Prudential Financial Services Fund Alpha and Beta Analysis

PFSZX Fund  USD 21.43  -0.42  -1.92%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prudential Financial Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in PRUDENTIAL FINANCIAL over a specified time horizon. Key technical indicators for PRUDENTIAL FINANCIAL's market risk premium analysis include: the following indicators:
 Beta
1.38
 Alpha
0.0384
 Risk
1.78
 Sharpe Ratio
-0.03
 Expected Return
-0.06
Relative to Dow Jones Industrial, PRUDENTIAL FINANCIAL shows alpha at 0.04  and beta at 1.38  . Alpha summarizes relative performance, while beta reflects sensitivity to broad market moves and volatility. As the market goes up, the fund is expected to outperform it. However, if the market returns are negative, PRUDENTIAL FINANCIAL will likely underperform. .
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.
  
Use PRUDENTIAL FINANCIAL Analysis, Portfolio Optimization, PRUDENTIAL FINANCIAL Correlation, PRUDENTIAL FINANCIAL Hype Analysis, PRUDENTIAL FINANCIAL Volatility, PRUDENTIAL FINANCIAL Price History with PRUDENTIAL FINANCIAL Performance to add performance context for PRUDENTIAL FINANCIAL. These links add volatility and risk references.
For information on how to trade PRUDENTIAL Mutual Fund refer to our How to Trade PRUDENTIAL Mutual Fund guide.

Market Premiums

Reviewing market premium on Prudential Financial Services is useful because it places the security inside a risk-and-reward framework rather than evaluating return in isolation. The practical objective is to understand whether the position is adding rewarded risk, unrewarded volatility, or a mix of both inside the broader portfolio.
α0.04   β1.38

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 PRUDENTIAL FINANCIAL's Buy-and-hold return. Our buy-and-hold chart shows how PRUDENTIAL FINANCIAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Market Price Analysis

Price-action analysis on Prudential Financial Services is useful because it shows how the market is currently processing news, volatility, and changing expectations around the asset. The practical goal is to identify where momentum, trend, and risk conditions may improve or weaken the reward profile before capital is committed.

Return and Market Media

The median price of PRUDENTIAL FINANCIAL for the period between Tue, Dec 16, 2025 and Mon, Mar 16, 2026 is 24.14 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 23.75, and mean deviation of 0.94. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  

Performance Metrics & Calculation Methodology

PRUDENTIAL FINANCIAL performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Risk-adjusted measures provide context for return efficiency across regimes.

Unless otherwise specified, data for Prudential Financial Services is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Ellen Johnson - Member of Macroaxis Editorial Board
Last reviewed on March 15th, 2026
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards PRUDENTIAL FINANCIAL in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, PRUDENTIAL FINANCIAL's short interest history, or implied volatility extrapolated from PRUDENTIAL FINANCIAL options trading.

Build Portfolio with PRUDENTIAL FINANCIAL

Optimization tools can help investors judge whether capital allocated to Prudential Financial Services is being used efficiently relative to other opportunities in the same equity universe. A stronger allocation process asks what the position adds to the portfolio, not just what it might do on its own.

Build Diversified Portfolios

Align your risk with return expectations

Risk tolerance and time horizon inputs allow Macroaxis optimization to estimate acceptable risk levels. The output provides a structured risk context for return targets.