Disney Stock Alpha and Beta Analysis

DIS Stock

USD 95.83 0.93 0.98%

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.

Please note that although Disney alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Disney did 0.15 better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Walt Disney stock's relative risk over its benchmark. Walt Disney has a beta of 1.33 . Let's try to break down what Disney's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Disney will likely underperform.

Disney Book Value per Share is comparatively stable at the moment as compared to the past year. Disney reported Book Value per Share of 26.35 in 2022. Enterprise Value over EBIT is likely to gain to 12.95 in 2023, whereas Price to Book Value is likely to drop 3.23 in 2023.

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 Quarterly Book Value per Share

52.684

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.

0.15

1.33

Market Correlation

Competition

90 days against NYA

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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.

	Price Series Summation
	Price Series Division
	Inverse Tangent Over Price Movement
	Price Ceiling Movement
	Aroon Oscillator
	Balance Of Power
	Bollinger Bands
	Parabolic SAR Extended
	Spinning Top
	Hanging Man

Disney Return and Market Media

The median price of Disney for the period between Sat, Dec 24, 2022 and Fri, Mar 24, 2023 is 99.3 with a coefficient of variation of 7.98. The daily time series for the period is distributed with a sample standard deviation of 7.91, arithmetic mean of 99.09, and mean deviation of 6.52. The Stock received some media coverage during the period.

Price Growth (%)

Timeline

Exercise or conversion by Woodford Brent of 203 shares of Di...

12/27/2022

12/30/2022

02/07/2023

02/08/2023

03/07/2023

CBS, Paramount, Disney, GroupM, Nielsen, Sony, other leading...

03/22/2023

Disneys New AI Revolution Disney Unveils Emotionally Intelli...

03/23/2023

Check Disney Sensitivity to Hype

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

Long Term Debt to Equity Interest Coverage

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.

	10th of May 2023 Upcoming Quarterly Report	View
	9th of August 2023 Next Financial Report	View
	31st of March 2023 Next Fiscal Quarter End	View
	14th of November 2023 Next Fiscal Year End	View
	31st of December 2022 Last Quarter Report	View
	30th of September 2022 Last Financial Announcement	View

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Check out Disney Backtesting, Disney Valuation, Disney Correlation, Disney Hype Analysis, Disney Volatility, Disney History and analyze Disney Performance. For more information on how to buy Disney Stock please use our How to Invest in Disney guide. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for analysis

When running Walt Disney 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 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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Disney 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.

Volatility Indicators

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Value Movement

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A focus of Disney technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Disney trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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Disney Stock Alpha and Beta Analysis

Disney Quarterly Book Value per Share

52.684

Disney Market Premiums

Disney expected buy-and-hold returns

Disney Market Price Analysis

Disney Return and Market Media

About Disney Beta and Alpha

Disney Upcoming Company Events

Build Portfolio with Disney

Build Diversified Portfolios

Align your risk with return expectations

Complementary Tools for analysis

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