Stock Analysis on Net

Generac Holdings Inc. (NYSE:GNRC)

$22.49

This company has been moved to the archive! The financial data has not been updated since August 8, 2022.

Capital Asset Pricing Model (CAPM)

Microsoft Excel

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Rates of Return

Generac Holdings Inc., monthly rates of return

Microsoft Excel
Generac Holdings Inc. (GNRC) Standard & Poor’s 500 (S&P 500)
t Date PriceGNRC,t1 DividendGNRC,t1 RGNRC,t2 PriceS&P 500,t RS&P 500,t3
Jan 31, 2017
1. Feb 28, 2017
2. Mar 31, 2017
3. Apr 30, 2017
. . . . . . .
. . . . . . .
. . . . . . .
58. Nov 30, 2021
59. Dec 31, 2021
Average (R):
Standard deviation:
Generac Holdings Inc. (GNRC) Standard & Poor’s 500 (S&P 500)
t Date PriceGNRC,t1 DividendGNRC,t1 RGNRC,t2 PriceS&P 500,t RS&P 500,t3
Jan 31, 2017
1. Feb 28, 2017
2. Mar 31, 2017
3. Apr 30, 2017
4. May 31, 2017
5. Jun 30, 2017
6. Jul 31, 2017
7. Aug 31, 2017
8. Sep 30, 2017
9. Oct 31, 2017
10. Nov 30, 2017
11. Dec 31, 2017
12. Jan 31, 2018
13. Feb 28, 2018
14. Mar 31, 2018
15. Apr 30, 2018
16. May 31, 2018
17. Jun 30, 2018
18. Jul 31, 2018
19. Aug 31, 2018
20. Sep 30, 2018
21. Oct 31, 2018
22. Nov 30, 2018
23. Dec 31, 2018
24. Jan 31, 2019
25. Feb 28, 2019
26. Mar 31, 2019
27. Apr 30, 2019
28. May 31, 2019
29. Jun 30, 2019
30. Jul 31, 2019
31. Aug 31, 2019
32. Sep 30, 2019
33. Oct 31, 2019
34. Nov 30, 2019
35. Dec 31, 2019
36. Jan 31, 2020
37. Feb 29, 2020
38. Mar 31, 2020
39. Apr 30, 2020
40. May 31, 2020
41. Jun 30, 2020
42. Jul 31, 2020
43. Aug 31, 2020
44. Sep 30, 2020
45. Oct 31, 2020
46. Nov 30, 2020
47. Dec 31, 2020
48. Jan 31, 2021
49. Feb 28, 2021
50. Mar 31, 2021
51. Apr 30, 2021
52. May 31, 2021
53. Jun 30, 2021
54. Jul 31, 2021
55. Aug 31, 2021
56. Sep 30, 2021
57. Oct 31, 2021
58. Nov 30, 2021
59. Dec 31, 2021
Average (R):
Standard deviation:

Show all

1 Data in US$ per share of common stock, adjusted for splits and stock dividends.

2 Rate of return on common stock of GNRC during period t

3 Rate of return on S&P 500 (the market portfolio proxy) during period t


Variance and Covariance

Generac Holdings Inc., calculation of variance and covariance of returns

Microsoft Excel
t Date RGNRC,t RS&P 500,t (RGNRC,tRGNRC)2 (RS&P 500,tRS&P 500)2 (RGNRC,tRGNRC)×(RS&P 500,tRS&P 500)
1. Feb 28, 2017
2. Mar 31, 2017
3. Apr 30, 2017
. . . . . . .
. . . . . . .
. . . . . . .
58. Nov 30, 2021
59. Dec 31, 2021
Total (Σ):
t Date RGNRC,t RS&P 500,t (RGNRC,tRGNRC)2 (RS&P 500,tRS&P 500)2 (RGNRC,tRGNRC)×(RS&P 500,tRS&P 500)
1. Feb 28, 2017
2. Mar 31, 2017
3. Apr 30, 2017
4. May 31, 2017
5. Jun 30, 2017
6. Jul 31, 2017
7. Aug 31, 2017
8. Sep 30, 2017
9. Oct 31, 2017
10. Nov 30, 2017
11. Dec 31, 2017
12. Jan 31, 2018
13. Feb 28, 2018
14. Mar 31, 2018
15. Apr 30, 2018
16. May 31, 2018
17. Jun 30, 2018
18. Jul 31, 2018
19. Aug 31, 2018
20. Sep 30, 2018
21. Oct 31, 2018
22. Nov 30, 2018
23. Dec 31, 2018
24. Jan 31, 2019
25. Feb 28, 2019
26. Mar 31, 2019
27. Apr 30, 2019
28. May 31, 2019
29. Jun 30, 2019
30. Jul 31, 2019
31. Aug 31, 2019
32. Sep 30, 2019
33. Oct 31, 2019
34. Nov 30, 2019
35. Dec 31, 2019
36. Jan 31, 2020
37. Feb 29, 2020
38. Mar 31, 2020
39. Apr 30, 2020
40. May 31, 2020
41. Jun 30, 2020
42. Jul 31, 2020
43. Aug 31, 2020
44. Sep 30, 2020
45. Oct 31, 2020
46. Nov 30, 2020
47. Dec 31, 2020
48. Jan 31, 2021
49. Feb 28, 2021
50. Mar 31, 2021
51. Apr 30, 2021
52. May 31, 2021
53. Jun 30, 2021
54. Jul 31, 2021
55. Aug 31, 2021
56. Sep 30, 2021
57. Oct 31, 2021
58. Nov 30, 2021
59. Dec 31, 2021
Total (Σ):

Show all

VarianceGNRC = Σ(RGNRC,tRGNRC)2 ÷ (59 – 1)
= ÷ (59 – 1)
=

VarianceS&P 500 = Σ(RS&P 500,tRS&P 500)2 ÷ (59 – 1)
= ÷ (59 – 1)
=

CovarianceGNRC, S&P 500 = Σ(RGNRC,tRGNRC)×(RS&P 500,tRS&P 500) ÷ (59 – 1)
= ÷ (59 – 1)
=


Systematic Risk (β) Estimation

Microsoft Excel
VarianceGNRC
VarianceS&P 500
CovarianceGNRC, S&P 500
Correlation coefficientGNRC, S&P 5001
βGNRC2
αGNRC3

Calculations

1 Correlation coefficientGNRC, S&P 500
= CovarianceGNRC, S&P 500 ÷ (Standard deviationGNRC × Standard deviationS&P 500)
= ÷ ( × )
=

2 βGNRC
= CovarianceGNRC, S&P 500 ÷ VarianceS&P 500
= ÷
=

3 αGNRC
= AverageGNRC – βGNRC × AverageS&P 500
= ×
=


Expected Rate of Return

Microsoft Excel
Assumptions
Rate of return on LT Treasury Composite1 RF
Expected rate of return on market portfolio2 E(RM)
Systematic risk (β) of Generac Holdings Inc. common stock βGNRC
 
Expected rate of return on Generac Holdings Inc. common stock3 E(RGNRC)

1 Unweighted average of bid yields on all outstanding fixed-coupon U.S. Treasury bonds neither due or callable in less than 10 years (risk-free rate of return proxy).

2 See details »

3 E(RGNRC) = RF + βGNRC [E(RM) – RF]
= + []
=