Dbv Technologies Stock Alpha and Beta Analysis
| DBVT Stock | USD 0.68 0.02 3.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DBV Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in DBV Technologies over a specified time horizon. Remember, high DBV Technologies' 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 DBV Technologies' market risk premium analysis include:
Beta 0.15 | Alpha (0.44) | Risk 2.85 | Sharpe Ratio (0.15) | Expected Return (0.42) |
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.
DBV |
DBV Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DBV Technologies market risk premium is the additional return an investor will receive from holding DBV Technologies 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 DBV Technologies. 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 DBV Technologies' performance over market.| α | -0.44 | β | 0.15 |
DBV Technologies 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 DBV Technologies' Buy-and-hold return. Our buy-and-hold chart shows how DBV Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DBV Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how DBV Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DBV Technologies shares will generate the highest return on investment. By understating and applying DBV Technologies stock market price indicators, traders can identify DBV Technologies position entry and exit signals to maximize returns.
DBV Technologies Return and Market Media
The median price of DBV Technologies for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 0.81 with a coefficient of variation of 8.86. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.8, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About DBV Technologies 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 DBV or other stocks. Alpha measures the amount that position in DBV Technologies 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.
DBV Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of DBV Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DBV Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DBV Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DBV Technologies. Please utilize our Beneish M Score to check the likelihood of DBV Technologies' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with DBV Technologies
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 DBV Technologies Backtesting, DBV Technologies Valuation, DBV Technologies Correlation, DBV Technologies Hype Analysis, DBV Technologies Volatility, DBV Technologies History and analyze DBV Technologies Performance. For more information on how to buy DBV Stock please use our How to Invest in DBV Technologies guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Complementary Tools for DBV Stock analysis
When running DBV Technologies' price analysis, check to measure DBV Technologies' 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 DBV Technologies is operating at the current time. Most of DBV Technologies' value examination focuses on studying past and present price action to predict the probability of DBV Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DBV Technologies' price. Additionally, you may evaluate how the addition of DBV Technologies to your portfolios can decrease your overall portfolio volatility.
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DBV Technologies 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.