Prudential Financial 4125 Stock Alpha and Beta Analysis
| PFH Stock | USD 18.08 0.05 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prudential Financial 4125. It also helps investors analyze the systematic and unsystematic risks associated with investing in Prudential Financial over a specified time horizon. Remember, high Prudential Financial'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 Prudential Financial's market risk premium analysis include:
Beta 0.41 | Alpha (0.02) | Risk 1.12 | Sharpe Ratio 0.0063 | Expected Return 0.0071 |
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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.
Prudential |
Prudential Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Prudential Financial market risk premium is the additional return an investor will receive from holding Prudential Financial 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 Prudential Financial. 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 Prudential Financial's performance over market.| α | -0.02 | β | 0.41 |
Prudential Financial 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 Prudential Financial's Buy-and-hold return. Our buy-and-hold chart shows how Prudential Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Prudential Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Prudential Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Prudential Financial shares will generate the highest return on investment. By understating and applying Prudential Financial stock market price indicators, traders can identify Prudential Financial position entry and exit signals to maximize returns.
Prudential Financial Return and Market Media
The median price of Prudential Financial for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 18.33 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 18.3, and mean deviation of 0.27. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Wendy Jones of tradable shares of Prudential Financial subject to Rule 16b-3 | 01/21/2025 |
2 | Ballentine Partners LLC Raises Stake in Prudential Financial, Inc. | 01/23/2025 |
3 | Acquisition by Sandra Pianalto of 1840 shares of Prudential Financial subject to Rule 16b-3 | 01/24/2025 |
4 | Prudential Financial Q4 2024 Earnings Call Transcript | 02/05/2025 |
5 | Analysts Set Ingredion Incorporated PT at 154.33 | 02/18/2025 |
6 | Csenge Advisory Group Raises Stock Holdings in Prudential Financial, Inc. | 02/19/2025 |
7 | Tortoise Energy Infrastructure Co. Declares 0.37 Dividend | 02/24/2025 |
8 | Versor Investments LP Purchases 22,304 Shares of Prudential Financial, Inc. | 02/27/2025 |
| Prudential Financial dividend paid on 3rd of March 2025 | 03/03/2025 |
10 | Roth Capital Has Negative Outlook for Fathom FY2024 Earnings | 03/06/2025 |
11 | Bernards Dems Endorse Hodges, Tompkins For Township Committee | 03/10/2025 |
12 | Essential Planning LLC. Takes 3.31 Million Position in Prudential Financial, Inc. | 03/13/2025 |
About Prudential Financial 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 Prudential or other stocks. Alpha measures the amount that position in Prudential Financial 4125 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.
| 2019 | 2020 | 2022 (projected) | PTB Ratio | 0.0403 | 0.16 | 0.22 | Price To Sales Ratio | 0.0392 | 0.18 | 0.12 |
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 Prudential Financial 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, Prudential Financial's short interest history, or implied volatility extrapolated from Prudential Financial options trading.
Build Portfolio with Prudential Financial
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Check out Prudential Financial Backtesting, Prudential Financial Valuation, Prudential Financial Correlation, Prudential Financial Hype Analysis, Prudential Financial Volatility, Prudential Financial History and analyze Prudential Financial Performance. For more detail on how to invest in Prudential Stock please use our How to Invest in Prudential Financial guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Prudential Financial 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.