Greenwich Stock Alpha and Beta Analysis


USD 8.53  0.62  6.78%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greenwich Lifesciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greenwich Lifesciences over a specified time horizon. Remember, high Greenwich Lifesciences' 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 Greenwich Lifesciences Backtesting, Greenwich Lifesciences Valuation, Greenwich Lifesciences Correlation, Greenwich Lifesciences Hype Analysis, Greenwich Lifesciences Volatility, Greenwich Lifesciences History and analyze Greenwich Lifesciences Performance.
Please note that although Greenwich Lifesciences 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, Greenwich Lifesciences did 1.21  worse 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 Greenwich Lifesciences stock's relative risk over its benchmark. Greenwich Lifesciences has a beta of 0.35  . Let's try to break down what Greenwich's beta means in this case. As returns on the market increase, returns on owning Greenwich Lifesciences are expected to decrease at a much lower rate. During the bear market, Greenwich Lifesciences is likely to outperform the market.
Greenwich Lifesciences Enterprise Value is most likely to decrease significantly in the upcoming years. The preceding year's Enterprise Value was reported at 290.39 Million.
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.

Greenwich Lifesciences Quarterly Book Value per Share



Greenwich Lifesciences Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greenwich Lifesciences market risk premium is the additional return an investor will receive from holding Greenwich Lifesciences 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 Greenwich Lifesciences. 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 Greenwich Lifesciences' performance over market.
α-1.21   β-0.35
90 days against DJI

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

Greenwich Lifesciences Market Price Analysis

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

Greenwich Lifesciences Return and Market Media

The median price of Greenwich Lifesciences for the period between Thu, Mar 31, 2022 and Wed, Jun 29, 2022 is 10.52 with a coefficient of variation of 38.01. The daily time series for the period is distributed with a sample standard deviation of 4.76, arithmetic mean of 12.52, and mean deviation of 4.26. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Fluidigm Completes 250 Million Strategic Capital Infusion an...04/04/2022
Purchase by Thompson Jaye of 500 shares of Greenwich Lifesci...04/20/2022
Purchase by Patel Snehal of 6000 shares of Greenwich Lifesci...04/21/2022
Purchase by Patel Snehal of 6000 shares of Greenwich Lifesci...04/22/2022
Purchase by Daugherty Frank Joseph of 1000 shares of Greenwi...04/26/2022
Greenwich LifeSciences A First Look - Seeking Alpha05/19/2022
EPS Reported05/20/2022
Brokerages Expect Greenwich LifeSciences, Inc. to Post -0.18...05/27/2022
Purchase by Patel Snehal of 6774 shares of Greenwich Lifesci...06/03/2022
Purchase by Patel Snehal of 9250 shares of Greenwich Lifesci...06/06/2022
Purchase by Patel Snehal of 6000 shares of Greenwich Lifesci...06/08/2022
Purchase by Patel Snehal of 4500 shares of Greenwich Lifesci...06/10/2022
Purchase by Patel Snehal of 12000 shares of Greenwich Lifesc...06/13/2022
Purchase by Patel Snehal of 12000 shares of Greenwich Lifesc...06/15/2022
Purchase by Patel Snehal of 8000 shares of Greenwich Lifesci...06/17/2022
Unclassified Event06/22/2022
Acquisition by Hallock Kenneth of 41349 shares of Greenwich ...06/24/2022

About Greenwich Lifesciences 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 Greenwich Lifesciences 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.

Greenwich Lifesciences Investors Sentiment

The influence of Greenwich Lifesciences' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Greenwich. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Greenwich Lifesciences in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Greenwich Lifesciences' short interest history, or implied volatility extrapolated from Greenwich Lifesciences options trading.

Current Sentiment - GLSI

Greenwich Lifesciences Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Greenwich Lifesciences. What is your judgment towards investing in Greenwich Lifesciences? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Portfolio with Greenwich Lifesciences

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 Greenwich Lifesciences Backtesting, Greenwich Lifesciences Valuation, Greenwich Lifesciences Correlation, Greenwich Lifesciences Hype Analysis, Greenwich Lifesciences Volatility, Greenwich Lifesciences History and analyze Greenwich Lifesciences Performance. Note that the Greenwich Lifesciences information on this page should be used as a complementary analysis to other Greenwich Lifesciences' 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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Complementary Tools for Greenwich Stock analysis

When running Greenwich Lifesciences price analysis, check to measure Greenwich Lifesciences' 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 Greenwich Lifesciences is operating at the current time. Most of Greenwich Lifesciences' value examination focuses on studying past and present price action to predict the probability of Greenwich Lifesciences' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Greenwich Lifesciences' price. Additionally, you may evaluate how the addition of Greenwich Lifesciences to your portfolios can decrease your overall portfolio volatility.
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Transaction History
View history of all your transactions and understand their impact on performance
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Fundamental Analysis
View fundamental data based on most recent published financial statements
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Bond Directory
Find actively traded corporate debentures issued by US companies
Greenwich Lifesciences 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 Greenwich Lifesciences technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Greenwich Lifesciences 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...