Picton Property (UK) Alpha and Beta Analysis
| PCTN Stock | 69.10 0.40 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Picton Property Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in Picton Property over a specified time horizon. Remember, high Picton Property'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 Picton Property's market risk premium analysis include:
Beta 0.37 | Alpha (0.11) | Risk 0.97 | Sharpe Ratio (0.07) | Expected Return (0.07) |
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.
Picton |
Picton Property Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Picton Property market risk premium is the additional return an investor will receive from holding Picton Property 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 Picton Property. 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 Picton Property's performance over market.| α | -0.11 | β | 0.37 |
Picton Property 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 Picton Property's Buy-and-hold return. Our buy-and-hold chart shows how Picton Property performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Picton Property Market Price Analysis
Market price analysis indicators help investors to evaluate how Picton Property stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Picton Property shares will generate the highest return on investment. By understating and applying Picton Property stock market price indicators, traders can identify Picton Property position entry and exit signals to maximize returns.
Picton Property Return and Market Media
The median price of Picton Property for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 71.32 with a coefficient of variation of 3.45. The daily time series for the period is distributed with a sample standard deviation of 2.46, arithmetic mean of 71.33, and mean deviation of 2.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | David Stevenson What next for the UKs shrinking Reit sector - Citywire Wealth Manager | 09/11/2024 |
2 | Ameriprise Adjusts Stake in Picton Property Income - TipRanks | 09/26/2024 |
3 | Picton Property Income Shows Strong Earnings Growth - TipRanks | 11/11/2024 |
4 | Picton Property Income Sees Change in Major Holdings - TipRanks | 11/19/2024 |
About Picton Property 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 Picton or other stocks. Alpha measures the amount that position in Picton Property Income 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 Picton Property 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, Picton Property's short interest history, or implied volatility extrapolated from Picton Property options trading.
Build Portfolio with Picton Property
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Additional Tools for Picton Stock Analysis
When running Picton Property's price analysis, check to measure Picton Property'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 Picton Property is operating at the current time. Most of Picton Property's value examination focuses on studying past and present price action to predict the probability of Picton Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Picton Property's price. Additionally, you may evaluate how the addition of Picton Property to your portfolios can decrease your overall portfolio volatility.