Pegasystems Stock Alpha and Beta Analysis
| PEGA Stock | USD 71.99 3.85 5.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pegasystems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pegasystems over a specified time horizon. Remember, high Pegasystems' 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 Pegasystems' market risk premium analysis include:
Beta 1.05 | Alpha (0.32) | Risk 3.63 | Sharpe Ratio (0.12) | Expected Return (0.43) |
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.
Pegasystems |
Pegasystems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pegasystems market risk premium is the additional return an investor will receive from holding Pegasystems 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 Pegasystems. 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 Pegasystems' performance over market.| α | -0.32 | β | 1.05 |
Pegasystems 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 Pegasystems' Buy-and-hold return. Our buy-and-hold chart shows how Pegasystems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pegasystems Market Price Analysis
Market price analysis indicators help investors to evaluate how Pegasystems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pegasystems shares will generate the highest return on investment. By understating and applying Pegasystems stock market price indicators, traders can identify Pegasystems position entry and exit signals to maximize returns.
Pegasystems Return and Market Media
The median price of Pegasystems for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 94.5 with a coefficient of variation of 12.46. The daily time series for the period is distributed with a sample standard deviation of 11.61, arithmetic mean of 93.13, and mean deviation of 9.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2000 shares by Kenneth Stillwell of Pegasystems at 94.0 subject to Rule 16b-3 | 01/02/2025 |
2 | Pegasystems Inc Joins Forces with Serco to Enhance UK Armed Forces Recruitment | 02/06/2025 |
3 | Pegasystems targets 12 percent ACV growth in 2025 with Pega GenAI Blueprint momentum | 02/13/2025 |
4 | Solid Earnings Reflect Pegasystems Strength As A Business | 02/19/2025 |
5 | What To Expect From SoundHound AIs Q4 Earnings | 02/26/2025 |
6 | The 6 a.m. CFO How Pegasystems Ken Stillwell starts his day | 02/27/2025 |
7 | Pegasystems Inc. Unveils AI-Powered Customer Engagement Blueprint to Enhance Business Automation | 03/03/2025 |
8 | Disposition of 2049 shares by Leon Trefler of Pegasystems at 75.65 subject to Rule 16b-3 | 03/04/2025 |
9 | Consumers say its harder to interact with businesses | 03/05/2025 |
10 | Acquisition by Akgonul Rifat Kerim of 12924 shares of Pegasystems subject to Rule 16b-3 | 03/06/2025 |
11 | Pegasystems Inc. Shares Bought by Prescott Group Capital Management L.L.C. | 03/07/2025 |
12 | Disposition of 31500 shares by Alan Trefler of Pegasystems at 70.93 subject to Rule 16b-3 | 03/11/2025 |
13 | Pegasystems Inc Stock Price Down 5.55 percent on Mar 13 | 03/13/2025 |
About Pegasystems 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 Pegasystems or other stocks. Alpha measures the amount that position in Pegasystems 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 | 2024 | 2025 (projected) | Dividend Yield | 0.003505 | 0.002452 | 0.001283 | 0.001219 | Price To Sales Ratio | 2.13 | 2.84 | 5.31 | 5.38 |
Pegasystems Upcoming Company Events
As portrayed in its financial statements, the presentation of Pegasystems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pegasystems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pegasystems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pegasystems. Please utilize our Beneish M Score to check the likelihood of Pegasystems' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Pegasystems Backtesting, Pegasystems Valuation, Pegasystems Correlation, Pegasystems Hype Analysis, Pegasystems Volatility, Pegasystems History and analyze Pegasystems Performance. For information on how to trade Pegasystems Stock refer to our How to Trade Pegasystems Stock guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Pegasystems 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.