Pan American Silver Stock Alpha and Beta Analysis
| PAAS Stock | CAD 31.06 0.23 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pan American Silver. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pan American over a specified time horizon. Remember, high Pan American'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 Pan American's market risk premium analysis include:
Beta 0.94 | Alpha 0.098 | Risk 2.76 | Sharpe Ratio 0.12 | Expected Return 0.32 |
Pan American Quarterly Cash And Equivalents |
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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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Pan American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pan American market risk premium is the additional return an investor will receive from holding Pan American 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 Pan American. 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 Pan American's performance over market.| α | 0.1 | β | 0.94 |
Pan American 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 Pan American's Buy-and-hold return. Our buy-and-hold chart shows how Pan American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pan American Market Price Analysis
Market price analysis indicators help investors to evaluate how Pan American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pan American shares will generate the highest return on investment. By understating and applying Pan American stock market price indicators, traders can identify Pan American position entry and exit signals to maximize returns.
Pan American Return and Market Media
The median price of Pan American for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 30.31 with a coefficient of variation of 8.37. The daily time series for the period is distributed with a sample standard deviation of 2.52, arithmetic mean of 30.15, and mean deviation of 1.96. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Pan American Silver Outperforms Broader Market What You Need to Know - Yahoo Finance | 09/11/2024 |
2 | Pan American Silver Corp Stock Price Up 3.91 percent on Sep 26 - GuruFocus.com | 09/26/2024 |
3 | Are You Looking for a Top Momentum Pick Why Pan American Silver is a Great Choice - Yahoo Finance | 10/23/2024 |
4 | 40,140 Shares in Pan American Silver Corp. Acquired by Integrated Investment Consultants LLC - MarketBeat | 11/22/2024 |
About Pan American 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 Pan or other stocks. Alpha measures the amount that position in Pan American Silver 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0135 | 0.0264 | 0.0127 | Price To Sales Ratio | 3.22 | 2.3 | 2.19 |
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 Pan American 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, Pan American's short interest history, or implied volatility extrapolated from Pan American options trading.
Build Portfolio with Pan American
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
Check out Pan American Backtesting, Pan American Valuation, Pan American Correlation, Pan American Hype Analysis, Pan American Volatility, Pan American History and analyze Pan American Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Pan American 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.