Dustin Group (UK) Alpha and Beta Analysis
| 0R5W Stock | 87.20 80.90 1,284% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dustin Group AB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dustin Group over a specified time horizon. Remember, high Dustin Group'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 Dustin Group's market risk premium analysis include:
Beta 32.25 | Alpha 15.49 | Risk 125.13 | Sharpe Ratio 0.12 | Expected Return 14.79 |
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.
Dustin |
Dustin Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dustin Group market risk premium is the additional return an investor will receive from holding Dustin Group 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 Dustin Group. 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 Dustin Group's performance over market.| α | 15.49 | β | 32.25 |
Dustin Group 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 Dustin Group's Buy-and-hold return. Our buy-and-hold chart shows how Dustin Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dustin Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Dustin Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dustin Group shares will generate the highest return on investment. By understating and applying Dustin Group stock market price indicators, traders can identify Dustin Group position entry and exit signals to maximize returns.
Dustin Group Return and Market Media
The median price of Dustin Group for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8.3 with a coefficient of variation of 99.91. The daily time series for the period is distributed with a sample standard deviation of 9.77, arithmetic mean of 9.77, and mean deviation of 2.76. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Dustin Group AB Announces Leaving of Alexandra Frst as COO - Marketscreener.com | 10/01/2024 |
About Dustin Group 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 Dustin or other stocks. Alpha measures the amount that position in Dustin Group AB 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 Dustin Group 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, Dustin Group's short interest history, or implied volatility extrapolated from Dustin Group options trading.
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Additional Tools for Dustin Stock Analysis
When running Dustin Group's price analysis, check to measure Dustin Group'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 Dustin Group is operating at the current time. Most of Dustin Group's value examination focuses on studying past and present price action to predict the probability of Dustin Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dustin Group's price. Additionally, you may evaluate how the addition of Dustin Group to your portfolios can decrease your overall portfolio volatility.