Public Service (UK) Alpha and Beta Analysis
| 0KS2 Stock | 84.35 0.46 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Public Service Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Public Service over a specified time horizon. Remember, high Public Service'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 Public Service's market risk premium analysis include:
Beta 0.47 | Alpha 0.0233 | Risk 1.39 | Sharpe Ratio (0.03) | Expected Return (0.04) |
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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Public Service Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Public Service market risk premium is the additional return an investor will receive from holding Public Service 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 Public Service. 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 Public Service's performance over market.| α | 0.02 | β | 0.47 |
Public Service 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 Public Service's Buy-and-hold return. Our buy-and-hold chart shows how Public Service performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Public Service Market Price Analysis
Market price analysis indicators help investors to evaluate how Public Service stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Public Service shares will generate the highest return on investment. By understating and applying Public Service stock market price indicators, traders can identify Public Service position entry and exit signals to maximize returns.
Public Service Return and Market Media
The median price of Public Service for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 88.36 with a coefficient of variation of 3.07. The daily time series for the period is distributed with a sample standard deviation of 2.71, arithmetic mean of 88.22, and mean deviation of 2.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Ralph Larossa sells 128,093 in Public Service Enterprise Group stock - Investing.com | 12/03/2024 |
2 | PSEG Foundations 7.2M Legacy Major Support Powers Childrens Specialized Hospital Healthcare Innovation - StockTitan | 12/11/2024 |
About Public Service 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 Public or other stocks. Alpha measures the amount that position in Public Service Enterprise 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 Public Service 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, Public Service's short interest history, or implied volatility extrapolated from Public Service options trading.
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Additional Tools for Public Stock Analysis
When running Public Service's price analysis, check to measure Public Service'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 Public Service is operating at the current time. Most of Public Service's value examination focuses on studying past and present price action to predict the probability of Public Service's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Public Service's price. Additionally, you may evaluate how the addition of Public Service to your portfolios can decrease your overall portfolio volatility.