Dentsply Sirona (Germany) Alpha and Beta Analysis
| DY2 Stock | EUR 18.42 0.03 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dentsply Sirona. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dentsply Sirona over a specified time horizon. Remember, high Dentsply Sirona'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 Dentsply Sirona's market risk premium analysis include:
Beta (2.23) | Alpha 0.0238 | Risk 3.89 | Sharpe Ratio (0.06) | Expected Return (0.22) |
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.
Dentsply |
Dentsply Sirona Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dentsply Sirona market risk premium is the additional return an investor will receive from holding Dentsply Sirona 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 Dentsply Sirona. 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 Dentsply Sirona's performance over market.| α | 0.02 | β | -2.23 |
Dentsply Sirona 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 Dentsply Sirona's Buy-and-hold return. Our buy-and-hold chart shows how Dentsply Sirona performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dentsply Sirona Market Price Analysis
Market price analysis indicators help investors to evaluate how Dentsply Sirona stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dentsply Sirona shares will generate the highest return on investment. By understating and applying Dentsply Sirona stock market price indicators, traders can identify Dentsply Sirona position entry and exit signals to maximize returns.
Dentsply Sirona Return and Market Media
The median price of Dentsply Sirona for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 22.23 with a coefficient of variation of 10.98. The daily time series for the period is distributed with a sample standard deviation of 2.33, arithmetic mean of 21.27, and mean deviation of 1.9. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Dentsply Sirona 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 Dentsply or other stocks. Alpha measures the amount that position in Dentsply Sirona 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 Dentsply Sirona 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, Dentsply Sirona's short interest history, or implied volatility extrapolated from Dentsply Sirona options trading.
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Additional Information and Resources on Investing in Dentsply Stock
When determining whether Dentsply Sirona offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Dentsply Sirona's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Dentsply Sirona Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Dentsply Sirona Stock:Check out Dentsply Sirona Backtesting, Dentsply Sirona Valuation, Dentsply Sirona Correlation, Dentsply Sirona Hype Analysis, Dentsply Sirona Volatility, Dentsply Sirona History and analyze Dentsply Sirona Performance. For more detail on how to invest in Dentsply Stock please use our How to Invest in Dentsply Sirona guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Dentsply Sirona 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.