DSV Panalpina Alpha and Beta Analysis

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DSV -- Denmark Stock  

DKK 588.60  1.60  0.27%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for DSV Panalpina AS as well as systematic risk associated with investing in DSV Panalpina over a specified time horizon. Continue to DSV Panalpina Backtesting, DSV Panalpina Valuation, DSV Panalpina Correlation, DSV Panalpina Hype Analysis, DSV Panalpina Volatility, DSV Panalpina History and analyze DSV Panalpina Performance.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

DSV Panalpina Market Premiums

α0.22   β0.56
30 days against DJI

DSV Panalpina expected buy-and-hold returns

DSV Panalpina Market Price Analysis

DSV Panalpina Return and Market Media

The median price of DSV Panalpina for the period between Mon, Dec 30, 2019 and Sun, Mar 29, 2020 is 753.0 with a coefficient of variation of 12.33. The daily time series for the period is distributed with a sample standard deviation of 87.87, arithmetic mean of 712.81, and mean deviation of 65.92. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

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