PENN NATL (Germany) Performance
| PN1 Stock | EUR 20.16 0.09 0.45% |
On a scale of 0 to 100, PENN NATL holds a performance score of 10. The company holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, PENN NATL's returns are expected to increase less than the market. However, during the bear market, the loss of holding PENN NATL is expected to be smaller as well. Please check PENN NATL's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether PENN NATL's historical price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in PENN NATL GAMING are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, PENN NATL exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 1.9 B | |
| Free Cash Flow | 605.8 M |
PENN |
PENN NATL Relative Risk vs. Return Landscape
If you would invest 1,664 in PENN NATL GAMING on August 30, 2024 and sell it today you would earn a total of 352.00 from holding PENN NATL GAMING or generate 21.15% return on investment over 90 days. PENN NATL GAMING is generating 0.3275% of daily returns assuming 2.3635% volatility of returns over the 90 days investment horizon. Simply put, 21% of all stocks have less volatile historical return distribution than PENN NATL, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PENN NATL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PENN NATL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PENN NATL GAMING, and traders can use it to determine the average amount a PENN NATL'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 = 0.1386
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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 Fundamentals Growth
PENN Stock prices reflect investors' perceptions of the future prospects and financial health of PENN NATL, and PENN NATL 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 PENN Stock performance.
| Current Valuation | 15.57 B | |||
| Price To Book | 1.49 X | |||
| Price To Sales | 0.97 X | |||
| Revenue | 6.4 B | |||
| EBITDA | 1.5 B | |||
| Total Debt | 6.69 B | |||
| Cash Flow From Operations | 878.2 M | |||
| Total Asset | 17.5 B | |||
About PENN NATL Performance
By analyzing PENN NATL's fundamental ratios, stakeholders can gain valuable insights into PENN NATL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PENN NATL 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 PENN NATL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about PENN NATL GAMING performance evaluation
Checking the ongoing alerts about PENN NATL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PENN NATL GAMING help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating PENN NATL's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate PENN NATL's stock performance include:- Analyzing PENN NATL'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 NATL's stock is overvalued or undervalued compared to its peers.
- Examining PENN NATL'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 NATL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PENN NATL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PENN NATL's stock. These opinions can provide insight into PENN NATL's potential for growth and whether the stock is currently undervalued or overvalued.
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.
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