Procaps Group Sa Stock Alpha and Beta Analysis
| PROC Stock | USD 1.11 0.54 94.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Procaps Group SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Procaps Group over a specified time horizon. Remember, high Procaps Group'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 Procaps Group's market risk premium analysis include:
Beta 3.09 | Alpha (0.48) | Risk 14.17 | Sharpe Ratio (0.01) | Expected Return (0.16) |
Enterprise Value |
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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.
Procaps |
Procaps Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Procaps Group market risk premium is the additional return an investor will receive from holding Procaps Group 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 Procaps Group. 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 Procaps Group's performance over market.| α | -0.48 | β | 3.09 |
Procaps Group 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 Procaps Group's Buy-and-hold return. Our buy-and-hold chart shows how Procaps Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Procaps Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Procaps Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Procaps Group shares will generate the highest return on investment. By understating and applying Procaps Group stock market price indicators, traders can identify Procaps Group position entry and exit signals to maximize returns.
Procaps Group Return and Market Media
The median price of Procaps Group for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.9 with a coefficient of variation of 23.42. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 1.8, and mean deviation of 0.28. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | With 60 percent ownership, Procaps Group S.A. insiders have a lot riding on the companys future | 09/20/2024 |
2 | Procaps Group Faces Nasdaq Delisting Over Filing Delay By Investing.com - Investing.com Canada | 11/18/2024 |
About Procaps Group 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 Procaps or other stocks. Alpha measures the amount that position in Procaps Group SA 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 | 2.48 | 2.09 | 1.88 | 1.55 | Days Of Inventory On Hand | 166.59 | 207.48 | 186.73 | 141.65 |
Procaps Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Procaps Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Procaps Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Procaps Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Procaps Group. Please utilize our Beneish M Score to check the likelihood of Procaps Group's management manipulating its earnings.
| 10th of May 2024 Upcoming Quarterly Report | View | |
| 3rd of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 10th of May 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 Procaps Group
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Check out Procaps Group Backtesting, Procaps Group Valuation, Procaps Group Correlation, Procaps Group Hype Analysis, Procaps Group Volatility, Procaps Group History and analyze Procaps Group Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Procaps Group 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.