Peloton Interactive (Germany) Alpha and Beta Analysis
| 2ON Stock | EUR 9.15 1.16 14.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Peloton Interactive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Peloton Interactive over a specified time horizon. Remember, high Peloton Interactive's 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 Peloton Interactive's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 6.29 | Sharpe Ratio 0.19 | Expected Return 1.22 |
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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Peloton Interactive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Peloton Interactive market risk premium is the additional return an investor will receive from holding Peloton Interactive 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 Peloton Interactive. 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 Peloton Interactive's performance over market.| α | 0.00 | β | 0.00 |
Peloton Interactive 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 Peloton Interactive's Buy-and-hold return. Our buy-and-hold chart shows how Peloton Interactive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Peloton Interactive Market Price Analysis
Market price analysis indicators help investors to evaluate how Peloton Interactive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Peloton Interactive shares will generate the highest return on investment. By understating and applying Peloton Interactive stock market price indicators, traders can identify Peloton Interactive position entry and exit signals to maximize returns.
Peloton Interactive Return and Market Media
The median price of Peloton Interactive for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 4.46 with a coefficient of variation of 28.37. The daily time series for the period is distributed with a sample standard deviation of 1.5, arithmetic mean of 5.28, and mean deviation of 1.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Peloton Interactive 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 Peloton or other stocks. Alpha measures the amount that position in Peloton Interactive 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Peloton Interactive in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Peloton Interactive's short interest history, or implied volatility extrapolated from Peloton Interactive options trading.
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Additional Information and Resources on Investing in Peloton Stock
When determining whether Peloton Interactive offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Peloton Interactive's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Peloton Interactive Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Peloton Interactive Stock:Check out Peloton Interactive Backtesting, Peloton Interactive Valuation, Peloton Interactive Correlation, Peloton Interactive Hype Analysis, Peloton Interactive Volatility, Peloton Interactive History and analyze Peloton Interactive Performance. For more detail on how to invest in Peloton Stock please use our How to Invest in Peloton Interactive guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Peloton Interactive 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.