Penske Automotive Group Stock Alpha and Beta Analysis
| PAG Stock | USD 148.04 1.00 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Penske Automotive Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Penske Automotive over a specified time horizon. Remember, high Penske Automotive'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 Penske Automotive's market risk premium analysis include:
Beta 1.2 | Alpha 0.0448 | Risk 1.82 | Sharpe Ratio (0.07) | Expected Return (0.13) |
Penske Automotive 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.
Penske |
Penske Automotive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Penske Automotive market risk premium is the additional return an investor will receive from holding Penske Automotive 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 Penske Automotive. 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 Penske Automotive's performance over market.| α | 0.04 | β | 1.20 |
Penske Automotive 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 Penske Automotive's Buy-and-hold return. Our buy-and-hold chart shows how Penske Automotive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Penske Automotive Market Price Analysis
Market price analysis indicators help investors to evaluate how Penske Automotive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Penske Automotive shares will generate the highest return on investment. By understating and applying Penske Automotive stock market price indicators, traders can identify Penske Automotive position entry and exit signals to maximize returns.
Penske Automotive Return and Market Media
The median price of Penske Automotive for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 162.63 with a coefficient of variation of 3.93. The daily time series for the period is distributed with a sample standard deviation of 6.33, arithmetic mean of 161.2, and mean deviation of 5.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Roger Penskes Dream Team Strikes Again at the 63rd Rolex 24 | 01/27/2025 |
2 | Penske Q4 Earnings on the Horizon Analysts Insights on Key Performance Measures | 02/10/2025 |
3 | Penske Automotive Group Full Year 2024 Earnings EPS Beats Expectations | 02/14/2025 |
4 | Acquisition by Denker Claude H Iii of 4295 shares of Penske Automotive subject to Rule 16b-3 | 02/19/2025 |
5 | How Is Penske Automotive Group Positioned in the Automotive Sector | 02/25/2025 |
6 | IndyCars Scott McLaughlin Signs Contract Extension With Team Penske | 02/28/2025 |
7 | Penske Truck Leasing hangs on to investment-grade debt rating from Moodys | 03/03/2025 |
8 | Disposition of 1200 shares by Robert Kurnick of Penske Automotive subject to Rule 16b-3 | 03/04/2025 |
9 | Cindric penalized by NASCAR for hooking Ty Dillon at COTA. Team Penske driver avoids suspension | 03/05/2025 |
| Penske Automotive dividend paid on 6th of March 2025 | 03/06/2025 |
10 | 10,900 Shares in Penske Automotive Group, Inc. Purchased by OFI Invest Asset Management | 03/10/2025 |
11 | Q1 Earnings Forecast for PAG Issued By Seaport Res Ptn | 03/11/2025 |
12 | Penske Automotive Group Inc Stock Price Down 4.55 percent on Mar 13 | 03/13/2025 |
About Penske Automotive 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 Penske or other stocks. Alpha measures the amount that position in Penske Automotive 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.
| 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.018 | 0.0173 | 0.0156 | Price To Sales Ratio | 0.31 | 0.37 | 0.35 |
Penske Automotive Upcoming Company Events
As portrayed in its financial statements, the presentation of Penske Automotive's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Penske Automotive's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Penske Automotive's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Penske Automotive. Please utilize our Beneish M Score to check the likelihood of Penske Automotive's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Penske Automotive Backtesting, Penske Automotive Valuation, Penske Automotive Correlation, Penske Automotive Hype Analysis, Penske Automotive Volatility, Penske Automotive History and analyze Penske Automotive Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Penske Automotive 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.