Palo Alto (Germany) Alpha and Beta Analysis
| 5AP Stock | EUR 365.05 1.45 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Palo Alto Networks. It also helps investors analyze the systematic and unsystematic risks associated with investing in Palo Alto over a specified time horizon. Remember, high Palo Alto'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 Palo Alto's market risk premium analysis include:
Beta 0.0821 | Alpha 0.17 | Risk 1.94 | Sharpe Ratio 0.1 | Expected Return 0.2 |
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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Palo Alto Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Palo Alto market risk premium is the additional return an investor will receive from holding Palo Alto 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 Palo Alto. 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 Palo Alto's performance over market.| α | 0.17 | β | 0.08 |
Palo Alto 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 Palo Alto's Buy-and-hold return. Our buy-and-hold chart shows how Palo Alto performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Palo Alto Market Price Analysis
Market price analysis indicators help investors to evaluate how Palo Alto stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Palo Alto shares will generate the highest return on investment. By understating and applying Palo Alto stock market price indicators, traders can identify Palo Alto position entry and exit signals to maximize returns.
Palo Alto Return and Market Media
The median price of Palo Alto for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 333.9 with a coefficient of variation of 7.76. The daily time series for the period is distributed with a sample standard deviation of 25.92, arithmetic mean of 333.91, and mean deviation of 22.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Palo Alto 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 Palo or other stocks. Alpha measures the amount that position in Palo Alto Networks 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 Palo Alto 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, Palo Alto's short interest history, or implied volatility extrapolated from Palo Alto options trading.
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Additional Information and Resources on Investing in Palo Stock
When determining whether Palo Alto Networks is a strong investment it is important to analyze Palo Alto's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Palo Alto's future performance. For an informed investment choice regarding Palo Stock, refer to the following important reports:Check out Palo Alto Backtesting, Palo Alto Valuation, Palo Alto Correlation, Palo Alto Hype Analysis, Palo Alto Volatility, Palo Alto History and analyze Palo Alto Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Palo Alto 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.