market Price Analysis

Market price analysis indicators help investors to evaluate how Genpact stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genpact shares will generate the highest return on investment. By understating and applying Genpact stock market price indicators, traders can identify Genpact position entry and exit signals to maximize returns.

Genpact Return and Market Media

The median price of Genpact for the period between Fri, Apr 8, 2022 and Thu, Jul 7, 2022 is 42.5 with a coefficient of variation of 3.36. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 42.36, and mean deviation of 1.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Unclassified Event04/14/2022
2
Genpact Named to Forbes Best Employers for Diversity 2022 Li...04/27/2022
3
Genpact Limited Expected to Announce Quarterly Sales of 1.03...05/02/2022
4
EPS Reported05/05/2022
5
Genpact Limited Receives Consensus Recommendation of Buy fro...05/06/2022
6
GENPACT LTD Managements Discussion and Analysis of Financial...05/10/2022
7
Acquisition by Tamara Franklin of 4829 shares of Genpact sub...05/19/2022
8
Acquisition by Tamara Franklin of 4829 shares of Genpact sub...05/23/2022
9
Filing05/24/2022
10
Contact Center Analytics Market Research Report Latest Indus...06/01/2022
11
Sale by Carol Lindstrom of 2409 shares of Genpact06/17/2022
12
TELUS International Reiterates Guidance But Uncertainties Gr...07/06/2022

About Genpact 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 Genpact 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.
 2019 2020 2021 (projected)
Book Value per Share8.899.6310.1
Asset Turnover0.860.780.82

Genpact Upcoming Company Events

As portrayed in its financial statements, the presentation of Genpact's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genpact's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genpact's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genpact. Please utilize our Beneish M Score to check the likelihood of Genpact's management manipulating its earnings.
Upcoming Quarterly Report8th of February 2022
Next Financial Report9th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End8th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Genpact

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Genpact Backtesting, Genpact Valuation, Genpact Correlation, Genpact Hype Analysis, Genpact Volatility, Genpact History and analyze Genpact Performance. Note that the Genpact information on this page should be used as a complementary analysis to other Genpact's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Genpact Stock analysis

When running Genpact price analysis, check to measure Genpact'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 Genpact is operating at the current time. Most of Genpact's value examination focuses on studying past and present price action to predict the probability of Genpact's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Genpact's price. Additionally, you may evaluate how the addition of Genpact to your portfolios can decrease your overall portfolio volatility.
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Genpact 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.
A focus of Genpact technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Genpact trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...