PKP Cargo (Poland) Alpha and Beta Analysis
| PKP Stock | 13.82 0.10 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PKP Cargo SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in PKP Cargo over a specified time horizon. Remember, high PKP Cargo'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 PKP Cargo's market risk premium analysis include:
Beta (0.51) | Alpha (0.46) | Risk 2.63 | Sharpe Ratio (0.24) | Expected Return (0.62) |
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.
PKP |
PKP Cargo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PKP Cargo market risk premium is the additional return an investor will receive from holding PKP Cargo 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 PKP Cargo. 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 PKP Cargo's performance over market.| α | -0.46 | β | -0.51 |
PKP Cargo Return and Market Media
The median price of PKP Cargo for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 17.0 with a coefficient of variation of 13.24. The daily time series for the period is distributed with a sample standard deviation of 2.29, arithmetic mean of 17.29, and mean deviation of 1.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 PKP Cargo 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, PKP Cargo's short interest history, or implied volatility extrapolated from PKP Cargo options trading.
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Additional Tools for PKP Stock Analysis
When running PKP Cargo's price analysis, check to measure PKP Cargo's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PKP Cargo is operating at the current time. Most of PKP Cargo's value examination focuses on studying past and present price action to predict the probability of PKP Cargo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PKP Cargo's price. Additionally, you may evaluate how the addition of PKP Cargo to your portfolios can decrease your overall portfolio volatility.