General Stock Alpha and Beta Analysis


USD 64.46  0.01  0.0155%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as General Electric. It also helps investors analyze the systematic and unsystematic risks associated with investing in General Electric over a specified time horizon. Remember, high General Electric'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 General Electric Backtesting, General Electric Valuation, General Electric Correlation, General Electric Hype Analysis, General Electric Volatility, General Electric History and analyze General Electric Performance.
Please note that although General Electric 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 Electric did 0.06  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 Electric stock's relative risk over its benchmark. General Electric has a beta of 1.19  . Let's try to break down what General's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, General Electric will likely underperform.
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 Electric Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. General Electric market risk premium is the additional return an investor will receive from holding General Electric 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 Electric. 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 Electric's performance over market.
α0.06   β1.19
90 days against DJI

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

General Electric Market Price Analysis

Market price analysis indicators help investors to evaluate how General Electric 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 Electric shares will generate the highest return on investment. By understating and applying General Electric stock market price indicators, traders can identify General Electric position entry and exit signals to maximize returns.

General Electric Return and Market Media

The median price of General Electric for the period between Thu, Jun 30, 2022 and Wed, Sep 28, 2022 is 71.58 with a coefficient of variation of 8.22. The daily time series for the period is distributed with a sample standard deviation of 5.8, arithmetic mean of 70.49, and mean deviation of 5.17. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
EPS Reported07/26/2022
General Electric Stock Aviation Is An Undiscovered Gem - See...07/29/2022
2H22 Market Outlook Avoid XLI And General Electric - Seeking...08/02/2022
Unclassified Event08/10/2022
General Electric Co. stock rises Friday, still underperforms...08/12/2022
General Electric Shares Sold by B. Riley Wealth Management I...08/22/2022
Boeing targets early 2023 for first Starliner mission carryi...08/25/2022
3 No-Brainer Growth Stocks to Buy if You Have Money to Inves...08/30/2022
Exercise or conversion by Jerome Pecresse of 365 shares of G...09/06/2022
Exercise or conversion by John Slattery of 5796 shares of Ge...09/07/2022
Peloton Interactive Peloton Shares Drop As Co-Founders Step ...09/12/2022
General Electric Stock Almost Reached Buy Status But Not Yet...09/28/2022

About General Electric 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 Electric 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.

General Electric Upcoming Company Events

As portrayed in its financial statements, the presentation of General Electric's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, General Electric's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of General Electric's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of General Electric. Please utilize our Beneish M Score to check the likelihood of General Electric's management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with General Electric

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 General Electric Backtesting, General Electric Valuation, General Electric Correlation, General Electric Hype Analysis, General Electric Volatility, General Electric History and analyze General Electric Performance. Note that the General Electric information on this page should be used as a complementary analysis to other General Electric'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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Complementary Tools for General Stock analysis

When running General Electric price analysis, check to measure General Electric'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 General Electric is operating at the current time. Most of General Electric's value examination focuses on studying past and present price action to predict the probability of General Electric's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move General Electric's price. Additionally, you may evaluate how the addition of General Electric to your portfolios can decrease your overall portfolio volatility.
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Global Correlations
Find global opportunities by holding instruments from different markets
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Bond Directory
Find actively traded corporate debentures issued by US companies
General Electric 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 Electric technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of General Electric 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...