Pennymac Finl Svcs Stock Alpha and Beta Analysis
| PFSI Stock | USD 99.92 49.78 33.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PennyMac Finl Svcs. It also helps investors analyze the systematic and unsystematic risks associated with investing in PennyMac Finl over a specified time horizon. Remember, high PennyMac Finl'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 PennyMac Finl's market risk premium analysis include:
Beta 1.66 | Alpha (0.37) | Risk 4.62 | Sharpe Ratio (0.05) | Expected Return (0.25) |
Enterprise Value |
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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.
Check out PennyMac Finl Analysis, PennyMac Finl Valuation, PennyMac Finl Correlation, PennyMac Finl Hype Analysis, PennyMac Finl Volatility, PennyMac Finl Price History and analyze PennyMac Finl Performance. PennyMac Finl Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PennyMac Finl market risk premium is the additional return an investor will receive from holding PennyMac Finl 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 PennyMac Finl. 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 PennyMac Finl's performance over market.| α | -0.37 | β | 1.66 |
PennyMac Finl 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 PennyMac Finl's Buy-and-hold return. Our buy-and-hold chart shows how PennyMac Finl performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PennyMac Finl Market Price Analysis
Market price analysis indicators help investors to evaluate how PennyMac Finl stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PennyMac Finl shares will generate the highest return on investment. By understating and applying PennyMac Finl stock market price indicators, traders can identify PennyMac Finl position entry and exit signals to maximize returns.
PennyMac Finl Return and Market Media
The median price of PennyMac Finl for the period between Tue, Nov 4, 2025 and Mon, Feb 2, 2026 is 132.41 with a coefficient of variation of 7.37. The daily time series for the period is distributed with a sample standard deviation of 9.87, arithmetic mean of 133.96, and mean deviation of 7.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 11/06/2025 |
2 | Disposition of 23453 shares by Jones Doug of PennyMac Finl at 11.28 subject to Rule 16b-3 | 11/10/2025 |
3 | Disposition of 196 shares by David Spector of PennyMac Finl at 129.86 subject to Rule 16b-3 | 11/12/2025 |
4 | Disposition of 5000 shares by David Spector of PennyMac Finl at 99.15 subject to Rule 16b-3 | 11/14/2025 |
5 | PennyMac Mortgage Crossed Above the 20-Day Moving Average What That Means for Investors | 11/19/2025 |
| PennyMac Finl dividend paid on 26th of November 2025 | 11/26/2025 |
6 | PennyMac Mortgage Investment Trust Assessing Valuation After Recent Share Price Rebound | 12/03/2025 |
7 | Disposition of 5000 shares by Joseph Mazzella of PennyMac Finl subject to Rule 16b-3 | 12/22/2025 |
8 | PennyMac Moves 6.4 percent Higher Will This Strength Last | 01/12/2026 |
9 | Assessing PennyMac Financial Services Valuation After Strong Multi Year Shareholder Returns | 01/13/2026 |
10 | Why PennyMac Financial Services Stock Is Trading Up Today | 01/16/2026 |
11 | The Bull Case For PennyMac Financial Services Could Change Following Analyst Upgrades And Policy Tailwinds - simplywall.st | 01/20/2026 |
12 | PennyMac Financial Services, Inc. Announces Date for Release of Fourth Quarter and Full-Year 2025 Results | 01/22/2026 |
13 | Is It Too Late To Consider PennyMac Financial Services After Its Strong MultiYear Rally | 01/28/2026 |
14 | PennyMac Financial Q4 Earnings and Revenues Miss Estimates | 01/29/2026 |
15 | Is PennyMac Financial Services Still Attractively Priced After Its Strong MultiYear Rally | 01/30/2026 |
About PennyMac Finl 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 PennyMac or other stocks. Alpha measures the amount that position in PennyMac Finl Svcs 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 | 2025 | 2026 (projected) | Dividend Yield | 0.009384 | 0.01 | 0.0115 | 0.0193 | Price To Sales Ratio | 2.17 | 3.27 | 2.94 | 3.09 |
PennyMac Finl Upcoming Company Events
As portrayed in its financial statements, the presentation of PennyMac Finl's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PennyMac Finl's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PennyMac Finl's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PennyMac Finl. Please utilize our Beneish M Score to check the likelihood of PennyMac Finl's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with PennyMac Finl
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Check out PennyMac Finl Analysis, PennyMac Finl Valuation, PennyMac Finl Correlation, PennyMac Finl Hype Analysis, PennyMac Finl Volatility, PennyMac Finl Price History and analyze PennyMac Finl Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
PennyMac Finl 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.