Perma Fix Environmental Svcs Stock Alpha and Beta Analysis
| PESI Stock | USD 13.46 0.96 6.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Perma Fix Environmental Svcs. It also helps investors analyze the systematic and unsystematic risks associated with investing in Perma Fix over a specified time horizon. Remember, high Perma Fix'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 Perma Fix's market risk premium analysis include:
Beta 2.41 | Alpha 0.29 | Risk 3.67 | Sharpe Ratio 0.14 | Expected Return 0.52 |
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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.
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Perma Fix Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Perma Fix market risk premium is the additional return an investor will receive from holding Perma Fix 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 Perma Fix. 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 Perma Fix's performance over market.| α | 0.29 | β | 2.41 |
Perma Fix 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 Perma Fix's Buy-and-hold return. Our buy-and-hold chart shows how Perma Fix performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Perma Fix Market Price Analysis
Market price analysis indicators help investors to evaluate how Perma Fix stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Perma Fix shares will generate the highest return on investment. By understating and applying Perma Fix stock market price indicators, traders can identify Perma Fix position entry and exit signals to maximize returns.
Perma Fix Return and Market Media
The median price of Perma Fix for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 12.98 with a coefficient of variation of 13.04. The daily time series for the period is distributed with a sample standard deviation of 1.66, arithmetic mean of 12.73, and mean deviation of 1.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Mark Duff of 500 shares of Perma Fix at 10.48 subject to Rule 16b-3 | 09/03/2024 |
2 | Acquisition by Mark Duff of 500 shares of Perma Fix at 9.91 subject to Rule 16b-3 | 09/04/2024 |
3 | Acquisition by Grumski Joseph Timothy of 10000 shares of Perma Fix at 10.2 subject to Rule 16b-3 | 09/27/2024 |
4 | Acquisition by Zwecker Mark A of 1324 shares of Perma Fix at 9.2025 subject to Rule 16b-3 | 10/01/2024 |
5 | Spotting Winners Stericycle And Waste Management Stocks In Q1 | 10/08/2024 |
6 | Perma-Fix Environmental Services Inc Shares Up 3.27 percent on Oct 9 | 10/09/2024 |
7 | Perma-Fix Environmental Services Inc Shares Down 3.69 percent on Oct 22 | 10/22/2024 |
8 | Perma-Fix Environmental Services shareholders have earned a 24 percent CAGR over the last five years | 10/31/2024 |
9 | Perma-Fix Environmental Services, Inc.s market cap touched US245m last week, benefiting both individual investors who own 47 percent as well as institutions | 11/08/2024 |
10 | Perma-Fix Reports Financial Results and Provides Business Update for the Third Quarter of 2024 | 11/13/2024 |
11 | Perma-Fix stock target lifted, holds buy on growth prospects | 11/14/2024 |
12 | Disposition of 2300 shares by Grumski Joseph Timothy of Perma Fix subject to Rule 16b-3 | 11/18/2024 |
13 | Perma-Fix Environmental Services Inc Trading 4. percent Higher on Nov 19 | 11/19/2024 |
14 | Perma-Fix Environmental Services Share Price Passes Above 200 Day Moving Average Should You Sell | 11/22/2024 |
About Perma Fix 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 Perma or other stocks. Alpha measures the amount that position in Perma Fix Environmental 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) | Days Sales Outstanding | 102.98 | 79.75 | 73.84 | 99.46 | PTB Ratio | 1.94 | 1.25 | 2.7 | 2.88 |
Perma Fix Upcoming Company Events
As portrayed in its financial statements, the presentation of Perma Fix's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Perma Fix's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Perma Fix's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Perma Fix. Please utilize our Beneish M Score to check the likelihood of Perma Fix's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of March 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 Perma Fix
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Check out Perma Fix Backtesting, Perma Fix Valuation, Perma Fix Correlation, Perma Fix Hype Analysis, Perma Fix Volatility, Perma Fix History and analyze Perma Fix Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Perma Fix 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.