Prudential Financial Stock Alpha and Beta Analysis
| PRU Stock | USD 128.24 1.98 1.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prudential Financial. 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 1.36 | Alpha 0.0316 | Risk 1.51 | Sharpe Ratio 0.0879 | Expected Return 0.13 |
Prudential Financial Quarterly Cash And Equivalents |
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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 | 0.03 | β | 1.36 |
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 Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 120.05 with a coefficient of variation of 3.23. The daily time series for the period is distributed with a sample standard deviation of 3.89, arithmetic mean of 120.45, and mean deviation of 3.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Prudential Financial dividend paid on 12th of September 2024 | 09/12/2024 |
1 | BILLIE JEAN KING NAMED 2025 TOURNAMENT OF ROSES GRAND MARSHAL | 10/07/2024 |
2 | Prudential Q3 Earnings and Revenues Beat Estimates | 10/30/2024 |
3 | Disposition of 26008 shares by Robert Falzon of Prudential Financial at 106.89 subject to Rule 16b-3 | 11/06/2024 |
4 | Radian Group Q3 Earnings Beat Estimates on Higher Revenues | 11/07/2024 |
5 | PGIM Taps Morgan Stanleys Chappuis to Succeed Longtime CEO DavidHunt | 11/08/2024 |
6 | ICICI Prudential Asset Management Co Ltd Acquires 742 Shares of Intuitive Surgical, Inc. | 11/13/2024 |
7 | Moderna, Inc. Shares Acquired by ICICI Prudential Asset Management Co Ltd | 11/14/2024 |
8 | Disposition of 183 shares by Timothy Schmidt of Prudential Financial subject to Rule 16b-3 | 11/15/2024 |
9 | SBLI Appoints Wade Seward as Chief Distribution Officer | 11/18/2024 |
10 | FTSE 100 nudges down amid fears over Russia tensions | 11/19/2024 |
11 | Strategy Asset Managers LLC Buys New Shares in Prudential Financial, Inc. | 11/21/2024 |
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 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) | PTB Ratio | 2.28 | 1.36 | 1.17 | Dividend Yield | 0.0491 | 0.049 | 0.0514 |
Prudential Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Prudential Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Prudential Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Prudential Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Prudential Financial. Please utilize our Beneish M Score to check the likelihood of Prudential Financial's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Prudential Stock Analysis
When running Prudential Financial's price analysis, check to measure Prudential Financial'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 Prudential Financial is operating at the current time. Most of Prudential Financial's value examination focuses on studying past and present price action to predict the probability of Prudential Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prudential Financial's price. Additionally, you may evaluate how the addition of Prudential Financial to your portfolios can decrease your overall portfolio volatility.