Walt Disney Stock Alpha and Beta Analysis
| DIS Stock | USD 98.64 1.77 1.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walt Disney. It also helps investors analyze the systematic and unsystematic risks associated with investing in Disney over a specified time horizon. Remember, high Disney'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 Disney's market risk premium analysis include:
Beta 0.67 | Alpha (0.18) | Risk 1.38 | Sharpe Ratio (0.17) | Expected Return (0.23) |
Disney 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.
Disney |
Disney Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Disney market risk premium is the additional return an investor will receive from holding Disney 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 Disney. 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 Disney's performance over market.| α | -0.18 | β | 0.67 |
Disney 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 Disney's Buy-and-hold return. Our buy-and-hold chart shows how Disney performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Disney Market Price Analysis
Market price analysis indicators help investors to evaluate how Disney stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Disney shares will generate the highest return on investment. By understating and applying Disney stock market price indicators, traders can identify Disney position entry and exit signals to maximize returns.
Disney Return and Market Media
The median price of Disney for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 111.2 with a coefficient of variation of 3.34. The daily time series for the period is distributed with a sample standard deviation of 3.69, arithmetic mean of 110.37, and mean deviation of 2.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Disney dividend paid on 16th of January 2025 | 01/16/2025 |
1 | 42West Names Jeffrey R. Epstein VP Strategic Comms Jonah Keel Michael Rizzo Promoted | 02/06/2025 |
2 | Mr Bates Vs The Post Office leads Broadcasting Press Guild Awards nominees | 02/25/2025 |
3 | Ruby Frankes kids havent had contact with the former mommy vlogger since she was convicted of child abuse | 03/03/2025 |
4 | Marvel fans get a traumatic twist and new character in Daredevil Born Again premiere | 03/05/2025 |
5 | Gogglebox Ellie Warner reveals reason shes not bothered about getting married | 03/07/2025 |
6 | Disposition of 3097 shares by Horacio Gutierrez of Disney at 114.13 subject to Rule 16b-3 | 03/10/2025 |
7 | New Lilo Stitch trailer delights fans despite casting controversy Im blown away | 03/12/2025 |
About Disney 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 Disney or other stocks. Alpha measures the amount that position in Walt Disney 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.
| 2010 | 2024 | 2025 (projected) | Dividend Yield | 0.007163 | 0.0144 | 0.00781 | Price To Sales Ratio | 2.08 | 1.67 | 1.85 |
Disney Upcoming Company Events
As portrayed in its financial statements, the presentation of Disney's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Disney's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Disney's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Disney. Please utilize our Beneish M Score to check the likelihood of Disney's management manipulating its earnings.
| 8th of May 2024 Upcoming Quarterly Report | View | |
| 14th of August 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 13th of November 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Disney Stock Analysis
When running Disney's price analysis, check to measure Disney's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.