Piper Sandler (Germany) Alpha and Beta Analysis
| PJR Stock | EUR 320.00 4.00 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Piper Sandler Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Piper Sandler over a specified time horizon. Remember, high Piper Sandler'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 Piper Sandler's market risk premium analysis include:
Beta 1.46 | Alpha 0.28 | Risk 2.25 | Sharpe Ratio 0.21 | Expected Return 0.46 |
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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Piper Sandler Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Piper Sandler market risk premium is the additional return an investor will receive from holding Piper Sandler 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 Piper Sandler. 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 Piper Sandler's performance over market.| α | 0.28 | β | 1.46 |
Piper Sandler 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 Piper Sandler's Buy-and-hold return. Our buy-and-hold chart shows how Piper Sandler performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Piper Sandler Market Price Analysis
Market price analysis indicators help investors to evaluate how Piper Sandler stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Piper Sandler shares will generate the highest return on investment. By understating and applying Piper Sandler stock market price indicators, traders can identify Piper Sandler position entry and exit signals to maximize returns.
Piper Sandler Return and Market Media
The median price of Piper Sandler for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 259.47 with a coefficient of variation of 11.35. The daily time series for the period is distributed with a sample standard deviation of 30.6, arithmetic mean of 269.57, and mean deviation of 25.32. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Piper Sandler 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 Piper or other stocks. Alpha measures the amount that position in Piper Sandler Companies 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 Piper Sandler 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, Piper Sandler's short interest history, or implied volatility extrapolated from Piper Sandler options trading.
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Additional Information and Resources on Investing in Piper Stock
When determining whether Piper Sandler Companies is a strong investment it is important to analyze Piper Sandler's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Piper Sandler's future performance. For an informed investment choice regarding Piper Stock, refer to the following important reports:Check out Piper Sandler Backtesting, Piper Sandler Valuation, Piper Sandler Correlation, Piper Sandler Hype Analysis, Piper Sandler Volatility, Piper Sandler History and analyze Piper Sandler Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Piper Sandler 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.