Danaher (Germany) Alpha and Beta Analysis
| DAP Stock | EUR 222.45 4.45 2.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Danaher. It also helps investors analyze the systematic and unsystematic risks associated with investing in Danaher over a specified time horizon. Remember, high Danaher'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. Key technical indicators related to Danaher's market risk premium analysis include:
Beta 0.65 | Alpha (0.22) | Risk 1.47 | Sharpe Ratio (0.09) | Expected Return (0.13) |
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.
Danaher |
Danaher Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Danaher market risk premium is the additional return an investor will receive from holding Danaher 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 Danaher. 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 Danaher's performance over market.| α | -0.22 | β | 0.65 |
Danaher 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 Danaher's Buy-and-hold return. Our buy-and-hold chart shows how Danaher performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Danaher Market Price Analysis
Market price analysis indicators help investors to evaluate how Danaher stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Danaher shares will generate the highest return on investment. By understating and applying Danaher stock market price indicators, traders can identify Danaher position entry and exit signals to maximize returns.
Danaher Return and Market Media
The median price of Danaher for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 237.3 with a coefficient of variation of 4.79. The daily time series for the period is distributed with a sample standard deviation of 11.31, arithmetic mean of 235.95, and mean deviation of 10.62. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Danaher 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 Danaher or other stocks. Alpha measures the amount that position in Danaher 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Danaher in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Danaher's short interest history, or implied volatility extrapolated from Danaher options trading.
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Additional Information and Resources on Investing in Danaher Stock
When determining whether Danaher is a strong investment it is important to analyze Danaher's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Danaher's future performance. For an informed investment choice regarding Danaher Stock, refer to the following important reports:Check out Danaher Backtesting, Danaher Valuation, Danaher Correlation, Danaher Hype Analysis, Danaher Volatility, Danaher History and analyze Danaher Performance. For more detail on how to invest in Danaher Stock please use our How to Invest in Danaher guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Danaher 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.