General Stock Alpha and Beta Analysis

GD
 Stock
  

USD 243.69  1.00  0.41%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as General Dynamics Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in General Dynamics over a specified time horizon. Remember, high General Dynamics' 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 General Dynamics Backtesting, General Dynamics Valuation, General Dynamics Correlation, General Dynamics Hype Analysis, General Dynamics Volatility, General Dynamics History and analyze General Dynamics Performance.
  
Please note that although General Dynamics 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, General Dynamics did 0.042414  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 General Dynamics Corp stock's relative risk over its benchmark. General Dynamics Corp has a beta of 0.94  . Let's try to break down what General's beta means in this case. General Dynamics returns are very sensitive to returns on the market. As the market goes up or down, General Dynamics is expected to follow.
General Dynamics Price to Book Value is projected to increase slightly based on the last few years of reporting. The past year's Price to Book Value was at 3.30. The current year Tangible Asset Value is expected to grow to about 28.2 B, whereas Enterprise Value over EBIT is forecasted to decline to 14.62.
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.

General Dynamics Quarterly Book Value per Share

62.588

General Dynamics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. General Dynamics market risk premium is the additional return an investor will receive from holding General Dynamics 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 General Dynamics. 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 General Dynamics' performance over market.
α0.042414   β0.94
90 days against DJI

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

General Dynamics Market Price Analysis

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

General Dynamics Return and Market Media

The median price of General Dynamics for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 221.11 with a coefficient of variation of 3.47. The daily time series for the period is distributed with a sample standard deviation of 7.71, arithmetic mean of 222.27, and mean deviation of 6.25. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Soldier Systems Market Innovative Strategy by 2030 Aselsan A...06/15/2022
2
Acquisition by Cecil Haney of tradable shares of General Dyn...06/21/2022
3
Raytheon Wins 79M Deal to Aid ESSM Block 2 Production - Nasd...06/24/2022
4
EPS Estimate06/30/2022
5
Defense Stocks Military-Modernization Play Nears Buy Point A...07/01/2022
6
General Dynamics Wins 280M Deal for Abrams Vehicles - Zacks ...07/08/2022
7
GDIT Awarded Europe-Wide IT and Enterprise Network Contract ...07/18/2022
8
Pre-Market Earnings Report for July 27, 2022 TMUS, BMY, BA, ...07/26/2022
9
EPS Reported07/27/2022
10
Defense Stock Roundup RTX, GD, NOC Beat on Q2 Earnings, BA M...08/02/2022
11
Top Analyst Reports for Pfizer, Progressive PNC - Nasdaq08/05/2022
12
Acquisition by Danny Deep of tradable shares of General Dyna...08/09/2022
13
Exercise or conversion by Phebe Novakovic of 320260 shares o...08/10/2022
14
These 3 High-Yielding Defense Stocks Will Protect Your Portf...08/16/2022

About General Dynamics 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 General or other stocks. Alpha measures the amount that position in General Dynamics Corp 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 2022 (projected)
Long Term Debt to Equity0.660.640.590.49
Interest Coverage10.18.669.8210.08

General Dynamics Upcoming Company Events

As portrayed in its financial statements, the presentation of General Dynamics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, General Dynamics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of General Dynamics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of General Dynamics. Please utilize our Beneish M Score to check the likelihood of General Dynamics' management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with General Dynamics

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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 General Dynamics Backtesting, General Dynamics Valuation, General Dynamics Correlation, General Dynamics Hype Analysis, General Dynamics Volatility, General Dynamics History and analyze General Dynamics Performance. Note that the General Dynamics Corp information on this page should be used as a complementary analysis to other General Dynamics' 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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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When running General Dynamics Corp price analysis, check to measure General Dynamics' 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 General Dynamics is operating at the current time. Most of General Dynamics' value examination focuses on studying past and present price action to predict the probability of General Dynamics' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move General Dynamics' price. Additionally, you may evaluate how the addition of General Dynamics to your portfolios can decrease your overall portfolio volatility.
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General Dynamics 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 General Dynamics technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of General Dynamics 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...