Pan American Silver Stock Alpha and Beta Analysis
| PAAS Stock | USD 21.97 0.25 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pan American Silver. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pan American over a specified time horizon. Remember, high Pan American'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 Pan American's market risk premium analysis include:
Beta 0.34 | Alpha 0.11 | Risk 2.84 | Sharpe Ratio 0.0918 | Expected Return 0.26 |
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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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Pan American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pan American market risk premium is the additional return an investor will receive from holding Pan American 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 Pan American. 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 Pan American's performance over market.| α | 0.11 | β | 0.34 |
Pan American 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 Pan American's Buy-and-hold return. Our buy-and-hold chart shows how Pan American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pan American Market Price Analysis
Market price analysis indicators help investors to evaluate how Pan American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pan American shares will generate the highest return on investment. By understating and applying Pan American stock market price indicators, traders can identify Pan American position entry and exit signals to maximize returns.
Pan American Return and Market Media
The median price of Pan American for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 21.78 with a coefficient of variation of 7.5. The daily time series for the period is distributed with a sample standard deviation of 1.64, arithmetic mean of 21.83, and mean deviation of 1.22. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Hecla Mining Soars 5.9 percent Is Further Upside Left in the Stock | 09/16/2024 |
2 | METALLA REPORTS PORTFOLIO UPDATES | 10/21/2024 |
3 | Pan American Silver Q3 Earnings Snapshot | 11/05/2024 |
4 | Heres What Key Metrics Tell Us About Pan American Silver Q3 Earnings | 11/06/2024 |
5 | Q3 2024 Pan American Silver Corp Earnings Call Transcript | 11/07/2024 |
6 | Pan American Silver Corp Shares Gap Down to 21. on Nov 11 | 11/11/2024 |
7 | ASM Q3 Earnings Beat Estimates, Revenues Rise YY on Higher Prices | 11/14/2024 |
8 | Lion One Intensifies Roscoelite Focus and Enhances Fiji Gold Team with Addition of Two Ex-newmont Geologists | 11/19/2024 |
9 | Pan American Silver Corp. A Top Silver Mining Stock to Buy Right Now | 11/20/2024 |
10 | AskSlim Market Week - Friday, Nov. 29 | 11/29/2024 |
About Pan American 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 Pan or other stocks. Alpha measures the amount that position in Pan American Silver 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 | 2022 | 2024 (projected) | Dividend Yield | 0.0135 | 0.0264 | 0.0127 | Price To Sales Ratio | 3.22 | 2.3 | 2.19 |
Pan American Upcoming Company Events
As portrayed in its financial statements, the presentation of Pan American's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pan American's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pan American's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pan American. Please utilize our Beneish M Score to check the likelihood of Pan American's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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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Additional Tools for Pan Stock Analysis
When running Pan American's price analysis, check to measure Pan American'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 Pan American is operating at the current time. Most of Pan American's value examination focuses on studying past and present price action to predict the probability of Pan American's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pan American's price. Additionally, you may evaluate how the addition of Pan American to your portfolios can decrease your overall portfolio volatility.