Pennantpark Investment Stock Alpha and Beta Analysis
| PNNT Stock | USD 6.95 0.11 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PennantPark Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in PennantPark Investment over a specified time horizon. Remember, high PennantPark Investment'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 PennantPark Investment's market risk premium analysis include:
Beta 0.68 | Alpha 0.029 | Risk 1.06 | Sharpe Ratio 0.0542 | Expected Return 0.0573 |
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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.
PennantPark |
PennantPark Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PennantPark Investment market risk premium is the additional return an investor will receive from holding PennantPark Investment 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 PennantPark Investment. 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 PennantPark Investment's performance over market.| α | 0.03 | β | 0.68 |
PennantPark Investment 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 PennantPark Investment's Buy-and-hold return. Our buy-and-hold chart shows how PennantPark Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PennantPark Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how PennantPark Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PennantPark Investment shares will generate the highest return on investment. By understating and applying PennantPark Investment stock market price indicators, traders can identify PennantPark Investment position entry and exit signals to maximize returns.
PennantPark Investment Return and Market Media
The median price of PennantPark Investment for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 6.8 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 6.78, and mean deviation of 0.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| PennantPark Investment dividend paid on 1st of October 2024 | 10/01/2024 |
1 | Q3 2024 Pennantpark Investment Corp Earnings Call Transcript | 10/09/2024 |
2 | Acquisition by Efrat Aviv of 10000 shares of PennantPark Investment at 6.5032 subject to Rule 16b-3 | 10/18/2024 |
| PennantPark Investment dividend paid on 1st of November 2024 | 11/01/2024 |
3 | Golub Capital BDC Beats Q4 Earnings, Misses Revenue Estimates | 11/20/2024 |
4 | PennantPark Fiscal Q4 Earnings Snapshot | 11/25/2024 |
5 | PennantPark Investment Corporation Announces Financial Results for the Fourth Quarter andFiscal Year Ended September 30, 2024 and Upsize of Joint Venture | 11/26/2024 |
6 | Q4 2024 Pennantpark Investment Corp Earnings Call Transcript | 11/27/2024 |
| PennantPark Investment dividend paid on 2nd of December 2024 | 12/02/2024 |
7 | PennantPark Investment Corporation Announces Monthly Distribution of 0.08 per Share | 12/03/2024 |
8 | PennantPark Investment declares 0.08 dividend | 12/04/2024 |
9 | Is This High-Yield Dividend Stock a Monster Buying Opportunity for 2025 After Posting Bad News - The Motley Fool | 12/13/2024 |
About PennantPark Investment 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 PennantPark or other stocks. Alpha measures the amount that position in PennantPark Investment 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) | PTB Ratio | 0.61 | 0.92 | 0.87 | Dividend Yield | 0.0979 | 0.14 | 0.088 |
PennantPark Investment Upcoming Company Events
As portrayed in its financial statements, the presentation of PennantPark Investment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PennantPark Investment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PennantPark Investment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PennantPark Investment. Please utilize our Beneish M Score to check the likelihood of PennantPark Investment's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 PennantPark Investment
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Additional Tools for PennantPark Stock Analysis
When running PennantPark Investment's price analysis, check to measure PennantPark Investment'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 PennantPark Investment is operating at the current time. Most of PennantPark Investment's value examination focuses on studying past and present price action to predict the probability of PennantPark Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PennantPark Investment's price. Additionally, you may evaluate how the addition of PennantPark Investment to your portfolios can decrease your overall portfolio volatility.