Diageo Plc Adr Stock Alpha and Beta Analysis
| DEO Stock | USD 107.53 1.85 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Diageo PLC ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Diageo PLC over a specified time horizon. Remember, high Diageo PLC'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 Diageo PLC's market risk premium analysis include:
Beta 0.47 | Alpha (0.17) | Risk 1.82 | Sharpe Ratio (0.08) | Expected Return (0.15) |
Diageo PLC 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.
Diageo |
Diageo PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Diageo PLC market risk premium is the additional return an investor will receive from holding Diageo PLC 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 Diageo PLC. 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 Diageo PLC's performance over market.| α | -0.17 | β | 0.47 |
Diageo PLC 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 Diageo PLC's Buy-and-hold return. Our buy-and-hold chart shows how Diageo PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Diageo PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Diageo PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Diageo PLC shares will generate the highest return on investment. By understating and applying Diageo PLC stock market price indicators, traders can identify Diageo PLC position entry and exit signals to maximize returns.
Diageo PLC Return and Market Media
The median price of Diageo PLC for the period between Tue, Nov 19, 2024 and Mon, Feb 17, 2025 is 119.97 with a coefficient of variation of 4.76. The daily time series for the period is distributed with a sample standard deviation of 5.73, arithmetic mean of 120.46, and mean deviation of 4.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Telangana Rations Kingfisher Beer As Heineken Turns Off Taps Amid Price Row | 01/13/2025 |
2 | What Makes Diageo an Attractive Investment Opportunity | 02/05/2025 |
3 | Distilled Spirits Market Size, Share, Trends, Competitive Landscape, Regional Analysis Forecasts By 2032 Diageo plc | 02/06/2025 |
4 | Guinness accused of unfair price rises as demand soars | 02/07/2025 |
5 | Quotient Wealth Partners LLC Sells 567 Shares of Diageo plc | 02/10/2025 |
6 | CLAUDIA SCHUBERT APPOINTED TO CULINARY INSTITUTE OF AMERICA BOARD OF TRUSTEES | 02/11/2025 |
7 | Alcoholic Beverages Market is Going to Booming Growth 2025 With Top Key Players Analysis Through 2032 Diageo Plc | 02/12/2025 |
8 | India slashes bourbon whisky tariffs amid intensifying Trump criticism | 02/14/2025 |
About Diageo PLC 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 Diageo or other stocks. Alpha measures the amount that position in Diageo PLC ADR 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) | Dividend Yield | 0.023 | 0.0321 | 0.0369 | 0.0317 | Price To Sales Ratio | 4.47 | 3.45 | 1.78 | 2.9 |
Diageo PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of Diageo PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Diageo PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Diageo PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Diageo PLC. Please utilize our Beneish M Score to check the likelihood of Diageo PLC's management manipulating its earnings.
| 27th of July 2023 Upcoming Quarterly Report | View | |
| 30th of June 2023 Next Fiscal Quarter End | View | |
| 27th of July 2023 Next Fiscal Year End | View | |
| 31st of March 2023 Last Quarter Report | View | |
| 30th of June 2022 Last Financial Announcement | View |
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Check out Diageo PLC Backtesting, Diageo PLC Valuation, Diageo PLC Correlation, Diageo PLC Hype Analysis, Diageo PLC Volatility, Diageo PLC History and analyze Diageo PLC Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Diageo PLC 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.