PennantPark Floating (Israel) Performance
PennantPark Floating holds a performance score of 20 on a scale of zero to a hundred. The company holds a Beta of -1.82, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PennantPark Floating are expected to decrease by larger amounts. On the other hand, during market turmoil, PennantPark Floating is expected to outperform it. Use PennantPark Floating jensen alpha, potential upside, kurtosis, as well as the relationship between the maximum drawdown and skewness , to analyze future returns on PennantPark Floating.
Risk-Adjusted Performance
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Over the last 90 days PennantPark Floating Rate has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, PennantPark Floating is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 49.8 M |
PennantPark |
PennantPark Floating Relative Risk vs. Return Landscape
If you would invest 1,791 in PennantPark Floating Rate on September 3, 2024 and sell it today you would earn a total of 2,382 from holding PennantPark Floating Rate or generate 133.0% return on investment over 90 days. PennantPark Floating Rate is generating 2.1242% of daily returns and assumes 8.1311% volatility on return distribution over the 90 days horizon. Simply put, 72% of stocks are less volatile than PennantPark, and 58% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PennantPark Floating Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PennantPark Floating's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PennantPark Floating Rate, and traders can use it to determine the average amount a PennantPark Floating's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2612
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Estimated Market Risk
| 8.13 actual daily | 72 72% of assets are less volatile |
Expected Return
| 2.12 actual daily | 42 58% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average PennantPark Floating is performing at about 20% 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 PennantPark Floating by adding it to a well-diversified portfolio.
PennantPark Floating Fundamentals Growth
PennantPark Stock prices reflect investors' perceptions of the future prospects and financial health of PennantPark Floating, and PennantPark Floating fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on PennantPark Stock performance.
| Return On Equity | -0.0249 | |||
| Return On Asset | 0.0418 | |||
| Profit Margin | (0.11) % | |||
| Operating Margin | 0.75 % | |||
| Current Valuation | 3.26 B | |||
| Shares Outstanding | 49.68 M | |||
| Price To Book | 0.97 X | |||
| Price To Sales | 17.06 X | |||
| Revenue | 11.61 M | |||
| Cash And Equivalents | 48.7 M | |||
| Cash Per Share | 1.26 X | |||
| Total Debt | 566.03 M | |||
| Debt To Equity | 1.14 % | |||
| Book Value Per Share | 11.30 X | |||
| Cash Flow From Operations | (49.96 M) | |||
| Earnings Per Share | 0.28 X | |||
| Total Asset | 1.22 B | |||
About PennantPark Floating Performance
By analyzing PennantPark Floating's fundamental ratios, stakeholders can gain valuable insights into PennantPark Floating's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PennantPark Floating has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if PennantPark Floating has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
PennantPark Floating Rate Capital Ltd. is a business development company. In case of floating rate loans, it holds investments for a period of three to ten years. PENNANTPARK FLTNG operates under Asset Management classification in Israel and is traded on Tel Aviv Stock Exchange.Things to note about PennantPark Floating Rate performance evaluation
Checking the ongoing alerts about PennantPark Floating for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PennantPark Floating Rate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PennantPark Floating is way too risky over 90 days horizon | |
| PennantPark Floating appears to be risky and price may revert if volatility continues | |
| PennantPark Floating Rate has accumulated about 48.7 M in cash with (49.96 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.26. |
- Analyzing PennantPark Floating's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether PennantPark Floating's stock is overvalued or undervalued compared to its peers.
- Examining PennantPark Floating's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating PennantPark Floating's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PennantPark Floating's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PennantPark Floating's stock. These opinions can provide insight into PennantPark Floating's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for PennantPark Stock analysis
When running PennantPark Floating's price analysis, check to measure PennantPark Floating'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 PennantPark Floating is operating at the current time. Most of PennantPark Floating's value examination focuses on studying past and present price action to predict the probability of PennantPark Floating's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PennantPark Floating's price. Additionally, you may evaluate how the addition of PennantPark Floating to your portfolios can decrease your overall portfolio volatility.
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