Phenixfin 525 Stock Alpha and Beta Analysis

PFXNZ Stock  USD 22.82  0.03  0.13%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PhenixFIN 525. It also helps investors analyze the systematic and unsystematic risks associated with investing in PhenixFIN 525 over a specified time horizon. Remember, high PhenixFIN 525'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 PhenixFIN 525's market risk premium analysis include:
Beta
0.1
Alpha
0.0548
Risk
0.52
Sharpe Ratio
0.16
Expected Return
0.0812
Please note that although PhenixFIN 525 alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, PhenixFIN 525 did 0.05  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of PhenixFIN 525 stock's relative risk over its benchmark. PhenixFIN 525 has a beta of 0.10  . As returns on the market increase, PhenixFIN 525's returns are expected to increase less than the market. However, during the bear market, the loss of holding PhenixFIN 525 is expected to be smaller as well. At this time, PhenixFIN 525's Book Value Per Share is fairly stable compared to the past year. Tangible Book Value Per Share is likely to rise to about 155.7 K in 2024, whereas Enterprise Value Over EBITDA is likely to drop (14.47) in 2024.

Enterprise Value

(64.1 Billion)

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.
  
Check out PhenixFIN 525 Backtesting, PhenixFIN 525 Valuation, PhenixFIN 525 Correlation, PhenixFIN 525 Hype Analysis, PhenixFIN 525 Volatility, PhenixFIN 525 History and analyze PhenixFIN 525 Performance.
For more information on how to buy PhenixFIN Stock please use our How to Invest in PhenixFIN 525 guide.

PhenixFIN 525 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PhenixFIN 525 market risk premium is the additional return an investor will receive from holding PhenixFIN 525 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 PhenixFIN 525. 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 PhenixFIN 525's performance over market.
α0.05   β0.10

PhenixFIN 525 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 PhenixFIN 525's Buy-and-hold return. Our buy-and-hold chart shows how PhenixFIN 525 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

PhenixFIN 525 Market Price Analysis

Market price analysis indicators help investors to evaluate how PhenixFIN 525 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PhenixFIN 525 shares will generate the highest return on investment. By understating and applying PhenixFIN 525 stock market price indicators, traders can identify PhenixFIN 525 position entry and exit signals to maximize returns.

PhenixFIN 525 Return and Market Media

The median price of PhenixFIN 525 for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 22.75 with a coefficient of variation of 1.8. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 22.55, and mean deviation of 0.34. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
 
PhenixFIN 525 dividend paid on 1st of November 2024
11/01/2024

About PhenixFIN 525 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 PhenixFIN or other stocks. Alpha measures the amount that position in PhenixFIN 525 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 (projected)
Dividend Yield1.421.281.34
Price To Sales Ratio3.940.0067910.006452
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 PhenixFIN 525 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, PhenixFIN 525's short interest history, or implied volatility extrapolated from PhenixFIN 525 options trading.

Build Portfolio with PhenixFIN 525

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for PhenixFIN Stock Analysis

When running PhenixFIN 525's price analysis, check to measure PhenixFIN 525's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PhenixFIN 525 is operating at the current time. Most of PhenixFIN 525's value examination focuses on studying past and present price action to predict the probability of PhenixFIN 525's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PhenixFIN 525's price. Additionally, you may evaluate how the addition of PhenixFIN 525 to your portfolios can decrease your overall portfolio volatility.