Zto Express Stock Alpha and Beta Analysis
| ZTO Stock | USD 18.98 0.02 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ZTO Express. It also helps investors analyze the systematic and unsystematic risks associated with investing in ZTO Express over a specified time horizon. Remember, high ZTO Express' 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 ZTO Express' market risk premium analysis include:
Beta 0.31 | Alpha (0.13) | Risk 2.38 | Sharpe Ratio (0.08) | Expected Return (0.19) |
ZTO Express 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.
ZTO |
ZTO Express Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ZTO Express market risk premium is the additional return an investor will receive from holding ZTO Express 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 ZTO Express. 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 ZTO Express' performance over market.| α | -0.13 | β | 0.31 |
ZTO Express 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 ZTO Express' Buy-and-hold return. Our buy-and-hold chart shows how ZTO Express performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ZTO Express Market Price Analysis
Market price analysis indicators help investors to evaluate how ZTO Express stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ZTO Express shares will generate the highest return on investment. By understating and applying ZTO Express stock market price indicators, traders can identify ZTO Express position entry and exit signals to maximize returns.
ZTO Express Return and Market Media
The median price of ZTO Express for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 22.46 with a coefficient of variation of 9.55. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 22.83, and mean deviation of 1.84. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | ZTO Express Inc Shares Up 4.74 percent on Oct 2 | 10/02/2024 |
| ZTO Express dividend paid on 17th of October 2024 | 10/17/2024 |
2 | Invesco Ltd.s Strategic Reduction in ZTO Express Holdings | 11/06/2024 |
3 | Heres Why Investors Should Avoid ZTO Express Stock Now | 11/07/2024 |
4 | ZTO Express versus BingEx Financial Contrast | 11/12/2024 |
5 | ZTO Express s Returns Have Hit A Wall | 11/18/2024 |
6 | ZTO Express Q3 Earnings Revenues Improve YY, 2024 View Lowered | 11/20/2024 |
7 | ZTO Express Inc Q3 2024 Earnings Call Highlights Strong Parcel Growth and ... | 11/21/2024 |
About ZTO Express 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 ZTO or other stocks. Alpha measures the amount that position in ZTO Express 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) | Dividend Yield | 0.00937 | 0.008749 | 0.017 | 0.0179 | Price To Sales Ratio | 4.75 | 4.28 | 3.17 | 3.01 |
ZTO Express Upcoming Company Events
As portrayed in its financial statements, the presentation of ZTO Express' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ZTO Express' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ZTO Express' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ZTO Express. Please utilize our Beneish M Score to check the likelihood of ZTO Express' management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with ZTO Express
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 ZTO Express Backtesting, ZTO Express Valuation, ZTO Express Correlation, ZTO Express Hype Analysis, ZTO Express Volatility, ZTO Express History and analyze ZTO Express Performance. To learn how to invest in ZTO Stock, please use our How to Invest in ZTO Express guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
ZTO Express 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.