- Sector
- Technology
- Industry
- Software - Infrastructure
- IPO Date
- Jun 23, 2022
Highlights
- Market Cap
- $1.46B
- Enterprise Value
- $1.55B
- EPS (TTM)
- $1.06
- PE Ratio
- 14.19
- Total Revenue (TTM)
- $1.30B
- Gross Profit (TTM)
- $396.55M
- EBITDA (TTM)
- $180.28M
- Year Range
- $10.40 - $44.99
- Target Price
- $31.25
- ROA (TTM)
- 5.96%
- ROE (TTM)
- 18.55%
Share Price Chart
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Performance
PGY Performance Chart
Pagaya Technologies Ltd. (PGY) is down 27.8% since the beginning of the year. At $15 per share, PGY is trading 66.5% below its 52-week high of $45.
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Returns By Period
Pagaya Technologies Ltd. (PGY) has returned -27.80% so far this year and -18.30% over the past 12 months.
Pagaya Technologies Ltd.
- 1D
- -3.39%
- 1M
- 18.26%
- YTD
- -27.80%
- 6M
- -35.24%
- 1Y
- -18.30%
- 3Y*
- 2.43%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PGY Monthly Returns History
Based on dividend-adjusted daily data since Jun 23, 2022, PGY's average daily return is +0.19%, while the average monthly return is +8.43%. At this rate, an investment would double in approximately 0.7 years.
Historically, 45% of months were positive and 55% were negative. The best month was Jul 2022 with a return of +493.8%, while the worst month was Sep 2022 at -84.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, PGY closed higher 47% of trading days. The best single day was Jul 20, 2022 with a return of +129.6%, while the worst single day was Sep 20, 2022 at -67.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -7.22% | -42.29% | 4.11% | 19.23% | 8.86% | -0.20% | -27.80% | ||||||
| 2025 | -0.11% | 38.25% | -18.32% | 4.58% | 50.00% | 29.68% | 40.95% | 22.73% | -19.50% | -9.43% | -7.21% | -16.23% | 124.97% |
| 2024 | -15.22% | 26.50% | -43.13% | -3.66% | 21.38% | 8.04% | 16.61% | 1.21% | -29.81% | 8.99% | -5.12% | -15.00% | -43.90% |
| 2023 | -13.71% | -3.74% | -0.97% | -15.04% | 24.62% | 29.63% | 90.00% | -14.66% | -30.40% | -19.62% | 0.00% | 8.66% | 11.29% |
| 2022 | -40.29% | 493.78% | -51.93% | -84.83% | -23.20% | -28.06% | 24.00% | -82.29% |
Benchmark Metrics
Pagaya Technologies Ltd. has an annualized alpha of 4.11%, beta of 2.34, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since June 23, 2022.
- This stock participated in 288.30% of S&P 500 Index downside but only 202.24% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.07 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.11%
- Beta
- 2.34
- R²
- 0.07
- Upside Capture
- 202.24%
- Downside Capture
- 288.30%
Return for Risk
Risk / Return Rank
PGY ranks 35 for risk / return — below 35% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Pagaya Technologies Ltd. (PGY) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PGY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.78 | -3.03 |
| Martin ratioReturn relative to average drawdown | -0.36 | 12.44 | -12.80 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Pagaya Technologies Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Pagaya Technologies Ltd. was 98.09%, occurring on Dec 19, 2022. The portfolio has not yet recovered.
The current Pagaya Technologies Ltd. drawdown is 95.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -98.09%Dec 2022 | 4mo 18d | — | 3y 10moAug 2022 - now |
Bear market2022 | -63.86%Jul 2022 | 25d | 4d | 29dJun 2022 - Jul 2022 |
Bear market2022 | -18.21%Jul 2022 | 0s | 1d | 1dJul 2022 - Jul 2022 |
Bear market2022 | -17.42%Jul 2022 | 0s | 1d | 1dJul 2022 - Jul 2022 |
Drawdown Indicators
| PGY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.09% | -56.78% | -41.31% |
Max Drawdown (1Y)Largest decline over 1 year | -75.71% | -9.10% | -66.61% |
Max Drawdown (3Y)Largest decline over 3 years | -75.71% | -18.90% | -56.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -95.80% | -1.80% | -94.00% |
Average DrawdownAverage peak-to-trough decline | -92.12% | -10.71% | -81.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.31% | 2.03% | +48.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Pagaya Technologies Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Pagaya Technologies Ltd. is priced in the market compared to other companies in the Software - Infrastructure industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for PGY, comparing it with other companies in the Software - Infrastructure industry. Currently, PGY has a P/E ratio of 14.2. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for PGY relative to other companies in the Software - Infrastructure industry. Currently, PGY has a P/S ratio of 1.1. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for PGY in comparison with other companies in the Software - Infrastructure industry. Currently, PGY has a P/B value of 2.8. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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