Pennymac Finl Svcs Stock Alpha and Beta Analysis
| PFSI Stock | USD 151.67 0.63 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PennyMac Finl Svcs. It also helps investors analyze the systematic and unsystematic risks associated with investing in PennyMac Finl over a specified time horizon. Remember, high PennyMac Finl'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 PennyMac Finl's market risk premium analysis include:
Beta 1.06 | Alpha 0.27 | Risk 1.85 | Sharpe Ratio 0.13 | Expected Return 0.24 |
Enterprise Value |
|
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 PennyMac Finl Backtesting, PennyMac Finl Valuation, PennyMac Finl Correlation, PennyMac Finl Hype Analysis, PennyMac Finl Volatility, PennyMac Finl History and analyze PennyMac Finl Performance. PennyMac Finl Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PennyMac Finl market risk premium is the additional return an investor will receive from holding PennyMac Finl 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 PennyMac Finl. 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 PennyMac Finl's performance over market.| α | 0.27 | β | 1.06 |
PennyMac Finl 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 PennyMac Finl's Buy-and-hold return. Our buy-and-hold chart shows how PennyMac Finl performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PennyMac Finl Market Price Analysis
Market price analysis indicators help investors to evaluate how PennyMac Finl stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PennyMac Finl shares will generate the highest return on investment. By understating and applying PennyMac Finl stock market price indicators, traders can identify PennyMac Finl position entry and exit signals to maximize returns.
PennyMac Finl Return and Market Media
The median price of PennyMac Finl for the period between Sat, Oct 25, 2025 and Fri, Jan 23, 2026 is 131.51 with a coefficient of variation of 6.18. The daily time series for the period is distributed with a sample standard deviation of 8.19, arithmetic mean of 132.48, and mean deviation of 5.78. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 10/24/2025 |
2 | Disposition of 23453 shares by Jones Doug of PennyMac Finl at 11.28 subject to Rule 16b-3 | 11/10/2025 |
3 | Disposition of 196 shares by David Spector of PennyMac Finl at 129.86 subject to Rule 16b-3 | 11/12/2025 |
4 | Disposition of 5000 shares by David Spector of PennyMac Finl at 99.15 subject to Rule 16b-3 | 11/14/2025 |
| PennyMac Finl dividend paid on 26th of November 2025 | 11/26/2025 |
5 | Why PennyMac Financial Services Stock Is Up Today | 12/19/2025 |
6 | Disposition of 5000 shares by Joseph Mazzella of PennyMac Finl subject to Rule 16b-3 | 12/22/2025 |
7 | PFSI or ZG Which Is the Better Value Stock Right Now | 12/23/2025 |
8 | Stock Market Today, Jan. 9 Rocket Companies Surges After Trump Floats 200 Billion Mortgage Bond Purchase Plan | 01/09/2026 |
9 | PennyMac Moves 6.4 percent Higher Will This Strength Last | 01/12/2026 |
10 | Disposition of tradable shares by David Spector of PennyMac Finl at 146.295 subject to Rule 16b-3 | 01/13/2026 |
11 | PennyMac Financial Services CEO David Spector Sells 10,000 Shares | 01/15/2026 |
About PennyMac Finl 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 PennyMac or other stocks. Alpha measures the amount that position in PennyMac Finl Svcs 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) | Dividend Yield | 0.009384 | 0.01 | 0.0115 | 0.0193 | Price To Sales Ratio | 2.17 | 3.27 | 2.94 | 3.09 |
PennyMac Finl Upcoming Company Events
As portrayed in its financial statements, the presentation of PennyMac Finl's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PennyMac Finl's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PennyMac Finl's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PennyMac Finl. Please utilize our Beneish M Score to check the likelihood of PennyMac Finl's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st 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 PennyMac Finl
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 PennyMac Finl Backtesting, PennyMac Finl Valuation, PennyMac Finl Correlation, PennyMac Finl Hype Analysis, PennyMac Finl Volatility, PennyMac Finl History and analyze PennyMac Finl Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
PennyMac Finl 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.