Ziff Davis Stock Alpha and Beta Analysis
| ZD Stock | USD 47.50 0.52 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ziff Davis. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ziff Davis over a specified time horizon. Remember, high Ziff Davis' 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 Ziff Davis' market risk premium analysis include:
Beta 0.94 | Alpha (0.25) | Risk 1.66 | Sharpe Ratio (0.21) | Expected Return (0.35) |
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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.
Ziff |
Ziff Davis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ziff Davis market risk premium is the additional return an investor will receive from holding Ziff Davis 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 Ziff Davis. 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 Ziff Davis' performance over market.| α | -0.25 | β | 0.94 |
Ziff Davis 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 Ziff Davis' Buy-and-hold return. Our buy-and-hold chart shows how Ziff Davis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ziff Davis Market Price Analysis
Market price analysis indicators help investors to evaluate how Ziff Davis stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ziff Davis shares will generate the highest return on investment. By understating and applying Ziff Davis stock market price indicators, traders can identify Ziff Davis position entry and exit signals to maximize returns.
Ziff Davis Return and Market Media
The median price of Ziff Davis for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 54.78 with a coefficient of variation of 5.15. The daily time series for the period is distributed with a sample standard deviation of 2.83, arithmetic mean of 54.92, and mean deviation of 2.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 12/02/2024 |
2 | Disposition of tradable shares by Rossen Jeremy of Ziff Davis at 73.24 subject to Rule 16b-3 | 12/04/2024 |
3 | Acquisition by Ray Neville R of 3056 shares of Ziff Davis subject to Rule 16b-3 | 01/08/2025 |
4 | Ziff Davis, Inc. Shares Purchased by Hunter Perkins Capital Management LLC | 01/27/2025 |
5 | Nisa Investment Advisors LLC Sells Shares of Ziff Davis, Inc. | 01/28/2025 |
6 | WOLVERINE ASSET MANAGEMENT LLC Acquires Significant Stake in DT Cloud Star Acquisition Corp | 01/31/2025 |
7 | Ziff Davis Inc Announces Fourth Quarter and Year-End 2024 Earnings Release and Call | 02/10/2025 |
8 | Janus Henderson Group PLC Increases Stake in Ziff Davis Inc | 02/14/2025 |
9 | Appian Reports Break-Even Earnings for Q4 | 02/19/2025 |
10 | From 2D to ZD--A Zonda Dimensional Approach to Floor Plan Visualization | 02/25/2025 |
About Ziff Davis 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 Ziff or other stocks. Alpha measures the amount that position in Ziff Davis 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.
| 2022 | 2023 | 2024 | 2025 (projected) | ROE | 0.0337 | 0.0219 | 0.0743 | 0.0706 | Income Quality | 5.28 | 7.71 | 6.19 | 6.5 |
Ziff Davis Upcoming Company Events
As portrayed in its financial statements, the presentation of Ziff Davis' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ziff Davis' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ziff Davis' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ziff Davis. Please utilize our Beneish M Score to check the likelihood of Ziff Davis' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Ziff Davis Backtesting, Ziff Davis Valuation, Ziff Davis Correlation, Ziff Davis Hype Analysis, Ziff Davis Volatility, Ziff Davis History and analyze Ziff Davis Performance. For information on how to trade Ziff Stock refer to our How to Trade Ziff Stock 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.
Ziff Davis 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.