Pegasystems Stock Alpha and Beta Analysis
| PEGA Stock | USD 91.52 2.02 2.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pegasystems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pegasystems over a specified time horizon. Remember, high Pegasystems' 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 Pegasystems' market risk premium analysis include:
Beta 0.95 | Alpha 0.38 | Risk 2.47 | Sharpe Ratio 0.19 | Expected Return 0.47 |
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.
Pegasystems |
Pegasystems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pegasystems market risk premium is the additional return an investor will receive from holding Pegasystems 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 Pegasystems. 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 Pegasystems' performance over market.| α | 0.38 | β | 0.95 |
Pegasystems 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 Pegasystems' Buy-and-hold return. Our buy-and-hold chart shows how Pegasystems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pegasystems Market Price Analysis
Market price analysis indicators help investors to evaluate how Pegasystems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pegasystems shares will generate the highest return on investment. By understating and applying Pegasystems stock market price indicators, traders can identify Pegasystems position entry and exit signals to maximize returns.
Pegasystems Return and Market Media
The median price of Pegasystems for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 72.7 with a coefficient of variation of 10.23. The daily time series for the period is distributed with a sample standard deviation of 7.68, arithmetic mean of 75.07, and mean deviation of 6.61. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 932 shares by Efstathios Kouninis of Pegasystems at 71.0 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 752 shares by Leon Trefler of Pegasystems at 72.0 subject to Rule 16b-3 | 09/30/2024 |
| Pegasystems dividend paid on 15th of October 2024 | 10/15/2024 |
3 | Manhattan Associates to Report Q3 Earnings Whats in Store | 10/17/2024 |
4 | PEGA Stock Surges on Strong Q3 Earnings | 10/24/2024 |
5 | Rifat Kerim Akgonul Sells 1,000 Shares of Pegasystems Inc. Stock | 10/31/2024 |
6 | Disposition of 20000 shares by Leon Trefler of Pegasystems at 25.2 subject to Rule 16b-3 | 11/01/2024 |
7 | Disposition of 4744 shares by Kenneth Stillwell of Pegasystems at 85.52 subject to Rule 16b-3 | 11/06/2024 |
8 | Pegasystems COO and CFO Kenneth Stillwell sells 405,706 in shares | 11/08/2024 |
9 | Cumberland Partners Ltd Invests 1.46 Million in Pegasystems Inc. | 11/12/2024 |
10 | Capital Research Global Investors Expands Stake in Pegasystems Inc | 11/13/2024 |
11 | Ravesh Lala Joins Pega to Drive Clients Modernization of Legacy Applications | 11/19/2024 |
About Pegasystems 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 Pegasystems or other stocks. Alpha measures the amount that position in Pegasystems 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001073 | 0.003505 | 0.002452 | 0.004379 | Price To Sales Ratio | 7.51 | 2.13 | 2.84 | 5.36 |
Pegasystems Upcoming Company Events
As portrayed in its financial statements, the presentation of Pegasystems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pegasystems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pegasystems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pegasystems. Please utilize our Beneish M Score to check the likelihood of Pegasystems' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Pegasystems
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Pegasystems Backtesting, Pegasystems Valuation, Pegasystems Correlation, Pegasystems Hype Analysis, Pegasystems Volatility, Pegasystems History and analyze Pegasystems Performance. For information on how to trade Pegasystems Stock refer to our How to Trade Pegasystems Stock guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Pegasystems 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.