P A Stock Alpha and Beta Analysis

PTSI -  USA Stock  

USD 28.57  0.07  0.25%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as P A M. It also helps investors analyze the systematic and unsystematic risks associated with investing in P A over a specified time horizon. Remember, high P A'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.
Please check P A Backtesting, P A Valuation, P A Correlation, P A Hype Analysis, P A Volatility, P A History and analyze P A Performance.
Please note that although P A alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, P A did 0.16  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of P A M stock's relative risk over its benchmark. P A M has a beta of 2.03  . Let's try to break down what P A's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, P A will likely underperform.
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.

P A Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. P A market risk premium is the additional return an investor will receive from holding P A 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 P A. 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 P A's performance over market.
α-0.16   β2.03
90 days against DJI

P A 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 P A's Buy-and-hold return. Our buy-and-hold chart shows how P A performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

P A Market Price Analysis

Market price analysis indicators help investors to evaluate how P A stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading P A shares will generate the highest return on investment. By understating and applying P A stock market price indicators, traders can identify P A position entry and exit signals to maximize returns.

P A Return and Market Media

The median price of P A for the period between Mon, Feb 28, 2022 and Sun, May 29, 2022 is 30.69 with a coefficient of variation of 12.5. The daily time series for the period is distributed with a sample standard deviation of 3.88, arithmetic mean of 31.04, and mean deviation of 3.22. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Dine Out to Give Back on Thursday, April 28 - Yahoo Finance03/30/2022
EPS Estimate03/31/2022
April 5 ON THIS DAY IN HISTORY - Brooklyn Daily Eagle04/05/2022
U.S. Park Police Chief Pamela Smith retires after one year o...04/08/2022
EPS Reported04/19/2022
Is Pampa Energia S.A. a Winner in the Utilities - Independen...04/25/2022
Penn National Among Casino Stocks Drubbed Today - Casino.Org...05/05/2022
GAMING TECHNOLOGIES, INC. Managements Discussion and Analysi...05/12/2022
Pampa Energa Informs the Market that it has Filed its Annual...05/19/2022
Where Does P.A.M. Transportation Services, Inc. Stock Fall i...05/26/2022

About P A 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in P A M 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.

P A Upcoming Company Events

As portrayed in its financial statements, the presentation of P A's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, P A's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of P A's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of P A. Please utilize our Beneish M Score to check the likelihood of P A's management manipulating its earnings.
Upcoming Quarterly Report19th of January 2022
Next Financial Report20th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End19th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please check P A Backtesting, P A Valuation, P A Correlation, P A Hype Analysis, P A Volatility, P A History and analyze P A Performance. Note that the P A M information on this page should be used as a complementary analysis to other P A's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for P A Stock analysis

When running P A M price analysis, check to measure P A'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 P A is operating at the current time. Most of P A's value examination focuses on studying past and present price action to predict the probability of P A's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move P A's price. Additionally, you may evaluate how the addition of P A to your portfolios can decrease your overall portfolio volatility.
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P A 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.
A focus of P A technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of P A trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...