Church Dwight Stock Alpha and Beta Analysis
| CHD Stock | USD 110.57 2.98 2.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Church Dwight. It also helps investors analyze the systematic and unsystematic risks associated with investing in Church Dwight over a specified time horizon. Remember, high Church Dwight'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 Church Dwight's market risk premium analysis include:
Beta 0.28 | Alpha 0.003356 | Risk 1.23 | Sharpe Ratio 0.0154 | Expected Return 0.019 |
Church Dwight Quarterly Cash And Equivalents |
|
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.
Church |
Church Dwight Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Church Dwight market risk premium is the additional return an investor will receive from holding Church Dwight 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 Church Dwight. 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 Church Dwight's performance over market.| α | 0 | β | 0.28 |
Church Dwight 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 Church Dwight's Buy-and-hold return. Our buy-and-hold chart shows how Church Dwight performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Church Dwight Market Price Analysis
Market price analysis indicators help investors to evaluate how Church Dwight stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Church Dwight shares will generate the highest return on investment. By understating and applying Church Dwight stock market price indicators, traders can identify Church Dwight position entry and exit signals to maximize returns.
Church Dwight Return and Market Media
The median price of Church Dwight for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 105.81 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 2.52, arithmetic mean of 106.34, and mean deviation of 1.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 11/27/2024 |
| Church Dwight dividend paid on 2nd of December 2024 | 12/02/2024 |
2 | Acquisition by Michael Read of 800 shares of Church Dwight at 106.8293 subject to Rule 16b-3 | 12/16/2024 |
3 | Acquisition by Brian Buchert of tradable shares of Church Dwight subject to Rule 16b-3 | 12/31/2024 |
4 | What To Expect From Church Dwights Q4 Earnings | 01/30/2025 |
5 | Church Dwight Reports Fourth Quarter and Full Year 2024 Results | 01/31/2025 |
6 | Church Dwight Is Increasing Its Dividend To 0.295 | 02/05/2025 |
7 | L. Roy Papp Associates LLP Trims Position in Church Dwight Co., Inc. | 02/12/2025 |
8 | Decoding Church Dwight Co Inc A Strategic SWOT Insight | 02/14/2025 |
9 | Boston Financial Mangement LLC Has 13.84 Million Stock Holdings in Church Dwight Co., Inc. | 02/20/2025 |
10 | We Think You Can Look Beyond Church Dwights Lackluster Earnings | 02/21/2025 |
11 | Church Dwight Co Inc Trading 2.86 percent Higher on Feb 25 | 02/25/2025 |
About Church Dwight 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 Church or other stocks. Alpha measures the amount that position in Church Dwight 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.00986 | 0.013 | 0.0115 | 0.0108 | Price To Sales Ratio | 4.84 | 3.64 | 3.95 | 4.19 |
Church Dwight Upcoming Company Events
As portrayed in its financial statements, the presentation of Church Dwight's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Church Dwight's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Church Dwight's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Church Dwight. Please utilize our Beneish M Score to check the likelihood of Church Dwight's management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Church Dwight
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Church Dwight Backtesting, Church Dwight Valuation, Church Dwight Correlation, Church Dwight Hype Analysis, Church Dwight Volatility, Church Dwight History and analyze Church Dwight Performance. For information on how to trade Church Stock refer to our How to Trade Church Stock guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Church Dwight 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.