Dynatrace Holdings Llc Stock Alpha and Beta Analysis
| DT Stock | USD 56.19 0.73 1.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dynatrace Holdings LLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dynatrace Holdings over a specified time horizon. Remember, high Dynatrace Holdings' 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 Dynatrace Holdings' market risk premium analysis include:
Beta 0.91 | Alpha 0.0695 | Risk 1.49 | Sharpe Ratio 0.14 | Expected Return 0.2 |
Dynatrace Holdings 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.
Dynatrace |
Dynatrace Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dynatrace Holdings market risk premium is the additional return an investor will receive from holding Dynatrace Holdings 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 Dynatrace Holdings. 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 Dynatrace Holdings' performance over market.| α | 0.07 | β | 0.91 |
Dynatrace Holdings 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 Dynatrace Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Dynatrace Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dynatrace Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Dynatrace Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dynatrace Holdings shares will generate the highest return on investment. By understating and applying Dynatrace Holdings stock market price indicators, traders can identify Dynatrace Holdings position entry and exit signals to maximize returns.
Dynatrace Holdings Return and Market Media
The median price of Dynatrace Holdings for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 53.4 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 52.99, and mean deviation of 1.46. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Bernd Greifeneder of Dynatrace Holdings at 49.4813 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 50000 shares by Rick McConnell of Dynatrace Holdings at 51.5021 subject to Rule 16b-3 | 09/16/2024 |
3 | Revenues Not Telling The Story For Dynatrace, Inc. | 10/04/2024 |
4 | Dynatrace Named a Leader in Inaugural 2024 Gartner Magic Quadrant for Digital Experience Monitoring | 10/24/2024 |
5 | Dynatrace Q2 Earnings Taking a Look at Key Metrics Versus Estimates | 11/07/2024 |
6 | Dynatrace Given Hold Rating at Needham Company LLC | 11/11/2024 |
7 | Mobilicom Enters Strategic Partnership with DT Research Targeting the Tactical Ground Control Station Market for Small Sized Drones and Robotics in Harsh Enviro... | 11/13/2024 |
8 | Dynatraces Conservative Accounting Might Explain Soft Earnings | 11/14/2024 |
9 | Disposition of 2674 shares by Rick McConnell of Dynatrace Holdings at 52.35 subject to Rule 16b-3 | 11/15/2024 |
10 | DT Midstream Announces 1.2 Billion Acquisition of Strategic Midwest FERC-Regulated Natural Gas Pipelines | 11/19/2024 |
11 | Dynatrace Joins the Microsoft Intelligent Security Association | 11/20/2024 |
12 | Otter Creek Advisors LLC Has 5.27 Million Stock Holdings in Dynatrace, Inc. | 11/22/2024 |
13 | Whetstone Capital Advisors LLC Trims Stock Holdings in Dynatrace, Inc. | 11/25/2024 |
14 | Acquisition by Michael Capone of 81 shares of Dynatrace Holdings subject to Rule 16b-3 | 11/26/2024 |
About Dynatrace Holdings 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 Dynatrace or other stocks. Alpha measures the amount that position in Dynatrace Holdings LLC 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 | 2023 | 2024 (projected) | Payables Turnover | 7.61 | 10.15 | 13.49 | 17.89 | Days Of Inventory On Hand | 132.17 | 135.97 | 122.37 | 87.37 |
Dynatrace Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Dynatrace Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dynatrace Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dynatrace Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dynatrace Holdings. Please utilize our Beneish M Score to check the likelihood of Dynatrace Holdings' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for Dynatrace Stock Analysis
When running Dynatrace Holdings' price analysis, check to measure Dynatrace Holdings' 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 Dynatrace Holdings is operating at the current time. Most of Dynatrace Holdings' value examination focuses on studying past and present price action to predict the probability of Dynatrace Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dynatrace Holdings' price. Additionally, you may evaluate how the addition of Dynatrace Holdings to your portfolios can decrease your overall portfolio volatility.