Dun Bradstreet Holdings Stock Alpha and Beta Analysis
| DNB Stock | USD 12.75 0.16 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dun Bradstreet Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dun Bradstreet over a specified time horizon. Remember, high Dun Bradstreet'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 Dun Bradstreet's market risk premium analysis include:
Beta 0.37 | Alpha 0.0566 | Risk 1.8 | Sharpe Ratio 0.0703 | Expected Return 0.13 |
Dun Bradstreet 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.
Dun |
Dun Bradstreet Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dun Bradstreet market risk premium is the additional return an investor will receive from holding Dun Bradstreet 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 Dun Bradstreet. 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 Dun Bradstreet's performance over market.| α | 0.06 | β | 0.37 |
Dun Bradstreet 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 Dun Bradstreet's Buy-and-hold return. Our buy-and-hold chart shows how Dun Bradstreet performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dun Bradstreet Market Price Analysis
Market price analysis indicators help investors to evaluate how Dun Bradstreet stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dun Bradstreet shares will generate the highest return on investment. By understating and applying Dun Bradstreet stock market price indicators, traders can identify Dun Bradstreet position entry and exit signals to maximize returns.
Dun Bradstreet Return and Market Media
The median price of Dun Bradstreet for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.58 with a coefficient of variation of 3.9. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 11.65, and mean deviation of 0.38. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ellen Alemany of 191 shares of Dun Bradstreet subject to Rule 16b-3 | 08/30/2024 |
| Dun Bradstreet dividend paid on 19th of September 2024 | 09/19/2024 |
2 | Dun Bradstreet Global Business Optimism Insights Report Shows Quarterly Increase | 10/10/2024 |
3 | DNB Bank Acquires Carnegie Holding for 1.1 Billion in Strategic Expansion | 10/21/2024 |
4 | Dun Bradstreet and Databricks Expand Collaboration to Deliver Real-Time Access to Global Datasets | 10/29/2024 |
5 | Dun Bradstreet Reports Third Quarter 2024 Financial Results | 10/31/2024 |
6 | Dun Bradstreet Reports Q3 Earnings What Key Metrics Have to Say | 11/01/2024 |
7 | Dun Bradstreet Holdings, Inc. Q3 2024 Earnings Call Transcript | 11/04/2024 |
8 | Data Storage Corporation Appoints Colin Freeman as Managing Director of CloudFirst Europe | 11/06/2024 |
9 | Neo4j Surpasses 200M in Revenue, Accelerates Leadership in GenAI-Driven Graph Technology | 11/19/2024 |
10 | Why Cognizant is a Top Value Stock for the Long-Term | 11/20/2024 |
11 | International Business Machines Corporation and Dun Bradstreet Launch Gen AI Assistant Transforming Procurement | 11/22/2024 |
About Dun Bradstreet 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 Dun or other stocks. Alpha measures the amount that position in Dun Bradstreet Holdings 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.008155 | 0.0172 | 0.0164 | Price To Sales Ratio | 4.06 | 2.16 | 2.42 |
Dun Bradstreet Upcoming Company Events
As portrayed in its financial statements, the presentation of Dun Bradstreet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dun Bradstreet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dun Bradstreet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dun Bradstreet. Please utilize our Beneish M Score to check the likelihood of Dun Bradstreet's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 Dun Bradstreet Backtesting, Dun Bradstreet Valuation, Dun Bradstreet Correlation, Dun Bradstreet Hype Analysis, Dun Bradstreet Volatility, Dun Bradstreet History and analyze Dun Bradstreet Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Dun Bradstreet 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.