Walt Disney Stock Beta

DIS Stock

USD 113.43 0.24 0.21%

Walt Disney fundamentals help investors to digest information that contributes to Disney's financial success or failures. It also enables traders to predict the movement of Disney Stock. The fundamental analysis module provides a way to measure Disney's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Disney stock.

Short Long Term Debt Total Total Assets

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Walt Disney Company Beta Analysis

Disney's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current Disney Beta

1.4

Most of Disney's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Walt Disney is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Disney Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Disney is extremely important. It helps to project a fair market value of Disney Stock properly, considering its historical fundamentals such as Beta. Since Disney's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Disney's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Disney's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Total Liab	Accounts Payable	Net Receivables	Total Current Assets	Short Term Debt	Intangible Assets	Common Stock	Long Term Debt	Treasury Stock	Property Plant Equipment	Good Will	Current Deferred Revenue	Total Permanent Equity	Deferred Long Term Liab	Net Tangible Assets	Short Long Term Debt	Long Term Debt Total	Long Term Investments	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock	Accumulated Depreciation
Total Assets		0.98	0.98	0.14	0.99	0.99	0.96	0.82	0.75	0.38	0.86	0.96	0.63	0.82	0.98	0.74	0.76	0.95	-0.44	0.69	0.92	0.66	0.81	0.94	0.1	0.94	-0.39
Total Stockholder Equity	0.98		0.97	0.18	0.96	0.98	0.94	0.75	0.74	0.28	0.83	0.91	0.62	0.78	0.95	0.77	0.73	0.93	-0.3	0.66	0.86	0.66	0.77	0.92	-0.05	0.93	-0.35
Net Debt	0.98	0.97		0.12	0.98	0.97	0.95	0.75	0.83	0.41	0.81	0.95	0.64	0.78	0.97	0.74	0.79	0.96	-0.45	0.79	0.91	0.72	0.79	0.94	0.0	0.94	-0.29
Retained Earnings	0.14	0.18	0.12		0.12	0.09	0.32	0.07	0.32	-0.63	0.2	-0.04	-0.66	0.35	-0.04	0.35	0.32	-0.14	0.23	0.15	-0.13	0.18	-0.18	-0.14	-0.2	-0.11	0.18
Total Liab	0.99	0.96	0.98	0.12		0.98	0.95	0.84	0.76	0.43	0.85	0.98	0.63	0.82	0.98	0.71	0.78	0.95	-0.5	0.72	0.94	0.68	0.83	0.94	0.16	0.93	-0.38
Accounts Payable	0.99	0.98	0.97	0.09	0.98		0.93	0.79	0.72	0.4	0.83	0.95	0.67	0.78	0.98	0.75	0.76	0.96	-0.39	0.68	0.91	0.67	0.81	0.95	0.04	0.95	-0.45
Net Receivables	0.96	0.94	0.95	0.32	0.95	0.93		0.79	0.84	0.32	0.84	0.88	0.46	0.82	0.91	0.72	0.78	0.86	-0.48	0.76	0.82	0.64	0.66	0.84	0.04	0.84	-0.27
Total Current Assets	0.82	0.75	0.75	0.07	0.84	0.79	0.79		0.52	0.47	0.93	0.85	0.49	0.91	0.8	0.67	0.62	0.77	-0.61	0.59	0.88	0.52	0.8	0.81	0.48	0.75	-0.45
Short Term Debt	0.75	0.74	0.83	0.32	0.76	0.72	0.84	0.52		0.25	0.62	0.67	0.32	0.63	0.73	0.58	0.71	0.69	-0.46	0.89	0.61	0.64	0.45	0.65	-0.2	0.67	0.02
Intangible Assets	0.38	0.28	0.41	-0.63	0.43	0.4	0.32	0.47	0.25		0.3	0.55	0.72	0.22	0.54	0.04	0.21	0.57	-0.79	0.46	0.6	0.13	0.42	0.55	0.45	0.48	-0.27
Common Stock	0.86	0.83	0.81	0.2	0.85	0.83	0.84	0.93	0.62	0.3		0.81	0.46	0.97	0.81	0.87	0.66	0.78	-0.43	0.68	0.85	0.65	0.77	0.85	0.17	0.82	-0.37
Long Term Debt	0.96	0.91	0.95	-0.04	0.98	0.95	0.88	0.85	0.67	0.55	0.81		0.72	0.78	0.98	0.64	0.74	0.96	-0.56	0.67	0.98	0.65	0.89	0.95	0.28	0.93	-0.42
Treasury Stock	0.63	0.62	0.64	-0.66	0.63	0.67	0.46	0.49	0.32	0.72	0.46	0.72		0.31	0.76	0.32	0.31	0.83	-0.39	0.4	0.75	0.37	0.72	0.81	0.09	0.8	-0.39
Property Plant Equipment	0.82	0.78	0.78	0.35	0.82	0.78	0.82	0.91	0.63	0.22	0.97	0.78	0.31		0.75	0.88	0.71	0.71	-0.4	0.69	0.82	0.69	0.74	0.78	0.21	0.75	-0.28
Good Will	0.98	0.95	0.97	-0.04	0.98	0.98	0.91	0.8	0.73	0.54	0.81	0.98	0.76	0.75		0.69	0.73	0.99	-0.5	0.71	0.95	0.63	0.83	0.97	0.12	0.97	-0.4
Current Deferred Revenue	0.74	0.77	0.74	0.35	0.71	0.75	0.72	0.67	0.58	0.04	0.87	0.64	0.32	0.88	0.69		0.62	0.66	-0.04	0.63	0.68	0.68	0.62	0.74	-0.19	0.76	-0.28
Total Permanent Equity	0.76	0.73	0.79	0.32	0.78	0.76	0.78	0.62	0.71	0.21	0.66	0.74	0.31	0.71	0.73	0.62		0.7	-0.35	0.7	0.71	0.67	0.57	0.69	0.08	0.68	-0.26
Deferred Long Term Liab	0.95	0.93	0.96	-0.14	0.95	0.96	0.86	0.77	0.69	0.57	0.78	0.96	0.83	0.71	0.99	0.66	0.7		-0.47	0.69	0.95	0.63	0.85	0.98	0.1	0.98	-0.41
Net Tangible Assets	-0.44	-0.3	-0.45	0.23	-0.5	-0.39	-0.48	-0.61	-0.46	-0.79	-0.43	-0.56	-0.39	-0.4	-0.5	-0.04	-0.35	-0.47		-0.58	-0.57	-0.19	-0.36	-0.44	-0.58	-0.35	0.1
Short Long Term Debt	0.69	0.66	0.79	0.15	0.72	0.68	0.76	0.59	0.89	0.46	0.68	0.67	0.4	0.69	0.71	0.63	0.7	0.69	-0.58		0.69	0.7	0.5	0.7	-0.1	0.7	-0.02
Long Term Debt Total	0.92	0.86	0.91	-0.13	0.94	0.91	0.82	0.88	0.61	0.6	0.85	0.98	0.75	0.82	0.95	0.68	0.71	0.95	-0.57	0.69		0.67	0.93	0.97	0.3	0.93	-0.43
Long Term Investments	0.66	0.66	0.72	0.18	0.68	0.67	0.64	0.52	0.64	0.13	0.65	0.65	0.37	0.69	0.63	0.68	0.67	0.63	-0.19	0.7	0.67		0.68	0.68	-0.19	0.71	-0.04
Cash And Equivalents	0.81	0.77	0.79	-0.18	0.83	0.81	0.66	0.8	0.45	0.42	0.77	0.89	0.72	0.74	0.83	0.62	0.57	0.85	-0.36	0.5	0.93	0.68		0.89	0.3	0.87	-0.42
Net Invested Capital	0.94	0.92	0.94	-0.14	0.94	0.95	0.84	0.81	0.65	0.55	0.85	0.95	0.81	0.78	0.97	0.74	0.69	0.98	-0.44	0.7	0.97	0.68	0.89		0.11	0.99	-0.41
Net Working Capital	0.1	-0.05	0.0	-0.2	0.16	0.04	0.04	0.48	-0.2	0.45	0.17	0.28	0.09	0.21	0.12	-0.19	0.08	0.1	-0.58	-0.1	0.3	-0.19	0.3	0.11		-0.01	-0.25
Capital Stock	0.94	0.93	0.94	-0.11	0.93	0.95	0.84	0.75	0.67	0.48	0.82	0.93	0.8	0.75	0.97	0.76	0.68	0.98	-0.35	0.7	0.93	0.71	0.87	0.99	-0.01		-0.35
Accumulated Depreciation	-0.39	-0.35	-0.29	0.18	-0.38	-0.45	-0.27	-0.45	0.02	-0.27	-0.37	-0.42	-0.39	-0.28	-0.4	-0.28	-0.26	-0.41	0.1	-0.02	-0.43	-0.04	-0.42	-0.41	-0.25	-0.35

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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict Disney

In accordance with the recently published financial statements, Walt Disney has a Beta of 1.398. This is 9.22% higher than that of the Entertainment sector and significantly higher than that of the Communication Services industry. The beta for all United States stocks is notably lower than that of the firm.

Disney Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Disney's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Disney could also be used in its relative valuation, which is a method of valuing Disney by comparing valuation metrics of similar companies.

Disney is currently under evaluation in beta category among its peers.

Disney ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Disney's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Disney's managers, analysts, and investors.

Environmental

Governance

Social

Disney Institutional Holders

Institutional Holdings refers to the ownership stake in Disney that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Disney's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Disney's value.

		Shares
Alliancebernstein L.p.	2024-09-30	17.6 M
Jennison Associates Llc	2024-09-30	15.6 M
Nuveen Asset Management, Llc	2024-09-30	15.1 M
Valueact Holdings, L.p.	2024-09-30	14.9 M
Bank Of New York Mellon Corp	2024-09-30	14.8 M
Loomis, Sayles & Company Lp	2024-09-30	14.8 M
Ameriprise Financial Inc	2024-09-30	14.2 M
Legal & General Group Plc	2024-09-30	14.1 M
Ubs Asset Mgmt Americas Inc	2024-09-30	13.9 M
Vanguard Group Inc	2024-09-30	155.2 M
Blackrock Inc	2024-09-30	125 M

As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Disney will likely underperform.

Disney Fundamentals

	Return On Equity	0.0546
	Return On Asset	0.0362
	Profit Margin	0.05 %
	Operating Margin	0.15 %
	Current Valuation	247.44 B
	Shares Outstanding	1.81 B
	Shares Owned By Institutions	69.77 %
	Number Of Shares Shorted	17.54 M
	Price To Earning	56.03 X
	Price To Book	2.03 X
	Price To Sales	2.27 X
	Revenue	91.36 B
	Gross Profit	31.83 B
	EBITDA	14.01 B
	Net Income	5.77 B
	Cash And Equivalents	14.18 B
	Cash Per Share	6.52 X
	Total Debt	48.74 B
	Debt To Equity	0.45 %
	Current Ratio	1.00 X
	Book Value Per Share	55.41 X
	Cash Flow From Operations	13.97 B
	Short Ratio	2.29 X
	Earnings Per Share	2.73 X
	Price To Earnings To Growth	1.00 X
	Target Price	124.56
	Number Of Employees	173.25 K
	Beta	1.4
	Market Capitalization	204.7 B
	Total Asset	196.22 B
	Retained Earnings	49.72 B
	Working Capital	(9.36 B)
	Current Asset	16.97 B
	Current Liabilities	16.84 B
	Annual Yield	0.01 %
	Five Year Return	1.38 %
	Net Asset	196.22 B

About Disney Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Walt Disney's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Disney using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Walt Disney based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

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Additional Tools for Disney Stock Analysis

When running Disney's price analysis, check to measure Disney's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.

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