DICKS Sporting (Germany) Alpha and Beta Analysis
| DSG Stock | EUR 199.88 0.57 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DICKS Sporting Goods. It also helps investors analyze the systematic and unsystematic risks associated with investing in DICKS Sporting over a specified time horizon. Remember, high DICKS Sporting'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 DICKS Sporting's market risk premium analysis include:
Beta 1.15 | Alpha (0.20) | Risk 2.48 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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.
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DICKS Sporting Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DICKS Sporting market risk premium is the additional return an investor will receive from holding DICKS Sporting 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 DICKS Sporting. 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 DICKS Sporting's performance over market.| α | -0.2 | β | 1.15 |
DICKS Sporting 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 DICKS Sporting's Buy-and-hold return. Our buy-and-hold chart shows how DICKS Sporting performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DICKS Sporting Market Price Analysis
Market price analysis indicators help investors to evaluate how DICKS Sporting stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DICKS Sporting shares will generate the highest return on investment. By understating and applying DICKS Sporting stock market price indicators, traders can identify DICKS Sporting position entry and exit signals to maximize returns.
DICKS Sporting Return and Market Media
The median price of DICKS Sporting for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 187.64 with a coefficient of variation of 4.39. The daily time series for the period is distributed with a sample standard deviation of 8.33, arithmetic mean of 189.84, and mean deviation of 6.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About DICKS Sporting 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 DICKS or other stocks. Alpha measures the amount that position in DICKS Sporting Goods 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.
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 DICKS Sporting 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, DICKS Sporting's short interest history, or implied volatility extrapolated from DICKS Sporting options trading.
Build Portfolio with DICKS Sporting
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Additional Information and Resources on Investing in DICKS Stock
When determining whether DICKS Sporting Goods is a strong investment it is important to analyze DICKS Sporting's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact DICKS Sporting's future performance. For an informed investment choice regarding DICKS Stock, refer to the following important reports:Check out DICKS Sporting Backtesting, DICKS Sporting Valuation, DICKS Sporting Correlation, DICKS Sporting Hype Analysis, DICKS Sporting Volatility, DICKS Sporting History and analyze DICKS Sporting Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
DICKS Sporting 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.