Penumbra Stock Alpha and Beta Analysis
| PEN Stock | USD 322.44 6.90 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Penumbra. It also helps investors analyze the systematic and unsystematic risks associated with investing in Penumbra over a specified time horizon. Remember, high Penumbra'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 Penumbra's market risk premium analysis include:
Beta (0.03) | Alpha 0.42 | Risk 2.84 | Sharpe Ratio 0.15 | Expected Return 0.43 |
Penumbra Quarterly Cash And Equivalents |
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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.
Check out Penumbra Backtesting, Penumbra Valuation, Penumbra Correlation, Penumbra Hype Analysis, Penumbra Volatility, Penumbra History and analyze Penumbra Performance. Penumbra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Penumbra market risk premium is the additional return an investor will receive from holding Penumbra 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 Penumbra. 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 Penumbra's performance over market.| α | 0.42 | β | -0.03 |
Penumbra 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 Penumbra's Buy-and-hold return. Our buy-and-hold chart shows how Penumbra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Penumbra Market Price Analysis
Market price analysis indicators help investors to evaluate how Penumbra stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Penumbra shares will generate the highest return on investment. By understating and applying Penumbra stock market price indicators, traders can identify Penumbra position entry and exit signals to maximize returns.
Penumbra Return and Market Media
The median price of Penumbra for the period between Sun, Oct 12, 2025 and Sat, Jan 10, 2026 is 285.71 with a coefficient of variation of 10.38. The daily time series for the period is distributed with a sample standard deviation of 29.2, arithmetic mean of 281.17, and mean deviation of 25.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 168 shares by Johanna Roberts of Penumbra at 265.93 subject to Rule 16b-3 | 10/31/2025 |
2 | Acquisition by Johanna Roberts of 3580 shares of Penumbra subject to Rule 16b-3 | 11/17/2025 |
3 | Disposition of 364 shares by Maggie Yuen of Penumbra at 280.07 subject to Rule 16b-3 | 11/18/2025 |
4 | Heres How Much 1000 Invested In Penumbra 10 Years Ago Would Be Worth Today | 12/01/2025 |
5 | Quantbot Technologies LP Makes New 757,000 Investment in Penumbra, Inc. PEN | 12/10/2025 |
6 | Stock Market Today Dow Climbs Equal-Weighted SP 500 Hits High As ATI, Penumbra Break Out | 12/11/2025 |
7 | Disposition of 1130 shares by Johanna Roberts of Penumbra at 309.15 subject to Rule 16b-3 | 12/15/2025 |
8 | Penumbra, Inc. Receives 309.75 Average Price Target from Brokerages | 12/16/2025 |
9 | Penumbra Assessing Valuation After a Recent Double-Digit Share Price Climb | 12/18/2025 |
10 | Penumbra, Inc. to Present at the 44th Annual J.P. Morgan Healthcare Conference | 12/29/2025 |
11 | Heres Why Penumbra is a Strong Growth Stock | 12/31/2025 |
12 | Penumbra Sees Target Price Increase to 370 by B of A Secu - GuruFocus | 01/05/2026 |
13 | Penumbra is an Incredible Growth Stock 3 Reasons Why | 01/07/2026 |
14 | Insider Selling Penumbra Director Sells 57,793.92 in Stock | 01/09/2026 |
About Penumbra 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 Penumbra or other stocks. Alpha measures the amount that position in Penumbra 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Payables Turnover | 13.84 | 14.03 | 16.14 | 19.39 | Days Of Inventory On Hand | 376.79 | 337.7 | 303.93 | 262.6 |
Penumbra Upcoming Company Events
As portrayed in its financial statements, the presentation of Penumbra's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Penumbra's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Penumbra's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Penumbra. Please utilize our Beneish M Score to check the likelihood of Penumbra's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Penumbra
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Check out Penumbra Backtesting, Penumbra Valuation, Penumbra Correlation, Penumbra Hype Analysis, Penumbra Volatility, Penumbra History and analyze Penumbra Performance. To learn how to invest in Penumbra Stock, please use our How to Invest in Penumbra guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Penumbra 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.