Porch Group Stock Alpha and Beta Analysis
| PRCH Stock | USD 3.32 0.01 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Porch Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Porch over a specified time horizon. Remember, high Porch'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 Porch's market risk premium analysis include:
Beta 3.98 | Alpha 0.43 | Risk 5.85 | Sharpe Ratio 0.13 | Expected Return 0.75 |
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.
Porch |
Porch Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Porch market risk premium is the additional return an investor will receive from holding Porch 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 Porch. 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 Porch's performance over market.| α | 0.43 | β | 3.98 |
Porch 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 Porch's Buy-and-hold return. Our buy-and-hold chart shows how Porch performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Porch Market Price Analysis
Market price analysis indicators help investors to evaluate how Porch stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Porch shares will generate the highest return on investment. By understating and applying Porch stock market price indicators, traders can identify Porch position entry and exit signals to maximize returns.
Porch Return and Market Media
The median price of Porch for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 3.24 with a coefficient of variation of 21.57. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 3.24, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Porch inks up to 30M deal with reinsurance firm Aon | 01/26/2024 |
2 | Acquisition or disposition of Porch securities by Pickerill Alan R | 02/09/2024 |
3 | Discretionary transaction by Park West Asset Management Llc of 286411 shares of Porch subject to Rule 16b-3 | 03/05/2024 |
4 | Improved Revenues Required Before Porch Group, Inc. Stocks percent Jump Looks Justified | 03/08/2024 |
5 | Disposition of 15282 shares by Shawn Tabak of Porch at 4.0001 subject to Rule 16b-3 | 03/20/2024 |
6 | Disposition of 19040 shares by Shawn Tabak of Porch at 4.0418 subject to Rule 16b-3 | 03/26/2024 |
7 | Disposition of 7623 shares by Matthew Neagle of Porch at 4.15 subject to Rule 16b-3 | 04/01/2024 |
8 | Porch Group improves inspection network software, raises price | 04/09/2024 |
9 | Porch Group Loses US90m Market Value But Insiders See Windfall Of US741k | 04/19/2024 |
About Porch 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 Porch or other stocks. Alpha measures the amount that position in Porch 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0698 | 0.006098 | 0.007012 | 0.006662 | Price To Sales Ratio | 7.61 | 0.66 | 0.69 | 0.65 |
Porch Upcoming Company Events
As portrayed in its financial statements, the presentation of Porch's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Porch's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Porch's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Porch. Please utilize our Beneish M Score to check the likelihood of Porch's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Porch Backtesting, Porch Valuation, Porch Correlation, Porch Hype Analysis, Porch Volatility, Porch History and analyze Porch Performance. Note that the Porch Group information on this page should be used as a complementary analysis to other Porch'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 ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Porch Stock analysis
When running Porch's price analysis, check to measure Porch'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 Porch is operating at the current time. Most of Porch's value examination focuses on studying past and present price action to predict the probability of Porch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Porch's price. Additionally, you may evaluate how the addition of Porch to your portfolios can decrease your overall portfolio volatility.
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Porch 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.