PENN NATL (Germany) Performance
| PN1 Stock | EUR 15.76 0.14 0.88% |
The company holds a Beta of 0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PENN NATL's returns are expected to increase less than the market. However, during the bear market, the loss of holding PENN NATL is expected to be smaller as well. At this point, PENN NATL GAMING has a negative expected return of -0.15%. Please make sure to check PENN NATL's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if PENN NATL GAMING performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days PENN NATL GAMING has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
| Begin Period Cash Flow | 1.9 B | |
| Free Cash Flow | 605.8 M |
PENN |
PENN NATL Relative Risk vs. Return Landscape
If you would invest 1,778 in PENN NATL GAMING on December 22, 2024 and sell it today you would lose (202.00) from holding PENN NATL GAMING or give up 11.36% of portfolio value over 90 days. PENN NATL GAMING is producing return of less than zero assuming 3.0094% volatility of returns over the 90 days investment horizon. Simply put, 26% of all stocks have less volatile historical return distribution than PENN NATL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PENN NATL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENN NATL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PENN NATL GAMING, and traders can use it to determine the average amount a PENN NATL's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0508
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PN1 |
Estimated Market Risk
| 3.01 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PENN NATL is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PENN NATL by adding PENN NATL to a well-diversified portfolio.
PENN NATL Fundamentals Growth
PENN Stock prices reflect investors' perceptions of the future prospects and financial health of PENN NATL, and PENN NATL fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on PENN Stock performance.
| Current Valuation | 15.57 B | |||
| Price To Book | 1.49 X | |||
| Price To Sales | 0.97 X | |||
| Revenue | 6.4 B | |||
| EBITDA | 1.5 B | |||
| Total Debt | 6.69 B | |||
| Cash Flow From Operations | 878.2 M | |||
| Total Asset | 17.5 B | |||
About PENN NATL Performance
By analyzing PENN NATL's fundamental ratios, stakeholders can gain valuable insights into PENN NATL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PENN NATL has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if PENN NATL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about PENN NATL GAMING performance evaluation
Checking the ongoing alerts about PENN NATL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PENN NATL GAMING help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PENN NATL GAMING generated a negative expected return over the last 90 days | |
| PENN NATL GAMING has high historical volatility and very poor performance |
- Analyzing PENN NATL's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether PENN NATL's stock is overvalued or undervalued compared to its peers.
- Examining PENN NATL's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating PENN NATL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PENN NATL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PENN NATL's stock. These opinions can provide insight into PENN NATL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for PENN Stock analysis
When running PENN NATL's price analysis, check to measure PENN NATL'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 PENN NATL is operating at the current time. Most of PENN NATL's value examination focuses on studying past and present price action to predict the probability of PENN NATL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PENN NATL's price. Additionally, you may evaluate how the addition of PENN NATL to your portfolios can decrease your overall portfolio volatility.
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