Docusign Stock Alpha and Beta Analysis
| DOCU Stock | USD 83.03 2.88 3.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DocuSign. It also helps investors analyze the systematic and unsystematic risks associated with investing in DocuSign over a specified time horizon. Remember, high DocuSign'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 DocuSign's market risk premium analysis include:
Beta 1.04 | Alpha 0.46 | Risk 2.08 | Sharpe Ratio 0.27 | Expected Return 0.57 |
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.
DocuSign |
DocuSign Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DocuSign market risk premium is the additional return an investor will receive from holding DocuSign 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 DocuSign. 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 DocuSign's performance over market.| α | 0.46 | β | 1.04 |
DocuSign 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 DocuSign's Buy-and-hold return. Our buy-and-hold chart shows how DocuSign performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DocuSign Market Price Analysis
Market price analysis indicators help investors to evaluate how DocuSign stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DocuSign shares will generate the highest return on investment. By understating and applying DocuSign stock market price indicators, traders can identify DocuSign position entry and exit signals to maximize returns.
DocuSign Return and Market Media
The median price of DocuSign for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 68.86 with a coefficient of variation of 12.88. The daily time series for the period is distributed with a sample standard deviation of 8.57, arithmetic mean of 66.53, and mean deviation of 7.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | DocuSign, Inc. is largely controlled by institutional shareholders who own 80 percent of the company | 09/23/2024 |
2 | Disposition of 200 shares by Allan Thygesen of DocuSign at 63.09 subject to Rule 16b-3 | 10/01/2024 |
3 | This Top Business Services Stock is a 1 Why It Should Be on Your Radar | 10/07/2024 |
4 | Disposition of 4285 shares by Shaughnessy James P of DocuSign at 68.17 subject to Rule 16b-3 | 10/09/2024 |
5 | Insider Sale CFO Blake Grayson Sells 9,552 Shares of DocuSign Inc | 10/17/2024 |
6 | Are You Looking for a Top Momentum Pick Why DocuSign is a Great Choice | 10/23/2024 |
7 | Why DocuSign Outpaced the Stock Market Today | 10/29/2024 |
8 | Reston Wealth Management LLC Takes 47,000 Position in DocuSign, Inc. | 11/01/2024 |
9 | Insider Sale President and CEO Allan Thygesen Sells Shares of DocuSign Inc | 11/05/2024 |
10 | DocuSign Rises Higher Than Market Key Facts | 11/07/2024 |
11 | How this Weeks Premium Top 10 Performed, November 8, 2024 | 11/08/2024 |
12 | DocuSign Stock Drops Despite Market Gains Important Facts to Note | 11/13/2024 |
13 | Investors in DocuSign have seen respectable returns of 81 percent over the past year | 11/18/2024 |
14 | Reasons Why You Should Bet on Trane Technologies Stock Now | 11/20/2024 |
About DocuSign 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 DocuSign or other stocks. Alpha measures the amount that position in DocuSign 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 | 2022 | 2023 | 2024 (projected) | Graham Number | 3.35 | 5.79 | 6.72 | 12.9 | Receivables Turnover | 4.65 | 4.75 | 6.07 | 3.38 |
DocuSign Upcoming Company Events
As portrayed in its financial statements, the presentation of DocuSign's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DocuSign's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DocuSign's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DocuSign. Please utilize our Beneish M Score to check the likelihood of DocuSign's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Additional Tools for DocuSign Stock Analysis
When running DocuSign's price analysis, check to measure DocuSign'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 DocuSign is operating at the current time. Most of DocuSign's value examination focuses on studying past and present price action to predict the probability of DocuSign's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DocuSign's price. Additionally, you may evaluate how the addition of DocuSign to your portfolios can decrease your overall portfolio volatility.