Disney Stock Alpha and Beta Analysis
| DIS Stock | USD 81.25 1.48 1.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walt Disney. It also helps investors analyze the systematic and unsystematic risks associated with investing in Disney over a specified time horizon. Remember, high Disney'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.
Beta 0.91 | Alpha (0.12) | Risk 1.5 | Sharpe Ratio (0.08) | Expected Return (0.13) |
Disney Quarterly Book Value per Share |
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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.
Disney |
Disney Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Disney market risk premium is the additional return an investor will receive from holding Disney 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 Disney. 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 Disney's performance over market.| α | -0.12 | β | 0.91 |
Disney 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 Disney's Buy-and-hold return. Our buy-and-hold chart shows how Disney performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Disney Market Price Analysis
Market price analysis indicators help investors to evaluate how Disney stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Disney shares will generate the highest return on investment. By understating and applying Disney stock market price indicators, traders can identify Disney position entry and exit signals to maximize returns.
Disney Return and Market Media
The median price of Disney for the period between Sun, Jun 25, 2023 and Sat, Sep 23, 2023 is 86.21 with a coefficient of variation of 3.18. The daily time series for the period is distributed with a sample standard deviation of 2.74, arithmetic mean of 86.19, and mean deviation of 2.22. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | EPS Estimate | 06/30/2023 |
2 | Financial Statements | 07/12/2023 |
3 | EPS Reported | 08/09/2023 |
4 | Disney-Spectrum feud heats up as ESPN goes dark for college ... | 09/01/2023 |
5 | Whats Going On With Disney Stock | 09/06/2023 |
6 | Markets News, Sept. 20, 2023 Stocks Sink as Fed Signals One ... | 09/20/2023 |
About Disney 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 Disney or other stocks. Alpha measures the amount that position in Walt Disney 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.
| 2011 | 2016 | 2022 | 2023 (projected) | Long Term Debt to Equity | 0.38 | 0.48 | 0.46 | 0.4 | Interest Coverage | 54.62 | 4.68 | 35.78 | 37.14 |
Disney Upcoming Company Events
As portrayed in its financial statements, the presentation of Disney's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Disney's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Disney's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Disney. Please utilize our Beneish M Score to check the likelihood of Disney's management manipulating its earnings.
| 14th of November 2023 Upcoming Quarterly Report | View | |
| 14th of February 2024 Next Financial Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View | |
| 14th of November 2023 Next Fiscal Year End | View | |
| 30th of June 2023 Last Quarter Report | View | |
| 30th of September 2022 Last Financial Announcement | View |
Build Portfolio with Disney
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 Disney Backtesting, Disney Valuation, Disney Correlation, Disney Hype Analysis, Disney Volatility, Disney History and analyze Disney Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Disney Stock analysis
When running Disney's price analysis, check to measure Disney'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 Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.
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