Pacific Premier Bancorp Stock Alpha and Beta Analysis
| PPBI Stock | USD 28.40 0.33 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pacific Premier Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pacific Premier over a specified time horizon. Remember, high Pacific Premier'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 Pacific Premier's market risk premium analysis include:
Beta 2.61 | Alpha (0.14) | Risk 2.74 | Sharpe Ratio 0.0917 | Expected Return 0.25 |
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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.
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Pacific Premier Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pacific Premier market risk premium is the additional return an investor will receive from holding Pacific Premier 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 Pacific Premier. 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 Pacific Premier's performance over market.| α | -0.14 | β | 2.61 |
Pacific Premier 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 Pacific Premier's Buy-and-hold return. Our buy-and-hold chart shows how Pacific Premier performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pacific Premier Market Price Analysis
Market price analysis indicators help investors to evaluate how Pacific Premier stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pacific Premier shares will generate the highest return on investment. By understating and applying Pacific Premier stock market price indicators, traders can identify Pacific Premier position entry and exit signals to maximize returns.
Pacific Premier Return and Market Media
The median price of Pacific Premier for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 25.2 with a coefficient of variation of 6.68. The daily time series for the period is distributed with a sample standard deviation of 1.72, arithmetic mean of 25.69, and mean deviation of 1.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 30499 shares by Wilcox Edward Earl of Pacific Premier at 15.16 subject to Rule 16b-3 | 09/09/2024 |
2 | Pacific Premier Bancorp president COO sells 720k in stock - Investing.com | 09/10/2024 |
3 | Acquisition by Jakosky Donn Bordon of 7500 shares of Pacific Premier subject to Rule 16b-3 | 09/24/2024 |
4 | Disposition of 16866 shares by Ronald Nicolas of Pacific Premier at 22.61 subject to Rule 16b-3 | 10/11/2024 |
5 | Pacific Premier Bancorp Inc Shares Gap Down to 25.82 on Oct 21 | 10/21/2024 |
6 | Pacific Premier Bancorp, Inc. Announces Third Quarter 2024 Financial Results and a Quarterly Cash Dividend of 0.33 Per Share | 10/24/2024 |
7 | Pacific Premier Bancorp Inc Q3 2024 Earnings Call Highlights Solid Earnings Amid Rising ... | 10/25/2024 |
8 | Disposition of 7500 shares by Jones Jeff C of Pacific Premier at 15.16 subject to Rule 16b-3 | 10/28/2024 |
9 | Disposition of 7500 shares by Jones Jeff C of Pacific Premier subject to Rule 16b-3 | 10/29/2024 |
10 | Pacific Premier Bancorp, Inc. Director Rose McKinney-James Honored With the 2024 Clean Energy Education Empowerment Lifetime Achievement Award by the U.S. Depar... | 10/31/2024 |
11 | PPBI Stock Dives 5.43 percent Amid Market Volatility | 11/07/2024 |
12 | Pacific Premier Bancorps HR chief sells 259,254 in stock | 11/08/2024 |
| Pacific Premier dividend paid on 12th of November 2024 | 11/12/2024 |
13 | Principal Financial Group Inc. Sells 21,122 Shares of Pacific Premier Bancorp, Inc. - MarketBeat | 11/18/2024 |
About Pacific Premier 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 Pacific or other stocks. Alpha measures the amount that position in Pacific Premier Bancorp 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0326 | 0.0461 | 0.0484 | Price To Sales Ratio | 4.99 | 6.22 | 6.53 |
Pacific Premier Upcoming Company Events
As portrayed in its financial statements, the presentation of Pacific Premier's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pacific Premier's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pacific Premier's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pacific Premier. Please utilize our Beneish M Score to check the likelihood of Pacific Premier's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 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 Pacific Premier Backtesting, Pacific Premier Valuation, Pacific Premier Correlation, Pacific Premier Hype Analysis, Pacific Premier Volatility, Pacific Premier History and analyze Pacific Premier Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Pacific Premier 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.