Pacific Horizon (UK) Alpha and Beta Analysis
| PHI Stock | 562.00 4.00 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pacific Horizon Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pacific Horizon over a specified time horizon. Remember, high Pacific Horizon'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 Pacific Horizon's market risk premium analysis include:
Beta 0.27 | Alpha (0.07) | Risk 0.86 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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.
Pacific |
Pacific Horizon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pacific Horizon market risk premium is the additional return an investor will receive from holding Pacific Horizon 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 Pacific Horizon. 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 Pacific Horizon's performance over market.| α | -0.07 | β | 0.27 |
Pacific Horizon 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 Pacific Horizon's Buy-and-hold return. Our buy-and-hold chart shows how Pacific Horizon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pacific Horizon Market Price Analysis
Market price analysis indicators help investors to evaluate how Pacific Horizon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pacific Horizon shares will generate the highest return on investment. By understating and applying Pacific Horizon stock market price indicators, traders can identify Pacific Horizon position entry and exit signals to maximize returns.
Pacific Horizon Return and Market Media
The median price of Pacific Horizon for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 571.0 with a coefficient of variation of 2.6. The daily time series for the period is distributed with a sample standard deviation of 14.98, arithmetic mean of 575.42, and mean deviation of 11.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Pacific Horizon Investment Trust PLC Recommends Final Dividend in Respect of the Financial Year to 31 July 2024, Payable on 28 November 2024 - Marketscreener.co... | 09/16/2024 |
2 | Pacific Horizon Buys Back Shares, Adjusts Holdings - TipRanks | 09/27/2024 |
3 | Pacific Horizon Boosts Treasury Stock with Share Buyback - TipRanks | 11/12/2024 |
4 | Pacific Horizon Adjusts Treasury with Share Buyback - TipRanks | 11/21/2024 |
| Pacific Horizon dividend paid on 28th of November 2024 | 11/28/2024 |
About Pacific Horizon 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 Pacific or other stocks. Alpha measures the amount that position in Pacific Horizon Inve 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 Pacific Horizon 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, Pacific Horizon's short interest history, or implied volatility extrapolated from Pacific Horizon options trading.
Build Portfolio with Pacific Horizon
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
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Other Information on Investing in Pacific Stock
Pacific Horizon financial ratios help investors to determine whether Pacific Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pacific with respect to the benefits of owning Pacific Horizon security.