Dana Inc Stock Alpha and Beta Analysis
| DAN Stock | USD 16.51 0.36 2.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dana Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dana over a specified time horizon. Remember, high Dana'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 Dana's market risk premium analysis include:
Beta 0.92 | Alpha 0.77 | Risk 3.71 | Sharpe Ratio 0.37 | Expected Return 1.37 |
Dana 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.
Dana |
Dana Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dana market risk premium is the additional return an investor will receive from holding Dana 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 Dana. 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 Dana's performance over market.| α | 0.77 | β | 0.92 |
Dana 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 Dana's Buy-and-hold return. Our buy-and-hold chart shows how Dana performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dana Market Price Analysis
Market price analysis indicators help investors to evaluate how Dana stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dana shares will generate the highest return on investment. By understating and applying Dana stock market price indicators, traders can identify Dana position entry and exit signals to maximize returns.
Dana Return and Market Media
The median price of Dana for the period between Thu, Oct 31, 2024 and Wed, Jan 29, 2025 is 11.49 with a coefficient of variation of 19.86. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 10.98, and mean deviation of 1.8. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Dana dividend paid on 29th of November 2024 | 11/29/2024 |
1 | Acquisition by Antonio Valencia of 796 shares of Dana subject to Rule 16b-3 | 12/02/2024 |
2 | Dana Upgraded at BNP Paribas | 12/06/2024 |
3 | Insider Trading | 12/10/2024 |
4 | Dana Launches Spicer AdvanTEK 40 Pro Axle System for Improved Durability and Optimized Fleet Performance 2.05 Axle Ratio Offers Extreme Downspeeding Coverage | 12/18/2024 |
5 | Acquisition by Douglas Liedberg of 662 shares of Dana subject to Rule 16b-3 | 12/20/2024 |
6 | Dana Incorporated to Host Business Update Conference Call and Webcast on Jan. 24 | 01/15/2025 |
7 | Dana Earns Prestigious Global Top Employer 2025 Award with Recognition in 25 Countries and Regional Distinction for Asia-Pacific, Europe, and North America Oper... | 01/16/2025 |
8 | Dana shares surge 52 percent following InvestingPros November Fair Value signal | 01/17/2025 |
9 | Dana Inc.s SWOT analysis auto parts makers stock faces EV pivot - MSN | 01/29/2025 |
About Dana 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 Dana or other stocks. Alpha measures the amount that position in Dana Inc 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0267 | 0.0275 | 0.0316 | 0.0477 | Price To Sales Ratio | 0.21 | 0.2 | 0.18 | 0.22 |
Dana Upcoming Company Events
As portrayed in its financial statements, the presentation of Dana's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dana's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dana's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dana. Please utilize our Beneish M Score to check the likelihood of Dana's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Dana Backtesting, Dana Valuation, Dana Correlation, Dana Hype Analysis, Dana Volatility, Dana History and analyze Dana Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Dana 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.