Donaldson Stock Alpha and Beta Analysis
| DCI Stock | USD 68.44 1.43 2.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Donaldson. It also helps investors analyze the systematic and unsystematic risks associated with investing in Donaldson over a specified time horizon. Remember, high Donaldson'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 Donaldson's market risk premium analysis include:
Beta 0.71 | Alpha (0.02) | Risk 1.23 | Sharpe Ratio (0.08) | Expected Return (0.10) |
Donaldson Quarterly Cash And Equivalents |
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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.
Donaldson |
Donaldson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Donaldson market risk premium is the additional return an investor will receive from holding Donaldson 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 Donaldson. 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 Donaldson's performance over market.| α | -0.02 | β | 0.71 |
Donaldson 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 Donaldson's Buy-and-hold return. Our buy-and-hold chart shows how Donaldson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Donaldson Market Price Analysis
Market price analysis indicators help investors to evaluate how Donaldson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Donaldson shares will generate the highest return on investment. By understating and applying Donaldson stock market price indicators, traders can identify Donaldson position entry and exit signals to maximize returns.
Donaldson Return and Market Media
The median price of Donaldson for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 69.44 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 1.69, arithmetic mean of 69.43, and mean deviation of 1.4. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Donaldson dividend paid on 20th of December 2024 | 12/20/2024 |
| Donaldson dividend paid on 23rd of December 2024 | 12/23/2024 |
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2 | What Analyst Projections for Key Metrics Reveal About Donaldson Q2 Earnings | 02/24/2025 |
3 | Donaldson Q2 Earnings and Revenues Miss Estimates | 02/27/2025 |
| Donaldson dividend paid on 28th of February 2025 | 02/28/2025 |
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6 | Aerospace and Defense Filters Industry Report 2024 A Highly Consolidated Global 1.46 Billion Market by 2034 with Approx 50 Players Worldwide | 03/04/2025 |
7 | Decoding Donaldson Co Inc A Strategic SWOT Insight | 03/05/2025 |
8 | Inside the high-wire business of MrBeast | 03/07/2025 |
9 | YouTuber MrBeast Makes More Money From His Side Hustle Than From His YouTube Videos | 03/11/2025 |
10 | Donaldson Capital Management LLC Sells 1,214 Shares of Illinois Tool Works Inc. | 03/12/2025 |
About Donaldson 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 Donaldson or other stocks. Alpha measures the amount that position in Donaldson 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 | 2025 (projected) | Dividend Yield | 0.0149 | 0.0136 | 0.0096 | Price To Sales Ratio | 2.23 | 2.52 | 1.24 |
Donaldson Upcoming Company Events
As portrayed in its financial statements, the presentation of Donaldson's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Donaldson's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Donaldson's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Donaldson. Please utilize our Beneish M Score to check the likelihood of Donaldson's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 3rd of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
Build Portfolio with Donaldson
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
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Check out Donaldson Backtesting, Donaldson Valuation, Donaldson Correlation, Donaldson Hype Analysis, Donaldson Volatility, Donaldson History and analyze Donaldson Performance. For more detail on how to invest in Donaldson Stock please use our How to Invest in Donaldson guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Donaldson 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.