Ranpak Holdings Corp Stock Alpha and Beta Analysis
| PACK Stock | USD 7.85 0.01 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ranpak Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ranpak Holdings over a specified time horizon. Remember, high Ranpak Holdings' 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 Ranpak Holdings' market risk premium analysis include:
Beta 1.7 | Alpha (0.08) | Risk 2.31 | Sharpe Ratio 0.0813 | Expected Return 0.19 |
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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.
Ranpak |
Ranpak Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ranpak Holdings market risk premium is the additional return an investor will receive from holding Ranpak Holdings 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 Ranpak Holdings. 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 Ranpak Holdings' performance over market.| α | -0.08 | β | 1.70 |
Ranpak Holdings 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 Ranpak Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Ranpak Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ranpak Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Ranpak Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ranpak Holdings shares will generate the highest return on investment. By understating and applying Ranpak Holdings stock market price indicators, traders can identify Ranpak Holdings position entry and exit signals to maximize returns.
Ranpak Holdings Return and Market Media
The median price of Ranpak Holdings for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.34 with a coefficient of variation of 7.44. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 6.48, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Meros Investment Management LP Raises Stake in Ranpak Holdings Corp. - MarketBeat | 09/27/2024 |
2 | Closure Systems International to Exhibit at 2024 PACK EXPO International in Chicago | 10/02/2024 |
3 | UPM Specialty Papers to display new co-created recyclable packaging solutions at PACK EXPO International 2024 | 10/09/2024 |
4 | Epson to Showcase Versatile Color Label Technology for Packaging and Processing at PACK EXPO International 2024 | 10/22/2024 |
5 | Ranpak Holdings Corp Q3 2024 Earnings Revenue Surpasses Estimates at 92.2M, GAAP EPS Loss of 0.10 | 10/31/2024 |
6 | Earnings call Ranpak reports sustained growth, bullish on automation | 11/01/2024 |
7 | Acquisition by Alicia Tranen of 7500 shares of Ranpak Holdings at 5.72 subject to Rule 16b-3 | 11/08/2024 |
8 | Pickle Robot Co. announced that it has received 50 million in funding from a group of investors - Marketscreener.com | 11/19/2024 |
About Ranpak Holdings 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 Ranpak or other stocks. Alpha measures the amount that position in Ranpak Holdings Corp 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 | 44.12 | 39.24 | 35.27 | 48.6 | PTB Ratio | 4.64 | 0.77 | 0.84 | 0.8 |
Ranpak Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Ranpak Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ranpak Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ranpak Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ranpak Holdings. Please utilize our Beneish M Score to check the likelihood of Ranpak Holdings' management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Ranpak Holdings Backtesting, Ranpak Holdings Valuation, Ranpak Holdings Correlation, Ranpak Holdings Hype Analysis, Ranpak Holdings Volatility, Ranpak Holdings History and analyze Ranpak Holdings Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Ranpak Holdings 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.