Pultegroup Stock Alpha and Beta Analysis
| PHM Stock | USD 129.76 1.64 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PulteGroup. It also helps investors analyze the systematic and unsystematic risks associated with investing in PulteGroup over a specified time horizon. Remember, high PulteGroup'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 PulteGroup's market risk premium analysis include:
Beta 0.44 | Alpha (0.04) | Risk 1.81 | Sharpe Ratio (0.02) | Expected Return (0.03) |
PulteGroup 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.
PulteGroup |
PulteGroup Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PulteGroup market risk premium is the additional return an investor will receive from holding PulteGroup 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 PulteGroup. 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 PulteGroup's performance over market.| α | -0.04 | β | 0.44 |
PulteGroup 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 PulteGroup's Buy-and-hold return. Our buy-and-hold chart shows how PulteGroup performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PulteGroup Market Price Analysis
Market price analysis indicators help investors to evaluate how PulteGroup stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PulteGroup shares will generate the highest return on investment. By understating and applying PulteGroup stock market price indicators, traders can identify PulteGroup position entry and exit signals to maximize returns.
PulteGroup Return and Market Media
The median price of PulteGroup for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 133.46 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 6.23, arithmetic mean of 135.46, and mean deviation of 5.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 8315 shares by Robert Oshaughnessy of PulteGroup at 107.97 subject to Rule 16b-3 | 09/06/2024 |
| PulteGroup dividend paid on 2nd of October 2024 | 10/02/2024 |
2 | Homebuilder PulteGroups profit tops estimates amid demand for new properties | 10/22/2024 |
3 | Why PulteGroup is a Top Value Stock for the Long-Term | 10/24/2024 |
4 | PulteGroup Honors Veterans with Three New Mortgage-Free Homes, Approaches Historic 100-Home Milestone | 11/08/2024 |
5 | Private equity CEO and philanthropist Bill Pulte aims for HUD secretary post under Trump | 11/12/2024 |
6 | Acquisition by Ryan Marshall of 94421 shares of PulteGroup subject to Rule 16b-3 | 11/13/2024 |
7 | PulteGroup Increases Quarterly Cash Dividend by 10 percent to 0.22 Per Share | 11/14/2024 |
8 | Heres Why PulteGroup is a Strong Growth Stock | 11/15/2024 |
9 | Here is What to Know Beyond Why PulteGroup, Inc. is a Trending Stock | 11/19/2024 |
About PulteGroup 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 PulteGroup or other stocks. Alpha measures the amount that position in PulteGroup 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0135 | 0.006275 | 0.006944 | Price To Sales Ratio | 0.66 | 1.41 | 1.48 |
PulteGroup Upcoming Company Events
As portrayed in its financial statements, the presentation of PulteGroup's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PulteGroup's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PulteGroup's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PulteGroup. Please utilize our Beneish M Score to check the likelihood of PulteGroup's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 PulteGroup
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Align your risk with return expectations
Check out PulteGroup Backtesting, PulteGroup Valuation, PulteGroup Correlation, PulteGroup Hype Analysis, PulteGroup Volatility, PulteGroup History and analyze PulteGroup Performance. To learn how to invest in PulteGroup Stock, please use our How to Invest in PulteGroup guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
PulteGroup 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.