Pra Group Stock Alpha and Beta Analysis
| PRAA Stock | USD 20.65 0.27 1.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PRA Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in PRA over a specified time horizon. Remember, high PRA'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 PRA's market risk premium analysis include:
Beta 1.28 | Alpha (0.09) | Risk 3.27 | Sharpe Ratio (0.04) | Expected Return (0.14) |
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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.
PRA |
PRA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PRA market risk premium is the additional return an investor will receive from holding PRA 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 PRA. 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 PRA's performance over market.| α | -0.09 | β | 1.28 |
PRA 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 PRA's Buy-and-hold return. Our buy-and-hold chart shows how PRA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PRA Market Price Analysis
Market price analysis indicators help investors to evaluate how PRA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PRA shares will generate the highest return on investment. By understating and applying PRA stock market price indicators, traders can identify PRA position entry and exit signals to maximize returns.
PRA Return and Market Media
The median price of PRA for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 21.43 with a coefficient of variation of 6.09. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 21.48, and mean deviation of 0.96. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Upstart Moves 15.0 percent Higher Will This Strength Last | 10/15/2024 |
2 | What To Expect From PRA Group Inc Q3 2024 Earnings | 11/01/2024 |
3 | PRA Group Inc Q3 2024 Earnings Call Highlights Robust Revenue Growth and Strategic ... | 11/05/2024 |
4 | Why PRA Group is a Top Momentum Stock for the Long-Term | 11/07/2024 |
5 | T. Rowe Price Investment Management, Inc. Reduces Stake in PRA Group Inc | 11/14/2024 |
6 | Disposition of 244 shares by LaTisha Tarrant of PRA at 23.12 subject to Rule 16b-3 | 11/15/2024 |
7 | PRA Group Inc Stock Price Down 4.44 percent on Nov 20 | 11/20/2024 |
8 | PRA Group Inc Stock Price Down 3.6 percent on Nov 26 | 11/26/2024 |
9 | BNP Paribas Financial Markets Lowers Position in PRA Group, Inc. - MarketBeat | 12/11/2024 |
10 | PRA Group Stock Price Up 4.5 percent - Still a Buy - MarketBeat | 12/18/2024 |
About PRA 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 PRA or other stocks. Alpha measures the amount that position in PRA Group 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.88 | 0.84 | Dividend Yield | 0.0298 | 0.0305 |
PRA Upcoming Company Events
As portrayed in its financial statements, the presentation of PRA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PRA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PRA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PRA. Please utilize our Beneish M Score to check the likelihood of PRA's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 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 PRA Backtesting, PRA Valuation, PRA Correlation, PRA Hype Analysis, PRA Volatility, PRA History and analyze PRA Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
PRA 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.