PENN Entertainment (Germany) Performance
| PN1 Stock | 17.99 0.58 3.12% |
On a scale of 0 to 100, PENN Entertainment holds a performance score of 5. The company holds a Beta of -0.82, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PENN Entertainment are expected to decrease at a much lower rate. During the bear market, PENN Entertainment is likely to outperform the market. Please check PENN Entertainment's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether PENN Entertainment's historical price patterns will revert.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in PENN Entertainment are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, PENN Entertainment unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 1.9 B | |
| Free Cash Flow | 605.8 M |
PENN |
PENN Entertainment Relative Risk vs. Return Landscape
If you would invest 1,671 in PENN Entertainment on October 6, 2024 and sell it today you would earn a total of 186.00 from holding PENN Entertainment or generate 11.13% return on investment over 90 days. PENN Entertainment is generating 0.2162% of daily returns and assumes 2.8515% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than PENN, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PENN Entertainment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENN Entertainment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PENN Entertainment, and traders can use it to determine the average amount a PENN Entertainment'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 = 0.0758
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Estimated Market Risk
| 2.85 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 5 95% of assets perform better |
Based on monthly moving average PENN Entertainment is performing at about 5% of its full potential. 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 Entertainment by adding it to a well-diversified portfolio.
PENN Entertainment Fundamentals Growth
PENN Stock prices reflect investors' perceptions of the future prospects and financial health of PENN Entertainment, and PENN Entertainment 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 | 15.47 B | |||
| Price To Book | 1.40 X | |||
| Price To Sales | 0.92 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 Entertainment Performance
Assessing PENN Entertainment's fundamental ratios provides investors with valuable insights into PENN Entertainment's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the PENN Entertainment is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about PENN Entertainment performance evaluation
Checking the ongoing alerts about PENN Entertainment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PENN Entertainment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating PENN Entertainment's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate PENN Entertainment's stock performance include:- Analyzing PENN Entertainment'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 Entertainment's stock is overvalued or undervalued compared to its peers.
- Examining PENN Entertainment'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 Entertainment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PENN Entertainment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PENN Entertainment's stock. These opinions can provide insight into PENN Entertainment's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for PENN Stock Analysis
When running PENN Entertainment's price analysis, check to measure PENN Entertainment'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 Entertainment is operating at the current time. Most of PENN Entertainment's value examination focuses on studying past and present price action to predict the probability of PENN Entertainment'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 Entertainment's price. Additionally, you may evaluate how the addition of PENN Entertainment to your portfolios can decrease your overall portfolio volatility.