Designer Brands Stock Alpha and Beta Analysis
| DBI Stock | USD 5.04 0.15 3.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Designer Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in Designer Brands over a specified time horizon. Remember, high Designer Brands' 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 Designer Brands' market risk premium analysis include:
Beta 1.25 | Alpha (0.72) | Risk 3.97 | Sharpe Ratio (0.14) | Expected Return (0.56) |
Designer Brands 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.
Designer |
Designer Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Designer Brands market risk premium is the additional return an investor will receive from holding Designer Brands 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 Designer Brands. 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 Designer Brands' performance over market.| α | -0.72 | β | 1.25 |
Designer Brands 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 Designer Brands' Buy-and-hold return. Our buy-and-hold chart shows how Designer Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Designer Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Designer Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Designer Brands shares will generate the highest return on investment. By understating and applying Designer Brands stock market price indicators, traders can identify Designer Brands position entry and exit signals to maximize returns.
Designer Brands Return and Market Media
The median price of Designer Brands for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 5.95 with a coefficient of variation of 13.89. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 5.99, and mean deviation of 0.67. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Why Designer Brands Stock Is Moving Today | 09/11/2024 |
2 | Designer Brands Inc. Q2 2024 Earnings Call Transcript | 09/12/2024 |
3 | Disposition of 22000 shares by Harvey Sonnenberg of Designer Brands at 6.62 subject to Rule 16b-3 | 09/17/2024 |
4 | Insider Sale Director Harvey Sonnenberg Sells 22,000 Shares of Designer Brands Inc | 09/20/2024 |
5 | Dawn Bates International Ltd Founder and Social Justice Advocate Dawn Bates Shortlisted for Two Prestigious UK Businesswomen Awards | 10/01/2024 |
6 | Q2 2024 Designer Brands Inc Earnings Call Transcript | 10/09/2024 |
7 | Disposition of 25787 shares by Mark Haley of Designer Brands at 6.035 subject to Rule 16b-3 | 10/15/2024 |
| Designer Brands dividend paid on 18th of October 2024 | 10/18/2024 |
9 | Dimensional Fund Advisors LPs Strategic Acquisition in Designer Brands Inc | 10/31/2024 |
10 | Acquisition by Joseph Schottenstein of 4429 shares of Designer Brands subject to Rule 16b-3 | 11/01/2024 |
11 | Designer Brands Could Be Struggling To Allocate Capital | 11/06/2024 |
12 | Designer Brands Inc. Announces Third Quarter 2024 Earnings Release Date | 11/20/2024 |
About Designer Brands 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 Designer or other stocks. Alpha measures the amount that position in Designer Brands 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.
| 2010 | 2014 | 2020 | 2024 (projected) | Dividend Yield | 0.009939 | 0.0692 | 0.0215 | 0.021 | Price To Sales Ratio | 1.44 | 0.3 | 0.18 | 1.28 |
Designer Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of Designer Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Designer Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Designer Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Designer Brands. Please utilize our Beneish M Score to check the likelihood of Designer Brands' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Designer Brands
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Check out Designer Brands Backtesting, Designer Brands Valuation, Designer Brands Correlation, Designer Brands Hype Analysis, Designer Brands Volatility, Designer Brands History and analyze Designer Brands Performance. For more detail on how to invest in Designer Stock please use our How to Invest in Designer Brands guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Designer Brands 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.