PCI PAL (UK) Alpha and Beta Analysis
| PCIP Stock | 63.00 0.50 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PCI PAL PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in PCI PAL over a specified time horizon. Remember, high PCI PAL'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. Key technical indicators related to PCI PAL's market risk premium analysis include:
Beta (0.35) | Alpha 0.27 | Risk 2.86 | Sharpe Ratio 0.0855 | Expected Return 0.24 |
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.
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PCI PAL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PCI PAL market risk premium is the additional return an investor will receive from holding PCI PAL 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 PCI PAL. 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 PCI PAL's performance over market.| α | 0.27 | β | -0.35 |
PCI PAL 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 PCI PAL's Buy-and-hold return. Our buy-and-hold chart shows how PCI PAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PCI PAL Market Price Analysis
Market price analysis indicators help investors to evaluate how PCI PAL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PCI PAL shares will generate the highest return on investment. By understating and applying PCI PAL stock market price indicators, traders can identify PCI PAL position entry and exit signals to maximize returns.
PCI PAL Return and Market Media
The median price of PCI PAL for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 57.5 with a coefficient of variation of 12.17. The daily time series for the period is distributed with a sample standard deviation of 7.09, arithmetic mean of 58.3, and mean deviation of 6.58. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | PCI-PAL hails high customer retention and trading momentum - Marketscreener.com | 12/10/2024 |
About PCI PAL 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 PCI or other stocks. Alpha measures the amount that position in PCI PAL PLC 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.
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 PCI PAL 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, PCI PAL's short interest history, or implied volatility extrapolated from PCI PAL options trading.
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Additional Tools for PCI Stock Analysis
When running PCI PAL's price analysis, check to measure PCI PAL'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 PCI PAL is operating at the current time. Most of PCI PAL's value examination focuses on studying past and present price action to predict the probability of PCI PAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PCI PAL's price. Additionally, you may evaluate how the addition of PCI PAL to your portfolios can decrease your overall portfolio volatility.