Playa Hotels (Germany) Alpha and Beta Analysis
| PL0 Stock | EUR 9.25 0.10 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Playa Hotels Resorts. It also helps investors analyze the systematic and unsystematic risks associated with investing in Playa Hotels over a specified time horizon. Remember, high Playa Hotels' 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 Playa Hotels' market risk premium analysis include:
Beta 0.19 | Alpha 0.45 | Risk 2.34 | Sharpe Ratio 0.21 | Expected Return 0.5 |
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.
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Playa Hotels Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Playa Hotels market risk premium is the additional return an investor will receive from holding Playa Hotels 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 Playa Hotels. 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 Playa Hotels' performance over market.| α | 0.45 | β | 0.19 |
Playa Hotels 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 Playa Hotels' Buy-and-hold return. Our buy-and-hold chart shows how Playa Hotels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Playa Hotels Market Price Analysis
Market price analysis indicators help investors to evaluate how Playa Hotels stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Playa Hotels shares will generate the highest return on investment. By understating and applying Playa Hotels stock market price indicators, traders can identify Playa Hotels position entry and exit signals to maximize returns.
Playa Hotels Return and Market Media
The median price of Playa Hotels for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 7.2 with a coefficient of variation of 10.81. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 7.6, and mean deviation of 0.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Playa Hotels 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 Playa or other stocks. Alpha measures the amount that position in Playa Hotels Resorts 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.
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 Playa Hotels 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, Playa Hotels' short interest history, or implied volatility extrapolated from Playa Hotels options trading.
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Additional Information and Resources on Investing in Playa Stock
When determining whether Playa Hotels Resorts offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Playa Hotels' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Playa Hotels Resorts Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Playa Hotels Resorts Stock:Check out Playa Hotels Backtesting, Playa Hotels Valuation, Playa Hotels Correlation, Playa Hotels Hype Analysis, Playa Hotels Volatility, Playa Hotels History and analyze Playa Hotels Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Playa Hotels 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.