Deckers Outdoor (Germany) Alpha and Beta Analysis
| DO2 Stock | EUR 194.50 1.95 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deckers Outdoor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deckers Outdoor over a specified time horizon. Remember, high Deckers Outdoor'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 Deckers Outdoor's market risk premium analysis include:
Beta 0.34 | Alpha 0.52 | Risk 2.72 | Sharpe Ratio 0.19 | Expected Return 0.53 |
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.
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Deckers Outdoor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deckers Outdoor market risk premium is the additional return an investor will receive from holding Deckers Outdoor 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 Deckers Outdoor. 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 Deckers Outdoor's performance over market.| α | 0.52 | β | 0.34 |
Deckers Outdoor 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 Deckers Outdoor's Buy-and-hold return. Our buy-and-hold chart shows how Deckers Outdoor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deckers Outdoor Market Price Analysis
Market price analysis indicators help investors to evaluate how Deckers Outdoor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deckers Outdoor shares will generate the highest return on investment. By understating and applying Deckers Outdoor stock market price indicators, traders can identify Deckers Outdoor position entry and exit signals to maximize returns.
Deckers Outdoor Return and Market Media
The median price of Deckers Outdoor for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 151.3 with a coefficient of variation of 12.24. The daily time series for the period is distributed with a sample standard deviation of 19.5, arithmetic mean of 159.26, and mean deviation of 16.72. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Deckers Outdoor 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 Deckers or other stocks. Alpha measures the amount that position in Deckers Outdoor 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 Deckers Outdoor 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, Deckers Outdoor's short interest history, or implied volatility extrapolated from Deckers Outdoor options trading.
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Additional Information and Resources on Investing in Deckers Stock
When determining whether Deckers Outdoor is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Deckers Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Deckers Outdoor Stock. Highlighted below are key reports to facilitate an investment decision about Deckers Outdoor Stock:Check out Deckers Outdoor Backtesting, Deckers Outdoor Valuation, Deckers Outdoor Correlation, Deckers Outdoor Hype Analysis, Deckers Outdoor Volatility, Deckers Outdoor History and analyze Deckers Outdoor Performance. For more detail on how to invest in Deckers Stock please use our How to Invest in Deckers Outdoor guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Deckers Outdoor 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.