Peloton Interactive Stock Alpha and Beta Analysis
| PTON Stock | USD 10.34 0.61 6.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Peloton Interactive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Peloton Interactive over a specified time horizon. Remember, high Peloton Interactive'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 Peloton Interactive's market risk premium analysis include:
Beta 1 | Alpha 1.11 | Risk 5.94 | Sharpe Ratio 0.25 | Expected Return 1.46 |
Enterprise Value |
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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.
Peloton |
Peloton Interactive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Peloton Interactive market risk premium is the additional return an investor will receive from holding Peloton Interactive 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 Peloton Interactive. 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 Peloton Interactive's performance over market.| α | 1.11 | β | 1.00 |
Peloton Interactive 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 Peloton Interactive's Buy-and-hold return. Our buy-and-hold chart shows how Peloton Interactive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Peloton Interactive Market Price Analysis
Market price analysis indicators help investors to evaluate how Peloton Interactive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Peloton Interactive shares will generate the highest return on investment. By understating and applying Peloton Interactive stock market price indicators, traders can identify Peloton Interactive position entry and exit signals to maximize returns.
Peloton Interactive Return and Market Media
The median price of Peloton Interactive for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5.21 with a coefficient of variation of 28.43. The daily time series for the period is distributed with a sample standard deviation of 1.72, arithmetic mean of 6.04, and mean deviation of 1.51. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 14913 shares by Thomas-graham Pamela of Peloton Interactive subject to Rule 16b-3 | 09/10/2024 |
2 | Disposition of 21819 shares by Elizabeth Coddington of Peloton Interactive subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 36819 shares by Elizabeth Coddington of Peloton Interactive at 4.7369 subject to Rule 16b-3 | 09/16/2024 |
4 | Pelotons interim co-CEO Karen Boone sells 144,914 in stock | 10/21/2024 |
5 | Peloton Interactives Options A Look at What the Big Money is Thinking | 10/30/2024 |
6 | Peloton Interactive First Quarter 2025 Earnings US0.002 loss per share | 11/01/2024 |
7 | Peloton Interactive rallies after BofA flips from being a bear to a bull | 11/04/2024 |
8 | Peloton Stock Has Soared 195 percent From Its 52-Week Low. Is It Too Late to Buy | 11/05/2024 |
9 | What Makes Peloton a Strong Momentum Stock Buy Now | 11/11/2024 |
10 | Peloton Stock Skyrockets 159 percent in 3 Months Is it Too Late to Buy | 11/14/2024 |
11 | Peloton Interactive Trading Down 4.6 percent Should You Sell | 11/18/2024 |
12 | Disposition of 47024 shares by Jennifer Cotter of Peloton Interactive at 8.0844 subject to Rule 16b-3 | 11/20/2024 |
13 | Union Square Park Capital Management, LLC Acquires Significant Stake in Reeds Inc | 11/22/2024 |
14 | Peloton Interactive Unusual Options Activity For November 25 | 11/25/2024 |
About Peloton Interactive 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 Peloton or other stocks. Alpha measures the amount that position in Peloton Interactive 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 | 2023 | 2024 (projected) | Payables Turnover | 31.01 | 24.53 | 17.49 | 11.91 | Days Of Inventory On Hand | 139.8 | 101.64 | 80.55 | 71.64 |
Peloton Interactive Upcoming Company Events
As portrayed in its financial statements, the presentation of Peloton Interactive's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Peloton Interactive's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Peloton Interactive's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Peloton Interactive. Please utilize our Beneish M Score to check the likelihood of Peloton Interactive's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Peloton Interactive
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Check out Peloton Interactive Backtesting, Peloton Interactive Valuation, Peloton Interactive Correlation, Peloton Interactive Hype Analysis, Peloton Interactive Volatility, Peloton Interactive History and analyze Peloton Interactive Performance. To learn how to invest in Peloton Stock, please use our How to Invest in Peloton Interactive guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Peloton Interactive 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.