Power Integrations Stock Alpha and Beta Analysis
| POWI Stock | USD 63.68 1.27 2.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Power Integrations. It also helps investors analyze the systematic and unsystematic risks associated with investing in Power Integrations over a specified time horizon. Remember, high Power Integrations' 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 Power Integrations' market risk premium analysis include:
Beta 1.9 | Alpha (0.25) | Risk 2.22 | Sharpe Ratio (0) | Expected Return (0.01) |
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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.
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Power Integrations Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Power Integrations market risk premium is the additional return an investor will receive from holding Power Integrations 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 Power Integrations. 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 Power Integrations' performance over market.| α | -0.25 | β | 1.90 |
Power Integrations 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 Power Integrations' Buy-and-hold return. Our buy-and-hold chart shows how Power Integrations performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Power Integrations Market Price Analysis
Market price analysis indicators help investors to evaluate how Power Integrations stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Power Integrations shares will generate the highest return on investment. By understating and applying Power Integrations stock market price indicators, traders can identify Power Integrations position entry and exit signals to maximize returns.
Power Integrations Return and Market Media
The median price of Power Integrations for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 62.95 with a coefficient of variation of 3.8. The daily time series for the period is distributed with a sample standard deviation of 2.38, arithmetic mean of 62.59, and mean deviation of 1.89. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/23/2024 |
2 | Acquisition by Gagan Jain of 5200 shares of Power Integrations subject to Rule 16b-3 | 09/25/2024 |
| Power Integrations dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Power Integrations1700 V GaN IC | 11/04/2024 |
4 | Power Integrations Q3 2024 Earnings Preview | 11/05/2024 |
5 | Power Integrations Non-GAAP EPS of 0.40 beats by 0.04, revenue of 115.84M beats by 1.05M | 11/06/2024 |
6 | Power Integrations Inc Q3 2024 Earnings Call Highlights Strong Sequential Revenue ... | 11/07/2024 |
7 | Power Integrations, Inc. Increases Dividend to 0.21 Per Share | 11/08/2024 |
8 | Disposition of 8549 shares by Bailey Doug of Power Integrations at 64.9649 subject to Rule 16b-3 | 11/11/2024 |
9 | WCM Investment Management LLC Grows Position in Power Integrations, Inc. | 11/12/2024 |
10 | B. Metzler seel. Sohn Co. Holding AG Makes New Investment in Power Integrations, Inc. - MarketBeat | 11/22/2024 |
About Power Integrations 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 Power or other stocks. Alpha measures the amount that position in Power Integrations 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) | Dividend Yield | 0.005817 | 0.01 | 0.009371 | 0.005414 | Price To Sales Ratio | 7.97 | 6.37 | 10.56 | 11.09 |
Power Integrations Upcoming Company Events
As portrayed in its financial statements, the presentation of Power Integrations' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Power Integrations' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Power Integrations' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Power Integrations. Please utilize our Beneish M Score to check the likelihood of Power Integrations' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Power Integrations
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Power Integrations Backtesting, Power Integrations Valuation, Power Integrations Correlation, Power Integrations Hype Analysis, Power Integrations Volatility, Power Integrations History and analyze Power Integrations Performance. For more detail on how to invest in Power Stock please use our How to Invest in Power Integrations guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Power Integrations 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.