PENN Entertainment (Brazil) Performance
| P2EN34 Stock | 7.68 0.32 4.00% |
The company holds a Beta of -1.55, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PENN Entertainment are expected to decrease by larger amounts. On the other hand, during market turmoil, PENN Entertainment is expected to outperform it. At this point, PENN Entertainment has a negative expected return of -0.38%. Please make sure to check PENN Entertainment's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if PENN Entertainment performance from the past will be repeated at future time.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days PENN Entertainment has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's technical and fundamental indicators remain somewhat strong which may send shares a bit higher in February 2026. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
PENN |
PENN Entertainment Relative Risk vs. Return Landscape
If you would invest 1,025 in PENN Entertainment on October 19, 2025 and sell it today you would lose (257.00) from holding PENN Entertainment or give up 25.07% of portfolio value over 90 days. PENN Entertainment is generating negative expected returns and assumes 4.2193% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than PENN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PENN Entertainment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENN Entertainment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PENN Entertainment, and traders can use it to determine the average amount a PENN Entertainment'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 = -0.0904
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | P2EN34 |
Estimated Market Risk
| 4.22 actual daily | 37 63% of assets are more volatile |
Expected Return
| -0.38 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PENN Entertainment is not performing at its full potential. However, 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 Entertainment by adding PENN Entertainment to a well-diversified portfolio.
Things to note about PENN Entertainment performance evaluation
Checking the ongoing alerts about PENN Entertainment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PENN Entertainment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PENN Entertainment generated a negative expected return over the last 90 days | |
| PENN Entertainment has high historical volatility and very poor performance |
- Analyzing PENN Entertainment'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 PENN Entertainment's stock is overvalued or undervalued compared to its peers.
- Examining PENN Entertainment'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 PENN Entertainment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PENN Entertainment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PENN Entertainment's stock. These opinions can provide insight into PENN Entertainment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for PENN Stock analysis
When running PENN Entertainment's price analysis, check to measure PENN Entertainment'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 Entertainment is operating at the current time. Most of PENN Entertainment's value examination focuses on studying past and present price action to predict the probability of PENN Entertainment'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 Entertainment's price. Additionally, you may evaluate how the addition of PENN Entertainment to your portfolios can decrease your overall portfolio volatility.
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