Donegal Group B Stock Alpha and Beta Analysis
| DGICB Stock | USD 14.50 0.40 2.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Donegal Group B. It also helps investors analyze the systematic and unsystematic risks associated with investing in Donegal Group over a specified time horizon. Remember, high Donegal Group'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 Donegal Group's market risk premium analysis include:
Beta (0.02) | Alpha 0.37 | Risk 3.4 | Sharpe Ratio 0.0898 | Expected Return 0.31 |
Enterprise Value |
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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.
Donegal |
Donegal Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Donegal Group market risk premium is the additional return an investor will receive from holding Donegal Group 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 Donegal Group. 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 Donegal Group's performance over market.| α | 0.37 | β | -0.02 |
Donegal Group 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 Donegal Group's Buy-and-hold return. Our buy-and-hold chart shows how Donegal Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Donegal Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Donegal Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Donegal Group shares will generate the highest return on investment. By understating and applying Donegal Group stock market price indicators, traders can identify Donegal Group position entry and exit signals to maximize returns.
Donegal Group Return and Market Media
The median price of Donegal Group for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 12.9 with a coefficient of variation of 6.56. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 13.24, and mean deviation of 0.74. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Sponic David Wayne of tradable shares of Donegal Group at 14.59 subject to Rule 16b-3 | 08/30/2024 |
2 | Proactive Strategies - Stock Traders Daily | 10/07/2024 |
3 | Donegal Group executive Sanjay Pandey sells 542,360 in stock | 11/01/2024 |
4 | Donegal Group senior vice president sells 52,161 in stock | 11/06/2024 |
5 | Donegal group sees 262,905 in stock purchases by mutual insurance co | 11/14/2024 |
| Donegal Group dividend paid on 15th of November 2024 | 11/15/2024 |
7 | Donegal group sees 8,150 in stock purchases by mutual insurance co | 11/19/2024 |
8 | Donegal Group Inc.s Has Been On A Rise But Financial Prospects Look Weak Is The Stock Overpriced | 11/21/2024 |
9 | New Strong Buy Stocks for November 25th | 11/25/2024 |
10 | Donegal group sees 274,337 in stock purchases by mutual insurance co | 11/27/2024 |
About Donegal Group 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 Donegal or other stocks. Alpha measures the amount that position in Donegal Group B 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 | 2024 (projected) | Dividend Yield | 0.044 | 0.0459 | 0.0497 | Price To Sales Ratio | 0.53 | 983K | 0.47 |
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 Donegal Group 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, Donegal Group's short interest history, or implied volatility extrapolated from Donegal Group options trading.
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Check out Donegal Group Backtesting, Donegal Group Valuation, Donegal Group Correlation, Donegal Group Hype Analysis, Donegal Group Volatility, Donegal Group History and analyze Donegal Group Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Donegal Group 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.