Public Service (Germany) Alpha and Beta Analysis
| PEG Stock | EUR 12.90 0.20 1.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Public Service Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Public Service over a specified time horizon. Remember, high Public Service'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 Public Service's market risk premium analysis include:
Beta (0.01) | Alpha 0.36 | Risk 2.43 | Sharpe Ratio 0.14 | Expected Return 0.33 |
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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Public Service Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Public Service market risk premium is the additional return an investor will receive from holding Public Service 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 Public Service. 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 Public Service's performance over market.| α | 0.36 | β | -0.0065 |
Public Service 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 Public Service's Buy-and-hold return. Our buy-and-hold chart shows how Public Service performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Public Service Market Price Analysis
Market price analysis indicators help investors to evaluate how Public Service stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Public Service shares will generate the highest return on investment. By understating and applying Public Service stock market price indicators, traders can identify Public Service position entry and exit signals to maximize returns.
Public Service Return and Market Media
The median price of Public Service for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 10.6 with a coefficient of variation of 6.2. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 10.69, and mean deviation of 0.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Public Service 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 Public or other stocks. Alpha measures the amount that position in Public Service Enterprise 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 Public Service 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, Public Service's short interest history, or implied volatility extrapolated from Public Service options trading.
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Additional Information and Resources on Investing in Public Stock
When determining whether Public Service Enterprise is a strong investment it is important to analyze Public Service's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Public Service's future performance. For an informed investment choice regarding Public Stock, refer to the following important reports:Check out Public Service Backtesting, Public Service Valuation, Public Service Correlation, Public Service Hype Analysis, Public Service Volatility, Public Service History and analyze Public Service Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Public Service 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.