Personalis Stock Alpha and Beta Analysis
| PSNL Stock | USD 4.89 0.33 6.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Personalis. It also helps investors analyze the systematic and unsystematic risks associated with investing in Personalis over a specified time horizon. Remember, high Personalis' 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 Personalis' market risk premium analysis include:
Beta 2.47 | Alpha 0.31 | Risk 8.78 | Sharpe Ratio 0.0165 | Expected Return 0.15 |
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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.
Personalis |
Personalis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Personalis market risk premium is the additional return an investor will receive from holding Personalis 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 Personalis. 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 Personalis' performance over market.| α | 0.31 | β | 2.47 |
Personalis 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 Personalis' Buy-and-hold return. Our buy-and-hold chart shows how Personalis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Personalis Market Price Analysis
Market price analysis indicators help investors to evaluate how Personalis stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Personalis shares will generate the highest return on investment. By understating and applying Personalis stock market price indicators, traders can identify Personalis position entry and exit signals to maximize returns.
Personalis Return and Market Media
The median price of Personalis for the period between Tue, Nov 5, 2024 and Mon, Feb 3, 2025 is 5.05 with a coefficient of variation of 19.14. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 4.85, and mean deviation of 0.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Personalis Inc Q3 2024 Earnings Call Highlights Robust Revenue Growth Amid Strategic ... | 11/07/2024 |
2 | Disposition of 921 shares by Chen Richard of Personalis at 3.79 subject to Rule 16b-3 | 11/18/2024 |
3 | Personalis SVP sells 6,416 in stock | 11/20/2024 |
4 | Disposition of 6865 shares by Aaron Tachibana of Personalis at 3.82 subject to Rule 16b-3 | 12/16/2024 |
5 | Personalis Advances Business Strategy with Investment from Merck and Extends Collaboration with Moderna | 12/19/2024 |
6 | ARK Invest Shifts Focus Adds Tempus AI, Reduces Tesla Holdings | 12/20/2024 |
7 | The 16 percent return this week takes Personalis shareholders one-year gains to 159 | 12/26/2024 |
8 | Personalis price target lowered to 8 from 11 at H.C. Wainwright - MSN | 01/29/2025 |
About Personalis 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 Personalis or other stocks. Alpha measures the amount that position in Personalis 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 4.02 | 3.7 | 3.33 | 3.82 | Days Of Inventory On Hand | 60.66 | 37.38 | 33.64 | 28.26 |
Personalis Upcoming Company Events
As portrayed in its financial statements, the presentation of Personalis' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Personalis' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Personalis' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Personalis. Please utilize our Beneish M Score to check the likelihood of Personalis' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 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 Personalis
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
Align your risk with return expectations
Check out Personalis Backtesting, Personalis Valuation, Personalis Correlation, Personalis Hype Analysis, Personalis Volatility, Personalis History and analyze Personalis Performance. For more information on how to buy Personalis Stock please use our How to buy in Personalis Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Personalis 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.