DANSKE OTC Stock Alpha and Beta Analysis

DNKEY -  USA Stock  

USD 8.28  0.30  3.76%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DANSKE BANK AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in DANSKE BANK over a specified time horizon. Remember, high DANSKE BANK'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.
Continue to DANSKE BANK Backtesting, DANSKE BANK Valuation, DANSKE BANK Correlation, DANSKE BANK Hype Analysis, DANSKE BANK Volatility, DANSKE BANK History and analyze DANSKE BANK Performance.

Search Beta 

Please note that although DANSKE BANK 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., DOW index.) So in this particular case, DANSKE BANK did 0.19  worse 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 DANSKE BANK AS stock's relative risk over its benchmark. DANSKE BANK AS has a beta of 0.06  . Let's try to break down what DANSKE's beta means in this case. As returns on the market increase, DANSKE BANK returns are expected to increase less than the market. However, during the bear market, the loss on holding DANSKE BANK will be expected to be smaller as well.
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.

DANSKE BANK Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DANSKE BANK market risk premium is the additional return an investor will receive from holding DANSKE BANK 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 DANSKE BANK. 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 DANSKE BANK's performance over market.
α-0.19   β0.06
90 days against DJI

DANSKE BANK 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 DANSKE BANK's Buy-and-hold return. Our buy-and-hold chart shows how DANSKE BANK performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

DANSKE BANK Market Price Analysis

Market price analysis indicators help investors to evaluate how DANSKE BANK otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DANSKE BANK shares will generate the highest return on investment. By understating and applying DANSKE BANK otc stock market price indicators, traders can identify DANSKE BANK position entry and exit signals to maximize returns.

DANSKE BANK Return and Market Media

The median price of DANSKE BANK for the period between Wed, Jun 23, 2021 and Tue, Sep 21, 2021 is 8.87 with a coefficient of variation of 2.84. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 8.82, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About DANSKE BANK 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in DANSKE BANK AS 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.

DANSKE BANK Upcoming Company Events

As portrayed in its financial statements, the presentation of DANSKE BANK's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DANSKE BANK's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DANSKE BANK's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DANSKE BANK. Please utilize our Beneish M Score to check the likelihood of DANSKE BANK's management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2017
Next Earnings Report5th of May 2017
Next Fiscal Quarter End31st of December 2016
Next Fiscal Year End2nd of February 2017
Last Quarter Report30th of September 2016
Last Earning Announcement31st of December 2015

Build Portfolio with DANSKE BANK

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Continue to DANSKE BANK Backtesting, DANSKE BANK Valuation, DANSKE BANK Correlation, DANSKE BANK Hype Analysis, DANSKE BANK Volatility, DANSKE BANK History and analyze DANSKE BANK Performance. Note that the DANSKE BANK AS information on this page should be used as a complementary analysis to other DANSKE BANK's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running DANSKE BANK AS price analysis, check to measure DANSKE BANK'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 DANSKE BANK is operating at the current time. Most of DANSKE BANK's value examination focuses on studying past and present price action to predict the probability of DANSKE BANK's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move DANSKE BANK's price. Additionally, you may evaluate how the addition of DANSKE BANK to your portfolios can decrease your overall portfolio volatility.
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DANSKE BANK technical otc 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.
A focus of DANSKE BANK technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of DANSKE BANK 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...