Digi International Stock Alpha and Beta Analysis
| DGII Stock | USD 29.03 0.58 2.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Digi International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Digi International over a specified time horizon. Remember, high Digi International'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 Digi International's market risk premium analysis include:
Beta 1.04 | Alpha (0.02) | Risk 3.16 | Sharpe Ratio (0.06) | Expected Return (0.20) |
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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.
Digi |
Digi International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Digi International market risk premium is the additional return an investor will receive from holding Digi International 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 Digi International. 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 Digi International's performance over market.| α | -0.02 | β | 1.04 |
Digi International 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 Digi International's Buy-and-hold return. Our buy-and-hold chart shows how Digi International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Digi International Market Price Analysis
Market price analysis indicators help investors to evaluate how Digi International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Digi International shares will generate the highest return on investment. By understating and applying Digi International stock market price indicators, traders can identify Digi International position entry and exit signals to maximize returns.
Digi International Return and Market Media
The median price of Digi International for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 30.79 with a coefficient of variation of 6.73. The daily time series for the period is distributed with a sample standard deviation of 2.12, arithmetic mean of 31.48, and mean deviation of 1.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Digi International Drives Digital Transformation with the Launch of Digi X-ON | 01/07/2025 |
2 | Disposition of 64864 shares by David Sampsell of Digi International subject to Rule 16b-3 | 01/08/2025 |
3 | Les investissements croissants dans lIA pour la gestion de rseau suscitent des stratgies diffrentes | 01/30/2025 |
4 | Digi International targets 200M ARR by 2028, reports record 120M ARR in Q1 2025 | 02/05/2025 |
5 | Disposition of tradable shares by Terrence Schneider of Digi International at 33.0187 subject to Rule 16b-3 | 02/07/2025 |
6 | Acquisition by Heusinkveld Valerie A of 4142 shares of Digi International subject to Rule 16b-3 | 02/10/2025 |
7 | Opengear Announces CM8100-10G-5G Streamlined Network Management With 5G Connectivity and Scalable Out of Band Access | 02/11/2025 |
8 | Acquisition by Lazarakis Spiro C. of 77 shares of Digi International subject to Rule 16b-3 | 02/12/2025 |
9 | Acquisition by David Sampsell of 2202 shares of Digi International subject to Rule 16b-3 | 02/14/2025 |
10 | Investors in Digi International have seen solid returns of 161 percent over the past five years | 02/21/2025 |
11 | DGII vs. CSCO Which Stock Is the Better Value Option | 03/06/2025 |
About Digi International 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 Digi or other stocks. Alpha measures the amount that position in Digi International 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 | 45.95 | 59.94 | 68.93 | 61.99 | PTB Ratio | 1.79 | 1.72 | 1.98 | 2.85 |
Digi International Upcoming Company Events
As portrayed in its financial statements, the presentation of Digi International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Digi International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Digi International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Digi International. Please utilize our Beneish M Score to check the likelihood of Digi International's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Digi International
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 Digi International Backtesting, Digi International Valuation, Digi International Correlation, Digi International Hype Analysis, Digi International Volatility, Digi International History and analyze Digi International Performance. For more detail on how to invest in Digi Stock please use our How to Invest in Digi International guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Digi International 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.