Perion Network (Israel) Alpha and Beta Analysis
| PERI Stock | ILS 3,103 29.00 0.93% |
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 (0.11) | Alpha 0.0482 | Risk 2.31 | Sharpe Ratio 0.0156 | Expected Return 0.0361 |
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 | 0.05 | β | -0.11 |
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 Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 3113.0 with a coefficient of variation of 4.11. The daily time series for the period is distributed with a sample standard deviation of 128.31, arithmetic mean of 3118.12, and mean deviation of 94.44. 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.
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 Perion Network 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, Perion Network's short interest history, or implied volatility extrapolated from Perion Network options trading.
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Additional Information and Resources on Investing in Perion Stock
When determining whether Perion Network offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Perion Network's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Perion Network Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Perion Network Stock: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 information on how to trade Perion Stock refer to our How to Trade Perion Stock guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
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.