Duckhorn Portfolio Stock Alpha and Beta Analysis
| NAPA Stock | USD 10.98 0.01 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Duckhorn Portfolio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Duckhorn Portfolio over a specified time horizon. Remember, high Duckhorn Portfolio'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 Duckhorn Portfolio's market risk premium analysis include:
Beta (2.57) | Alpha 1.58 | Risk 13.05 | Sharpe Ratio 0.11 | Expected Return 1.42 |
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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.
Duckhorn |
Duckhorn Portfolio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Duckhorn Portfolio market risk premium is the additional return an investor will receive from holding Duckhorn Portfolio 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 Duckhorn Portfolio. 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 Duckhorn Portfolio's performance over market.| α | 1.58 | β | -2.57 |
Duckhorn Portfolio 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 Duckhorn Portfolio's Buy-and-hold return. Our buy-and-hold chart shows how Duckhorn Portfolio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Duckhorn Portfolio Market Price Analysis
Market price analysis indicators help investors to evaluate how Duckhorn Portfolio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Duckhorn Portfolio shares will generate the highest return on investment. By understating and applying Duckhorn Portfolio stock market price indicators, traders can identify Duckhorn Portfolio position entry and exit signals to maximize returns.
Duckhorn Portfolio Return and Market Media
The median price of Duckhorn Portfolio for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 10.96 with a coefficient of variation of 28.95. The daily time series for the period is distributed with a sample standard deviation of 2.55, arithmetic mean of 8.82, and mean deviation of 2.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 6035 shares by Zach Rasmuson of Duckhorn Portfolio at 5.93 subject to Rule 16b-3 | 09/19/2024 |
2 | Duckhorn Portfolio stock hits 52-week low at 5.54 - Investing.com | 09/25/2024 |
3 | Disposition of 22046 shares by Deirdre Mahlan of Duckhorn Portfolio at 5.89 subject to Rule 16b-3 | 09/27/2024 |
4 | Insider Trading | 10/04/2024 |
5 | Shareholder Alert Ademi LLP Investigates Whether the Duckhorn Portfolio Is Obtaining a Fair Price for Its Public Shareholders | 10/07/2024 |
6 | SHAREHOLDER INVESTIGATION Halper Sadeh LLC Investigates NAPA, MNTX, SMAR, EVBN on Behalf of Shareholders | 10/10/2024 |
7 | Napa is getting its first Costco, with the long-awaited store reflecting its Wine Country location | 10/18/2024 |
8 | North America Automotive Aftermarket Parts Distributors and Retailers Report 2024 Focus on NAPA Auto Parts, AutoZone, Advance Auto Parts, OReilly Automotive, LK... | 10/24/2024 |
9 | The Duckhorn Portfolio, Inc. Short Interest Update | 10/30/2024 |
10 | NAPA Anesthesia Launches Managed Services to Boost Operational Excellence for Health Systems AMCs | 11/05/2024 |
11 | Barnett Company Inc. Buys Shares of 12,500 The Duckhorn Portfolio, Inc. | 11/12/2024 |
12 | SHAREHOLDER INVESTIGATION Halper Sadeh LLC Investigates NAPA, ZUO, MKFG on Behalf of Shareholders | 11/26/2024 |
About Duckhorn Portfolio 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 Duckhorn or other stocks. Alpha measures the amount that position in Duckhorn Portfolio 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0356 | 0.0317 | Price To Sales Ratio | 2.21 | 2.1 |
Duckhorn Portfolio Upcoming Company Events
As portrayed in its financial statements, the presentation of Duckhorn Portfolio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Duckhorn Portfolio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Duckhorn Portfolio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Duckhorn Portfolio. Please utilize our Beneish M Score to check the likelihood of Duckhorn Portfolio's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 25th of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
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Check out Duckhorn Portfolio Backtesting, Duckhorn Portfolio Valuation, Duckhorn Portfolio Correlation, Duckhorn Portfolio Hype Analysis, Duckhorn Portfolio Volatility, Duckhorn Portfolio History and analyze Duckhorn Portfolio Performance. For information on how to trade Duckhorn Stock refer to our How to Trade Duckhorn Stock guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Duckhorn Portfolio 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.