Perion Network Stock Alpha and Beta Analysis
| PERI Stock | USD 8.73 0.09 1.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Perion Network. It also helps investors analyze the systematic and unsystematic risks associated with investing in Perion Network over a specified time horizon. Remember, high Perion Network'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 Perion Network's market risk premium analysis include:
Beta 0.43 | Alpha 0.0741 | Risk 2.04 | Sharpe Ratio 0.0602 | Expected Return 0.12 |
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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Perion Network Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Perion Network market risk premium is the additional return an investor will receive from holding Perion Network 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 Perion Network. 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 Perion Network's performance over market.| α | 0.07 | β | 0.43 |
Perion Network 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 Perion Network's Buy-and-hold return. Our buy-and-hold chart shows how Perion Network performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Perion Network Market Price Analysis
Market price analysis indicators help investors to evaluate how Perion Network stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Perion Network shares will generate the highest return on investment. By understating and applying Perion Network stock market price indicators, traders can identify Perion Network position entry and exit signals to maximize returns.
Perion Network Return and Market Media
The median price of Perion Network for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 8.7 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 8.7, and mean deviation of 0.24. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Perion Network 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 Perion or other stocks. Alpha measures the amount that position in Perion Network 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.
Perion Network Upcoming Company Events
As portrayed in its financial statements, the presentation of Perion Network's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Perion Network's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Perion Network's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Perion Network. Please utilize our Beneish M Score to check the likelihood of Perion Network's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Perion Network Backtesting, Perion Network Valuation, Perion Network Correlation, Perion Network Hype Analysis, Perion Network Volatility, Perion Network History and analyze Perion Network Performance. For more detail on how to invest in Perion Stock please use our How to Invest in Perion Network guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Perion Network 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.