Penumbra Stock Alpha and Beta Analysis
| PEN Stock | USD 272.62 11.99 4.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Penumbra. It also helps investors analyze the systematic and unsystematic risks associated with investing in Penumbra over a specified time horizon. Remember, high Penumbra'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 Penumbra's market risk premium analysis include:
Beta 0.99 | Alpha 0.27 | Risk 2.64 | Sharpe Ratio 0.0745 | Expected Return 0.2 |
Penumbra 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.
Penumbra |
Penumbra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Penumbra market risk premium is the additional return an investor will receive from holding Penumbra 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 Penumbra. 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 Penumbra's performance over market.| α | 0.27 | β | 0.99 |
Penumbra 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 Penumbra's Buy-and-hold return. Our buy-and-hold chart shows how Penumbra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Penumbra Market Price Analysis
Market price analysis indicators help investors to evaluate how Penumbra stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Penumbra shares will generate the highest return on investment. By understating and applying Penumbra stock market price indicators, traders can identify Penumbra position entry and exit signals to maximize returns.
Penumbra Return and Market Media
The median price of Penumbra for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 262.31 with a coefficient of variation of 6.61. The daily time series for the period is distributed with a sample standard deviation of 17.32, arithmetic mean of 261.92, and mean deviation of 14.17. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 794 shares by Johanna Roberts of Penumbra at 245.55 subject to Rule 16b-3 | 12/13/2024 |
2 | Disposition of 170 shares by Don Kassing of Penumbra at 238.84 subject to Rule 16b-3 | 01/02/2025 |
3 | Disposition of 167 shares by Harpreet Grewal of Penumbra at 241.28 subject to Rule 16b-3 | 01/03/2025 |
4 | Peninsula Energy Limiteds largest shareholders are retail investors with 58 percent ownership, institutions own 36 | 01/15/2025 |
5 | Analysts Just Made A Major Revision To Their Peninsula Energy Limited Revenue Forecasts | 02/05/2025 |
6 | Stroke Device Maker Penumbra Stock Surges On Earnings Beat, Analysts Boost Price Forecasts After Upbeat 2025 Outlook | 02/19/2025 |
7 | Penumbra Upgraded to Buy Heres Why | 02/20/2025 |
8 | Penumbra, Inc. Receives Average Recommendation of Moderate Buy from Brokerages | 02/21/2025 |
9 | Penumbra Inc Trading Down 3.53 percent on Feb 25 | 02/25/2025 |
10 | Oppenheimer Asset Management Inc. Sells 363 Shares of Penumbra, Inc. | 03/03/2025 |
11 | Disposition of 9200 shares by Lambert Shiu of Penumbra at 22.04 subject to Rule 16b-3 | 03/04/2025 |
12 | Disposition of 886 shares by Lambert Shiu of Penumbra at 283.15 subject to Rule 16b-3 | 03/06/2025 |
13 | Disposition of 5668 shares by Adam Elsesser of Penumbra at 281.14 subject to Rule 16b-3 | 03/07/2025 |
14 | Disposition of 250 shares by Maggie Yuen of Penumbra at 283.25 subject to Rule 16b-3 | 03/10/2025 |
About Penumbra 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 Penumbra or other stocks. Alpha measures the amount that position in Penumbra 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) | Payables Turnover | 11.69 | 13.84 | 14.03 | 19.39 | Days Of Inventory On Hand | 390.84 | 376.79 | 337.7 | 262.6 |
Penumbra Upcoming Company Events
As portrayed in its financial statements, the presentation of Penumbra's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Penumbra's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Penumbra's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Penumbra. Please utilize our Beneish M Score to check the likelihood of Penumbra's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Penumbra
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Check out Penumbra Backtesting, Penumbra Valuation, Penumbra Correlation, Penumbra Hype Analysis, Penumbra Volatility, Penumbra History and analyze Penumbra Performance. To learn how to invest in Penumbra Stock, please use our How to Invest in Penumbra guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Penumbra 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.