Palantir Technologies Stock Alpha and Beta Analysis
| PLTR Stock | USD 64.35 2.99 4.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Palantir Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Palantir Technologies over a specified time horizon. Remember, high Palantir Technologies' 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 Palantir Technologies' market risk premium analysis include:
Beta 2.33 | Alpha 0.86 | Risk 4.3 | Sharpe Ratio 0.28 | Expected Return 1.22 |
Palantir Technologies Quarterly Cash And Equivalents |
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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.
Palantir |
Palantir Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Palantir Technologies market risk premium is the additional return an investor will receive from holding Palantir Technologies 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 Palantir Technologies. 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 Palantir Technologies' performance over market.| α | 0.86 | β | 2.33 |
Palantir Technologies 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 Palantir Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Palantir Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Palantir Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Palantir Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Palantir Technologies shares will generate the highest return on investment. By understating and applying Palantir Technologies stock market price indicators, traders can identify Palantir Technologies position entry and exit signals to maximize returns.
Palantir Technologies Return and Market Media
The median price of Palantir Technologies for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 41.45 with a coefficient of variation of 23.78. The daily time series for the period is distributed with a sample standard deviation of 10.13, arithmetic mean of 42.59, and mean deviation of 7.74. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 612404 shares by Alexander Karp of Palantir Technologies at 45.0177 subject to Rule 16b-3 | 10/29/2024 |
2 | Disposition of 3343707 shares by Alexander Karp of Palantir Technologies at 11.38 subject to Rule 16b-3 | 11/05/2024 |
3 | Jim Cramer on Palantir Technologies, Inc. These Guys Really Excel At One Thing Most Definitely, The Procurement Process | 11/15/2024 |
4 | Palantir Board Member Deletes X Account After ETF Buying Post | 11/18/2024 |
5 | Cloudflare Stock Sees Improved Relative Price Strength | 11/19/2024 |
6 | PE Ratio Insights for Palantir Technologies | 11/20/2024 |
7 | With 49 percent institutional ownership, Palantir Technologies Inc. is a favorite amongst the big guns | 11/21/2024 |
About Palantir Technologies 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 Palantir or other stocks. Alpha measures the amount that position in Palantir Technologies 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) | Payables Turnover | 4.53 | 9.12 | 35.56 | 37.34 | Days Of Inventory On Hand | 39.39 | 14.51 | 16.69 | 15.85 |
Palantir Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Palantir Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Palantir Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Palantir Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Palantir Technologies. Please utilize our Beneish M Score to check the likelihood of Palantir Technologies' management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Palantir Stock Analysis
When running Palantir Technologies' price analysis, check to measure Palantir Technologies' 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 Palantir Technologies is operating at the current time. Most of Palantir Technologies' value examination focuses on studying past and present price action to predict the probability of Palantir Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Palantir Technologies' price. Additionally, you may evaluate how the addition of Palantir Technologies to your portfolios can decrease your overall portfolio volatility.