Panasonic Corp (UK) Alpha and Beta Analysis
| 0QYR Stock | 1,479 57.00 3.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Panasonic Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Panasonic Corp over a specified time horizon. Remember, high Panasonic Corp'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 Panasonic Corp's market risk premium analysis include:
Beta (0.22) | Alpha 0.33 | Risk 2.49 | Sharpe Ratio 0.25 | Expected Return 0.62 |
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.
Panasonic |
Panasonic Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Panasonic Corp market risk premium is the additional return an investor will receive from holding Panasonic Corp 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 Panasonic Corp. 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 Panasonic Corp's performance over market.| α | 0.33 | β | -0.22 |
Panasonic Corp Fundamentals Vs Peers
Comparing Panasonic Corp's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Panasonic Corp's direct or indirect competition across all of the common fundamentals between Panasonic Corp and the related equities. This way, we can detect undervalued stocks with similar characteristics as Panasonic Corp or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Panasonic Corp's fundamental indicators could also be used in its relative valuation, which is a method of valuing Panasonic Corp by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Panasonic Corp to competition |
| Fundamentals | Panasonic Corp | Peer Average |
| Return On Equity | 0.0806 | -0.31 |
| Return On Asset | 0.0273 | -0.14 |
| Profit Margin | 0.04 % | (1.27) % |
| Operating Margin | 0.06 % | (5.51) % |
| Current Valuation | 4.22 T | 16.62 B |
| Shares Owned By Insiders | 3.55 % | 10.09 % |
| Shares Owned By Institutions | 32.30 % | 39.21 % |
Panasonic Corp Opportunities
Panasonic Corp Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Panasonic Corp 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 Panasonic or other stocks. Alpha measures the amount that position in Panasonic 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.
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 Panasonic Corp 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, Panasonic Corp's short interest history, or implied volatility extrapolated from Panasonic Corp options trading.
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Additional Tools for Panasonic Stock Analysis
When running Panasonic Corp's price analysis, check to measure Panasonic Corp'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 Panasonic Corp is operating at the current time. Most of Panasonic Corp's value examination focuses on studying past and present price action to predict the probability of Panasonic Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Panasonic Corp's price. Additionally, you may evaluate how the addition of Panasonic Corp to your portfolios can decrease your overall portfolio volatility.