Pagaya Technologies Ltd Stock Alpha and Beta Analysis
| PGYWW Stock | USD 0.23 0.16 228.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pagaya Technologies Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pagaya Technologies over a specified time horizon. Remember, high Pagaya Technologies' 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 Pagaya Technologies' market risk premium analysis include:
Beta 3.11 | Alpha (0.90) | Risk 31.91 | Sharpe Ratio 0.0948 | Expected Return 3.02 |
Enterprise Value |
|
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.
Pagaya |
Pagaya Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pagaya Technologies market risk premium is the additional return an investor will receive from holding Pagaya Technologies 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 Pagaya Technologies. 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 Pagaya Technologies' performance over market.| α | -0.9 | β | 3.11 |
Pagaya Technologies 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 Pagaya Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Pagaya Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pagaya Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Pagaya Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pagaya Technologies shares will generate the highest return on investment. By understating and applying Pagaya Technologies stock market price indicators, traders can identify Pagaya Technologies position entry and exit signals to maximize returns.
Pagaya Technologies Return and Market Media
The median price of Pagaya Technologies for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 0.23 with a coefficient of variation of 10.89. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.22, and mean deviation of 0.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Pagaya Closes New 500 Million Consumer Loan ABS Deal, Reflecting Continued Strong Investor Demand - StockTitan | 09/18/2024 |
2 | Pagaya Technologies Strategizes Financial Stability and Growth - TipRanks | 09/25/2024 |
3 | Pagaya Tech stock target cut, keeps buy on HARMONY study delay - Investing.com | 09/30/2024 |
4 | Pagaya Technologies Ltd.s Price Is Right But Growth Is Lacking After Shares Rocket 28 percent - Simply Wall St | 11/08/2024 |
5 | Pagaya Technologies Ltd. Just Reported, And Analysts Assigned A US20.75 Price Target - Simply Wall St | 11/15/2024 |
6 | Pagaya stock slumps after soft network volume guidance - MSN | 11/22/2024 |
About Pagaya Technologies 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 Pagaya or other stocks. Alpha measures the amount that position in Pagaya Technologies 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 27.59 | 31.54 | 37.56 | 42.65 | PTB Ratio | 1.5K | 1.03 | 1.78 | 1.69 |
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 Pagaya Technologies 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, Pagaya Technologies' short interest history, or implied volatility extrapolated from Pagaya Technologies options trading.
Build Portfolio with Pagaya Technologies
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
Additional Tools for Pagaya Stock Analysis
When running Pagaya Technologies' price analysis, check to measure Pagaya Technologies' 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 Pagaya Technologies is operating at the current time. Most of Pagaya Technologies' value examination focuses on studying past and present price action to predict the probability of Pagaya Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pagaya Technologies' price. Additionally, you may evaluate how the addition of Pagaya Technologies to your portfolios can decrease your overall portfolio volatility.