PPHE Hotel (UK) Alpha and Beta Analysis
| PPH Stock | 1,220 40.00 3.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PPHE Hotel Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in PPHE Hotel over a specified time horizon. Remember, high PPHE Hotel'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 PPHE Hotel's market risk premium analysis include:
Beta (0.13) | Alpha (0.06) | Risk 1.23 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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.
PPHE |
PPHE Hotel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PPHE Hotel market risk premium is the additional return an investor will receive from holding PPHE Hotel 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 PPHE Hotel. 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 PPHE Hotel's performance over market.| α | -0.06 | β | -0.13 |
PPHE Hotel 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 PPHE Hotel's Buy-and-hold return. Our buy-and-hold chart shows how PPHE Hotel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PPHE Hotel Market Price Analysis
Market price analysis indicators help investors to evaluate how PPHE Hotel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PPHE Hotel shares will generate the highest return on investment. By understating and applying PPHE Hotel stock market price indicators, traders can identify PPHE Hotel position entry and exit signals to maximize returns.
PPHE Hotel Return and Market Media
The median price of PPHE Hotel for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 1200.0 with a coefficient of variation of 2.95. The daily time series for the period is distributed with a sample standard deviation of 35.52, arithmetic mean of 1205.39, and mean deviation of 31.65. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | PPHE Hotel Group Executive Exercises Share Options - TipRanks | 09/12/2024 |
| PPHE Hotel dividend paid on 19th of September 2024 | 09/19/2024 |
| PPHE Hotel dividend paid on 15th of October 2024 | 10/15/2024 |
2 | PPHE Hotel Group Highlights Arenas Financial Performance - TipRanks | 10/31/2024 |
About PPHE Hotel 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 PPHE or other stocks. Alpha measures the amount that position in PPHE Hotel 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.
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 PPHE Hotel 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, PPHE Hotel's short interest history, or implied volatility extrapolated from PPHE Hotel options trading.
Build Portfolio with PPHE Hotel
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Other Information on Investing in PPHE Stock
PPHE Hotel financial ratios help investors to determine whether PPHE Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PPHE with respect to the benefits of owning PPHE Hotel security.