Portman Ridge Finance Stock Alpha and Beta Analysis
| PTMN Stock | USD 16.89 0.01 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Portman Ridge Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Portman Ridge over a specified time horizon. Remember, high Portman Ridge'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 Portman Ridge's market risk premium analysis include:
Beta 0.0181 | Alpha (0.11) | Risk 0.83 | Sharpe Ratio (0.1) | Expected Return (0.08) |
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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.
Portman |
Portman Ridge Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Portman Ridge market risk premium is the additional return an investor will receive from holding Portman Ridge 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 Portman Ridge. 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 Portman Ridge's performance over market.| α | -0.11 | β | 0.02 |
Portman Ridge 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 Portman Ridge's Buy-and-hold return. Our buy-and-hold chart shows how Portman Ridge performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Portman Ridge Market Price Analysis
Market price analysis indicators help investors to evaluate how Portman Ridge stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Portman Ridge shares will generate the highest return on investment. By understating and applying Portman Ridge stock market price indicators, traders can identify Portman Ridge position entry and exit signals to maximize returns.
Portman Ridge Return and Market Media
The median price of Portman Ridge for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 17.65 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 17.6, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Portman Ridge dividend paid on 30th of August 2024 | 08/30/2024 |
2 | Portman Ridge Finance Corporation Schedules Third Quarter 2024 Earnings Release and Conference Call | 10/23/2024 |
3 | Ares Management Q3 Earnings Top Estimates | 11/01/2024 |
4 | Portman Ridge Finance Corp Q3 2024 Everything You Need to Know Ahead of Earnings | 11/06/2024 |
5 | Portman Ridge Q3 Earnings Snapshot | 11/07/2024 |
6 | Earnings To Watch Portman Ridge Finance Corp Reports Q3 2024 Result | 11/11/2024 |
7 | Portman Ridge Finance Corp Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 11/13/2024 |
8 | Keefe, Bruyette Woods Cuts Portman Ridge Finance Price Target to 18.00 - MarketBeat | 11/14/2024 |
9 | Portman Ridge Finance goes ex dividend tomorrow | 11/18/2024 |
About Portman Ridge 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 Portman or other stocks. Alpha measures the amount that position in Portman Ridge Finance 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) | Days Sales Outstanding | 246.92 | 48.14 | 45.43 | 43.16 | PTB Ratio | 0.75 | 0.95 | 0.81 | 0.86 |
Portman Ridge Upcoming Company Events
As portrayed in its financial statements, the presentation of Portman Ridge's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Portman Ridge's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Portman Ridge's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Portman Ridge. Please utilize our Beneish M Score to check the likelihood of Portman Ridge's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 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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Check out Portman Ridge Backtesting, Portman Ridge Valuation, Portman Ridge Correlation, Portman Ridge Hype Analysis, Portman Ridge Volatility, Portman Ridge History and analyze Portman Ridge Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Portman Ridge 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.