PENN NATL (Germany) Price on June 8, 2023
| PN1 Stock | EUR 20.16 0.09 0.45% |
If you're considering investing in PENN Stock, it is important to understand the factors that can impact its price. As of today, the current price of PENN NATL stands at 20.16, as last reported on the 28th of November, with the highest price reaching 20.16 and the lowest price hitting 20.16 during the day. PENN NATL appears to be not too volatile, given 3 months investment horizon. PENN NATL GAMING maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PENN NATL GAMING, which you can use to evaluate the volatility of the company. Please evaluate PENN NATL's risk adjusted performance of 0.0947, and Semi Deviation of 1.85 to confirm if our risk estimates are consistent with your expectations.
PENN Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
PENN |
Sharpe Ratio = 0.1386
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | PN1 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.36 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.33 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average PENN NATL is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PENN NATL by adding it to a well-diversified portfolio.
PENN NATL Valuation on June 8, 2023
It is possible to determine the worth of PENN NATL on a given historical date. On June 8, 2023 PENN was worth 24.53 at the beginning of the trading date compared to the closed value of 24.53. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of PENN NATL stock. Still, in general, we apply an absolute valuation method to find PENN NATL's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of PENN NATL where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against PENN NATL's related companies.
| Open | High | Low | Close | Volume | |
| 24.69 | 24.69 | 24.69 | 24.69 | 30.00 | |
06/08/2023 | 24.53 | 24.53 | 24.53 | 24.53 | 30.00 |
| 24.43 | 24.43 | 24.43 | 24.43 | 30.00 |
| Backtest PENN NATL | | | PENN NATL History | | | PENN NATL Valuation | Previous | Next |
PENN NATL Trading Date Momentum on June 8, 2023
| On June 09 2023 PENN NATL GAMING was traded for 24.43 at the closing time. The maximum traded price for the trading interval was 24.43 and the lowest daily price was 24.43 . The daily volume was recorded at 30.0. The volume of trading on 9th of June 2023 played a part in the next trading day price drop. The trading delta at closing time to the next closing price was 0.41% . The trading delta at closing time to the closing price today is 8.56% . |
PENN NATL GAMING Fundamentals Correlations and Trends
By evaluating PENN NATL's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among PENN NATL's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. PENN financial account trend analysis is a perfect complement when working with valuation or volatility modules.About PENN NATL Stock history
PENN NATL investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for PENN is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in PENN NATL GAMING will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing PENN NATL stock prices may prove useful in developing a viable investing in PENN NATL
PENN NATL Stock Technical Analysis
PENN NATL 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.
Price Boundaries
PENN NATL Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
PENN NATL GAMING cannot be verified against its exchange. Please verify the symbol is currently traded on Berlin Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
PENN NATL November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how PENN NATL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PENN NATL shares will generate the highest return on investment. By undertsting and applying PENN NATL stock market strength indicators, traders can identify PENN NATL GAMING entry and exit signals to maximize returns
PENN NATL Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for PENN NATL's price direction in advance. Along with the technical and fundamental analysis of PENN Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of PENN to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0947 | |||
| Jensen Alpha | 0.2456 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0687 | |||
| Treynor Ratio | 2.0 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for PENN Stock analysis
When running PENN NATL's price analysis, check to measure PENN NATL's 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 PENN NATL is operating at the current time. Most of PENN NATL's value examination focuses on studying past and present price action to predict the probability of PENN NATL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PENN NATL's price. Additionally, you may evaluate how the addition of PENN NATL to your portfolios can decrease your overall portfolio volatility.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing |