Donnelley Financial Solutions Stock Alpha and Beta Analysis
| DFIN Stock | USD 43.29 0.18 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Donnelley Financial Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Donnelley Financial over a specified time horizon. Remember, high Donnelley Financial'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 Donnelley Financial's market risk premium analysis include:
Beta 1.16 | Alpha (0.26) | Risk 3.58 | Sharpe Ratio (0.15) | Expected Return (0.54) |
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.
Donnelley |
Donnelley Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Donnelley Financial market risk premium is the additional return an investor will receive from holding Donnelley Financial 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 Donnelley Financial. 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 Donnelley Financial's performance over market.| α | -0.26 | β | 1.16 |
Donnelley Financial 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 Donnelley Financial's Buy-and-hold return. Our buy-and-hold chart shows how Donnelley Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Donnelley Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Donnelley Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Donnelley Financial shares will generate the highest return on investment. By understating and applying Donnelley Financial stock market price indicators, traders can identify Donnelley Financial position entry and exit signals to maximize returns.
Donnelley Financial Return and Market Media
The median price of Donnelley Financial for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 61.23 with a coefficient of variation of 12.86. The daily time series for the period is distributed with a sample standard deviation of 7.59, arithmetic mean of 59.03, and mean deviation of 6.27. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3000 shares by David Gardella of Donnelley Financial at 62.6817 subject to Rule 16b-3 | 12/17/2024 |
2 | Disposition of 54035 shares by Jeffrey Jacobowitz of Donnelley Financial at 59.9172 subject to Rule 16b-3 | 01/08/2025 |
3 | DFIN to Announce Fourth-Quarter Results and Host Investor Conference Call on February 18, 2025 - Marketscreener.com | 01/28/2025 |
4 | Donnelley Financial Solutions Inc Q4 2024 Earnings Report Preview What To Expect | 02/18/2025 |
5 | Donnelley Financial Solutions, Inc. Q4 2024 Earnings Call Transcript | 02/19/2025 |
6 | Acquisition by Jeffrey Jacobowitz of 2790 shares of Donnelley Financial subject to Rule 16b-3 | 02/20/2025 |
7 | Acquisition by Gary Greenfield of 1000 shares of Donnelley Financial at 48.89 subject to Rule 16b-3 | 02/21/2025 |
8 | Disposition of 25000 shares by Daniel Leib of Donnelley Financial at 22.35 subject to Rule 16b-3 | 02/24/2025 |
9 | Disposition of 11926 shares by Daniel Leib of Donnelley Financial at 47.54 subject to Rule 16b-3 | 03/03/2025 |
10 | Disposition of 4599 shares by Daniel Leib of Donnelley Financial at 46.1 subject to Rule 16b-3 | 03/04/2025 |
11 | Acquisition by Williams Robert Kirk of 9742 shares of Donnelley Financial subject to Rule 16b-3 | 03/05/2025 |
12 | Acquisition by Eric Johnson of 6451 shares of Donnelley Financial subject to Rule 16b-3 | 03/12/2025 |
About Donnelley Financial 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 Donnelley or other stocks. Alpha measures the amount that position in Donnelley Financial 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) | Days Sales Outstanding | 71.59 | 69.5 | 62.55 | 53.54 | PTB Ratio | 3.61 | 4.54 | 4.2 | 2.67 |
Donnelley Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Donnelley Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Donnelley Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Donnelley Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Donnelley Financial. Please utilize our Beneish M Score to check the likelihood of Donnelley Financial's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Donnelley Financial
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 Donnelley Financial Backtesting, Donnelley Financial Valuation, Donnelley Financial Correlation, Donnelley Financial Hype Analysis, Donnelley Financial Volatility, Donnelley Financial History and analyze Donnelley Financial Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Donnelley Financial 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.