Pampa Energia Sa Stock Alpha and Beta Analysis
| PAM Stock | USD 82.28 0.39 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pampa Energia SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pampa Energia over a specified time horizon. Remember, high Pampa Energia'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 Pampa Energia's market risk premium analysis include:
Beta 0.69 | Alpha 0.65 | Risk 1.87 | Sharpe Ratio 0.41 | Expected Return 0.77 |
Pampa Energia 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.
Pampa |
Pampa Energia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pampa Energia market risk premium is the additional return an investor will receive from holding Pampa Energia 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 Pampa Energia. 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 Pampa Energia's performance over market.| α | 0.65 | β | 0.69 |
Pampa Energia 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 Pampa Energia's Buy-and-hold return. Our buy-and-hold chart shows how Pampa Energia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pampa Energia Market Price Analysis
Market price analysis indicators help investors to evaluate how Pampa Energia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pampa Energia shares will generate the highest return on investment. By understating and applying Pampa Energia stock market price indicators, traders can identify Pampa Energia position entry and exit signals to maximize returns.
Pampa Energia Return and Market Media
The median price of Pampa Energia for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 63.06 with a coefficient of variation of 11.96. The daily time series for the period is distributed with a sample standard deviation of 7.58, arithmetic mean of 63.44, and mean deviation of 6.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | PAM Health Announces Leadership Promotions | 09/04/2024 |
2 | Best Value Stocks to Buy for September 19th | 09/19/2024 |
3 | Resumen Delinea es reconocida como Lder en el KuppingerCole Leadership Compass para la gestin de acceso con privilegios 2024 | 10/10/2024 |
4 | FirstEnergy to Release Q3 Earnings Heres What You Need to Know | 10/24/2024 |
5 | Should Value Investors Buy Pampa Energia Stock | 11/01/2024 |
6 | Pampa Energia Q3 2024 Earnings Preview | 11/05/2024 |
7 | Pampa Energia SA Trading 3 percent Higher on Nov 6 | 11/06/2024 |
8 | Pampa Energa S.A. Q3 2024 Earnings Call Transcript | 11/11/2024 |
9 | Pampa Energa Sets New 12-Month High Heres Why | 11/15/2024 |
10 | Pan Asia rebrands, locks down 35M equity funding line | 11/18/2024 |
11 | Pampa Energia SA Trading 4.77 percent Higher on Nov 19 | 11/19/2024 |
12 | New PAM Air Fryer Spray a Must-Have for Air Fryer Owners | 11/21/2024 |
About Pampa Energia 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 Pampa or other stocks. Alpha measures the amount that position in Pampa Energia SA 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.
| 2023 | 2024 (projected) | Dividend Yield | 6.6E-5 | 5.9E-5 | Price To Sales Ratio | 1.86 | 1.77 |
Pampa Energia Upcoming Company Events
As portrayed in its financial statements, the presentation of Pampa Energia's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pampa Energia's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pampa Energia's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pampa Energia. Please utilize our Beneish M Score to check the likelihood of Pampa Energia's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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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Check out Pampa Energia Backtesting, Pampa Energia Valuation, Pampa Energia Correlation, Pampa Energia Hype Analysis, Pampa Energia Volatility, Pampa Energia History and analyze Pampa Energia Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Pampa Energia 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.