Pagaya Technologies Stock Alpha and Beta Analysis
| PGY Stock | USD 10.50 0.93 9.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pagaya Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pagaya Technologies over a specified time horizon. Remember, high Pagaya Technologies' 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 Pagaya Technologies' market risk premium analysis include:
Beta 4.53 | Alpha (0.56) | Risk 7.66 | Sharpe Ratio (0) | Expected Return (0.02) |
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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.
Pagaya |
Pagaya Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pagaya Technologies market risk premium is the additional return an investor will receive from holding Pagaya Technologies 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 Pagaya Technologies. 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 Pagaya Technologies' performance over market.| α | -0.56 | β | 4.53 |
Pagaya Technologies 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 Pagaya Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Pagaya Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pagaya Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Pagaya Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pagaya Technologies shares will generate the highest return on investment. By understating and applying Pagaya Technologies stock market price indicators, traders can identify Pagaya Technologies position entry and exit signals to maximize returns.
Pagaya Technologies Return and Market Media
The median price of Pagaya Technologies for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.89 with a coefficient of variation of 14.11. The daily time series for the period is distributed with a sample standard deviation of 1.63, arithmetic mean of 11.58, and mean deviation of 1.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5448 shares by Evangelos Perros of Pagaya Technologies at 51.36 subject to Rule 16b-3 | 09/03/2024 |
2 | Disposition of 2828 shares by Golub Harvey of Pagaya Technologies subject to Rule 16b-3 | 09/17/2024 |
3 | Disposition of 5656 shares by Petrozzo Dan of Pagaya Technologies subject to Rule 16b-3 | 09/19/2024 |
4 | Disposition of 15625 shares by Tami Rosen of Pagaya Technologies subject to Rule 16b-3 | 10/31/2024 |
5 | Disposition of 7966 shares by Tami Rosen of Pagaya Technologies at 11.57 subject to Rule 16b-3 | 11/01/2024 |
6 | Disposition of 7659 shares by Tami Rosen of Pagaya Technologies at 12.0 subject to Rule 16b-3 | 11/06/2024 |
7 | Disposition of 1947 shares by Evangelos Perros of Pagaya Technologies at 51.36 subject to Rule 16b-3 | 11/07/2024 |
8 | What To Expect From Pagaya Technologies Ltd Q3 2024 Earnings | 11/11/2024 |
9 | Pagaya Technologies Ltd. Q3 Earnings Taking a Look at Key Metrics Versus Estimates | 11/12/2024 |
10 | Pagaya Technologies Ltd Q3 2024 Earnings Call Highlights Strong Revenue Growth Amidst ... | 11/13/2024 |
11 | Acquisition by Torraco Nicole of 4743 shares of Pagaya Technologies subject to Rule 16b-3 | 11/14/2024 |
12 | Koreans set to weigh into Pilot Energy Mid-West carbon play | 11/19/2024 |
About Pagaya Technologies 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 Pagaya or other stocks. Alpha measures the amount that position in Pagaya Technologies 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 27.59 | 31.54 | 37.56 | 42.65 | PTB Ratio | 1.5K | 1.03 | 1.78 | 1.69 |
Pagaya Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Pagaya Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pagaya Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pagaya Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pagaya Technologies. Please utilize our Beneish M Score to check the likelihood of Pagaya Technologies' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Pagaya Stock Analysis
When running Pagaya Technologies' price analysis, check to measure Pagaya Technologies' 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 Pagaya Technologies is operating at the current time. Most of Pagaya Technologies' value examination focuses on studying past and present price action to predict the probability of Pagaya Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pagaya Technologies' price. Additionally, you may evaluate how the addition of Pagaya Technologies to your portfolios can decrease your overall portfolio volatility.