Prospect Capital Stock Alpha and Beta Analysis
PSEC Stock | USD 5.49 0.03 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prospect Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Prospect Capital over a specified time horizon. Remember, high Prospect Capital'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 Prospect Capital's market risk premium analysis include:
Beta 0.98 | Alpha (0.22) | Risk 1.67 | Sharpe Ratio (0.05) | Expected Return (0.08) |
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.
Prospect |
Prospect Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Prospect Capital market risk premium is the additional return an investor will receive from holding Prospect Capital 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 Prospect Capital. 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 Prospect Capital's performance over market.α | -0.22 | β | 0.98 |
Prospect Capital 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 Prospect Capital's Buy-and-hold return. Our buy-and-hold chart shows how Prospect Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Prospect Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Prospect Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Prospect Capital shares will generate the highest return on investment. By understating and applying Prospect Capital stock market price indicators, traders can identify Prospect Capital position entry and exit signals to maximize returns.
Prospect Capital Return and Market Media
The median price of Prospect Capital for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 5.69 with a coefficient of variation of 4.16. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 5.67, and mean deviation of 0.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
Prospect Capital dividend paid on 18th of January 2024 | 01/18/2024 |
1 | Quiz of 3 - 9 February | 02/09/2024 |
Prospect Capital dividend paid on 20th of February 2024 | 02/20/2024 |
2 | Obituary Robert Bob Montambault, Of Milford | 02/21/2024 |
3 | Jeanne Grunert, Award-Winning Writer and Marketing Expert, Appointed to Second Term as NAIWE Expert Panel Member | 03/04/2024 |
4 | Republic Bank named to Newsweeks Americas Best Regional Banks and Credit Unions 2024 | 03/05/2024 |
5 | Orion and CAIS Join Forces to Expand Alts Access for Advisors | 03/07/2024 |
6 | Elmhurst Store Makes Illegal Sale Police | 03/12/2024 |
7 | Visualizing Wealth Transfer Orion Introduces Innovative Estate Planning Tool for Advisors to Support the 72 Trillion Multi-Generational Asset Transfer | 03/14/2024 |
8 | Acquisition by John Barry of 4610490 shares of Prospect Capital at 4.7732 subject to Rule 16b-3 | 03/18/2024 |
Prospect Capital dividend paid on 20th of March 2024 | 03/20/2024 |
9 | Obituary Amanda Van Fleet, 33 Formerly Of Wallingford | 03/21/2024 |
10 | Yale New Havens application to buy three hospitals approved by CT state office | 03/27/2024 |
About Prospect Capital 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 Prospect or other stocks. Alpha measures the amount that position in Prospect Capital 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) | Dividend Yield | 0.0933 | 0.0934 | 0.08 | Price To Sales Ratio | 4.65 | 3.04 | 2.89 |
Prospect Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Prospect Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Prospect Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Prospect Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Prospect Capital. Please utilize our Beneish M Score to check the likelihood of Prospect Capital's management manipulating its earnings.
14th of February 2024 Upcoming Quarterly Report | View | |
14th of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
3rd of September 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 Prospect Capital
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 Prospect Capital Backtesting, Prospect Capital Valuation, Prospect Capital Correlation, Prospect Capital Hype Analysis, Prospect Capital Volatility, Prospect Capital History and analyze Prospect Capital Performance. For information on how to trade Prospect Stock refer to our How to Trade Prospect Stock guide.Note that the Prospect Capital information on this page should be used as a complementary analysis to other Prospect Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for Prospect Stock analysis
When running Prospect Capital's price analysis, check to measure Prospect Capital'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 Prospect Capital is operating at the current time. Most of Prospect Capital's value examination focuses on studying past and present price action to predict the probability of Prospect Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prospect Capital's price. Additionally, you may evaluate how the addition of Prospect Capital to your portfolios can decrease your overall portfolio volatility.
Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios |
Prospect Capital 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.