Pershing Square (Netherlands) Alpha and Beta Analysis
| PSH Stock | USD 48.95 0.90 1.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pershing Square Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pershing Square over a specified time horizon. Remember, high Pershing Square'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 Pershing Square's market risk premium analysis include:
Beta 0.45 | Alpha 0.0295 | Risk 1.32 | Sharpe Ratio 0.0304 | Expected Return 0.0402 |
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.
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Pershing Square Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pershing Square market risk premium is the additional return an investor will receive from holding Pershing Square 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 Pershing Square. 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 Pershing Square's performance over market.| α | 0.03 | β | 0.45 |
Pershing Square 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 Pershing Square's Buy-and-hold return. Our buy-and-hold chart shows how Pershing Square performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pershing Square Market Price Analysis
Market price analysis indicators help investors to evaluate how Pershing Square stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pershing Square shares will generate the highest return on investment. By understating and applying Pershing Square stock market price indicators, traders can identify Pershing Square position entry and exit signals to maximize returns.
Pershing Square Return and Market Media
The median price of Pershing Square for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 49.75 with a coefficient of variation of 2.79. The daily time series for the period is distributed with a sample standard deviation of 1.38, arithmetic mean of 49.53, and mean deviation of 1.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pershing Square 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 Pershing or other stocks. Alpha measures the amount that position in Pershing Square Holdings 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pershing Square in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pershing Square's short interest history, or implied volatility extrapolated from Pershing Square options trading.
Build Portfolio with Pershing Square
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 Pershing Square Backtesting, Pershing Square Valuation, Pershing Square Correlation, Pershing Square Hype Analysis, Pershing Square Volatility, Pershing Square History and analyze Pershing Square Performance. Note that the Pershing Square Holdings information on this page should be used as a complementary analysis to other Pershing Square'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 the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Pershing Stock analysis
When running Pershing Square's price analysis, check to measure Pershing Square'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 Pershing Square is operating at the current time. Most of Pershing Square's value examination focuses on studying past and present price action to predict the probability of Pershing Square's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pershing Square's price. Additionally, you may evaluate how the addition of Pershing Square to your portfolios can decrease your overall portfolio volatility.
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Pershing Square 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.