Dr Horton Stock Alpha and Beta Analysis
| DHI Stock | USD 169.43 0.72 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DR Horton. It also helps investors analyze the systematic and unsystematic risks associated with investing in DR Horton over a specified time horizon. Remember, high DR Horton'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 DR Horton's market risk premium analysis include:
Beta 0.28 | Alpha (0.18) | Risk 1.92 | Sharpe Ratio (0.06) | Expected Return (0.11) |
DR Horton 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.
DHI |
DR Horton Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DR Horton market risk premium is the additional return an investor will receive from holding DR Horton 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 DR Horton. 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 DR Horton's performance over market.| α | -0.18 | β | 0.28 |
DR Horton 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 DR Horton's Buy-and-hold return. Our buy-and-hold chart shows how DR Horton performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DR Horton Market Price Analysis
Market price analysis indicators help investors to evaluate how DR Horton stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DR Horton shares will generate the highest return on investment. By understating and applying DR Horton stock market price indicators, traders can identify DR Horton position entry and exit signals to maximize returns.
DR Horton Return and Market Media
The median price of DR Horton for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 184.72 with a coefficient of variation of 6.1. The daily time series for the period is distributed with a sample standard deviation of 11.0, arithmetic mean of 180.43, and mean deviation of 9.6. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | D.R. Horton Inc Reports Q4 EPS of 3.92 and Revenue of 10.0 Billion, Missing Analyst Estimates | 10/29/2024 |
2 | Jim Cramer on D.R. Horton, Inc. It Was The Forward-looking Metrics That Really Hurt | 11/01/2024 |
3 | Disposition of 1000 shares by Maribess Miller of DR Horton subject to Rule 16b-3 | 11/07/2024 |
4 | Disposition of 11208 shares by Paul Romanowski of DR Horton at 146.12 subject to Rule 16b-3 | 11/13/2024 |
5 | Jim Cramer on D.R. Horton Higher Rates Hit Homebuilder Stocks Hard | 11/15/2024 |
| DR Horton dividend paid on 19th of November 2024 | 11/19/2024 |
7 | Acquisition by David Auld of 36785 shares of DR Horton subject to Rule 16b-3 | 11/20/2024 |
8 | Disposition of 5650 shares by Barbara Allen of DR Horton at 163.1 subject to Rule 16b-3 | 11/21/2024 |
9 | Looking At D.R. Hortons Recent Unusual Options Activity | 11/25/2024 |
10 | Heres Why D.R. Horton Rose In Q3 | 11/26/2024 |
About DR Horton 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 DHI or other stocks. Alpha measures the amount that position in DR Horton 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 | 0.0134 | 0.009319 | 0.006287 | 0.016 | Price To Sales Ratio | 0.71 | 1.03 | 1.71 | 6.16 |
DR Horton Upcoming Company Events
As portrayed in its financial statements, the presentation of DR Horton's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DR Horton's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DR Horton's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DR Horton. Please utilize our Beneish M Score to check the likelihood of DR Horton's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 5th of November 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with DR Horton
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 DR Horton Backtesting, DR Horton Valuation, DR Horton Correlation, DR Horton Hype Analysis, DR Horton Volatility, DR Horton History and analyze DR Horton Performance. For more detail on how to invest in DHI Stock please use our How to Invest in DR Horton guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
DR Horton 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.