Digital Brands Group Alpha and Beta Analysis
| DBGIWDelisted Stock | USD 16.00 3.10 24.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Digital Brands Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Digital Brands over a specified time horizon. Remember, high Digital Brands' 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 Digital Brands' market risk premium analysis include:
Beta 0.0996 | Alpha 1.55 | Risk 24.36 | Sharpe Ratio 0.13 | Expected Return 3.05 |
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.
Digital |
Digital Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Digital Brands market risk premium is the additional return an investor will receive from holding Digital Brands 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 Digital Brands. 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 Digital Brands' performance over market.| α | 1.55 | β | 0.1 |
Digital Brands Fundamentals Vs Peers
Comparing Digital Brands' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Digital Brands' direct or indirect competition across all of the common fundamentals between Digital Brands and the related equities. This way, we can detect undervalued stocks with similar characteristics as Digital Brands or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Digital Brands' fundamental indicators could also be used in its relative valuation, which is a method of valuing Digital Brands by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Digital Brands to competition |
| Fundamentals | Digital Brands | Peer Average |
| Return On Equity | -3.73 | -0.31 |
| Return On Asset | -0.21 | -0.14 |
| Profit Margin | (1.03) % | (1.27) % |
| Operating Margin | (0.68) % | (5.51) % |
| Number Of Shares Shorted | 18 | 4.71 M |
| Revenue | 14.92 M | 9.43 B |
| EBITDA | (26.89 K) | 3.9 B |
Digital Brands Opportunities
Digital Brands Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Digital Brands Group delays debt payment, faces Nasdaq delisting - Investing.com | 10/04/2024 |
2 | DBG Announces Marketing Partnership with VAYNERCOMMERCE, already resulting in a 34 percent increase in digital revenue and a 7 percent Increase in Average Order... | 11/13/2024 |
3 | Digital Brands Group Announces Public Offering Pricing - MSN | 11/20/2024 |
4 | Digital Brands Announces 1-for-50 Reverse Stock Split - GlobeNewswire | 12/11/2024 |
About Digital Brands 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 Digital or other delisted stocks. Alpha measures the amount that position in Digital Brands Group 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 Digital Brands 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, Digital Brands' short interest history, or implied volatility extrapolated from Digital Brands options trading.
Build Portfolio with Digital Brands
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 Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Other Consideration for investing in Digital Stock
If you are still planning to invest in Digital Brands Group check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Digital Brands' history and understand the potential risks before investing.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |