Digital Brands Group Stock Alpha and Beta Analysis
| DBGIW Stock | USD 12.21 4.39 26.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Digital Brands Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Digital Brands over a specified time horizon. Remember, high Digital Brands' 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 Digital Brands' market risk premium analysis include:
Beta 0.0521 | Alpha 1.38 | Risk 130.22 | Sharpe Ratio 0.14 | Expected Return 18.29 |
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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.
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Digital Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Digital Brands market risk premium is the additional return an investor will receive from holding Digital Brands 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 Digital Brands. 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 Digital Brands' performance over market.| α | 1.38 | β | 0.05 |
Digital Brands 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 Digital Brands' Buy-and-hold return. Our buy-and-hold chart shows how Digital Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Digital Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Digital Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Digital Brands shares will generate the highest return on investment. By understating and applying Digital Brands stock market price indicators, traders can identify Digital Brands position entry and exit signals to maximize returns.
Digital Brands Return and Market Media
The median price of Digital Brands for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 12.95 with a coefficient of variation of 25.73. The daily time series for the period is distributed with a sample standard deviation of 3.27, arithmetic mean of 12.7, and mean deviation of 2.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Digital brands group Branded to acquire Heyday and form new company - Axios | 09/05/2024 |
2 | Digital Brands Group faces Nasdaq delisting over rule violation - Investing.com | 11/01/2024 |
3 | Digital Brands Group Announces Public Offering Pricing - MSN | 11/20/2024 |
About Digital Brands 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 Digital or other stocks. Alpha measures the amount that position in Digital Brands Group 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) | Payables Turnover | 0.71 | 0.99 | 1.11 | 1.06 | Days Of Inventory On Hand | 214.47 | 237.49 | 211.42 | 138.57 |
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 Digital Brands 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, Digital Brands' short interest history, or implied volatility extrapolated from Digital Brands options trading.
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Additional Tools for Digital Stock Analysis
When running Digital Brands' price analysis, check to measure Digital Brands' 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 Digital Brands is operating at the current time. Most of Digital Brands' value examination focuses on studying past and present price action to predict the probability of Digital Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Digital Brands' price. Additionally, you may evaluate how the addition of Digital Brands to your portfolios can decrease your overall portfolio volatility.