Ptc Inc Stock Alpha and Beta Analysis
| PTC Stock | USD 180.99 1.11 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PTC Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in PTC over a specified time horizon. Remember, high PTC'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 PTC's market risk premium analysis include:
Beta 1.17 | Alpha (0.08) | Risk 1.24 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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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.
PTC |
PTC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PTC market risk premium is the additional return an investor will receive from holding PTC 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 PTC. 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 PTC's performance over market.| α | -0.08 | β | 1.17 |
PTC 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 PTC's Buy-and-hold return. Our buy-and-hold chart shows how PTC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PTC Market Price Analysis
Market price analysis indicators help investors to evaluate how PTC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PTC shares will generate the highest return on investment. By understating and applying PTC stock market price indicators, traders can identify PTC position entry and exit signals to maximize returns.
PTC Return and Market Media
The median price of PTC for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 181.99 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 4.05, arithmetic mean of 182.63, and mean deviation of 3.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | PTC First Quarter 2024 Earnings Beats Expectations | 02/02/2024 |
2 | Disposition of 1561 shares by Katz Michal of PTC subject to Rule 16b-3 | 02/15/2024 |
3 | Exercise or conversion by Kevin Wrenn of 2130 shares of PTC subject to Rule 16b-3 | 02/28/2024 |
4 | PTC Therapeutics, Inc. Shareholders May Have Been Affected by Fraud- Levi Korsinsky, LLP Investigates | 03/12/2024 |
5 | Acquisition by Corinna Lathan of 1383 shares of PTC subject to Rule 16b-3 | 03/14/2024 |
6 | Disposition of 710 shares by Catherine Kniker of PTC subject to Rule 16b-3 | 03/15/2024 |
7 | PTC Lowered to Hold at StockNews.com - Defense World | 03/21/2024 |
8 | PTC Therapeutics, Inc. Stock Declines -2.03 percent This Week Should You Buy - InvestorsObserver | 03/25/2024 |
9 | Disposition of 1756 shares by Hanspal Amarpreet of PTC subject to Rule 16b-3 | 04/01/2024 |
10 | Ballentine Partners LLC Raises Stock Holdings in PTC Inc. - MarketBeat | 04/04/2024 |
11 | Disposition of 6978 shares by Michael DiTullio of PTC at 159.43 subject to Rule 16b-3 | 04/19/2024 |
12 | California Public Employees Retirement System Acquires 9,656 Shares of PTC Inc. - MarketBeat | 04/24/2024 |
About PTC 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 PTC or other stocks. Alpha measures the amount that position in PTC Inc 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) | Invested Capital | 0.68 | 0.71 | 0.64 | 0.34 | Free Cash Flow Yield | 0.0334 | 0.035 | 0.0315 | 0.0305 |
PTC Upcoming Company Events
As portrayed in its financial statements, the presentation of PTC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PTC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PTC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PTC. Please utilize our Beneish M Score to check the likelihood of PTC's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with PTC
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out PTC Backtesting, PTC Valuation, PTC Correlation, PTC Hype Analysis, PTC Volatility, PTC History and analyze PTC Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for PTC Stock analysis
When running PTC's price analysis, check to measure PTC'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 PTC is operating at the current time. Most of PTC's value examination focuses on studying past and present price action to predict the probability of PTC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PTC's price. Additionally, you may evaluate how the addition of PTC to your portfolios can decrease your overall portfolio volatility.
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PTC 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.