Dws Municipal Income Stock Alpha and Beta Analysis
| KTF Stock | USD 9.90 0.05 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DWS Municipal Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in DWS Municipal over a specified time horizon. Remember, high DWS Municipal'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 DWS Municipal's market risk premium analysis include:
Beta (0.02) | Alpha 0.0477 | Risk 0.59 | Sharpe Ratio 0.0918 | Expected Return 0.0539 |
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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.
DWS |
DWS Municipal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DWS Municipal market risk premium is the additional return an investor will receive from holding DWS Municipal 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 DWS Municipal. 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 DWS Municipal's performance over market.| α | 0.05 | β | -0.02 |
DWS Municipal 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 DWS Municipal's Buy-and-hold return. Our buy-and-hold chart shows how DWS Municipal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DWS Municipal Market Price Analysis
Market price analysis indicators help investors to evaluate how DWS Municipal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DWS Municipal shares will generate the highest return on investment. By understating and applying DWS Municipal stock market price indicators, traders can identify DWS Municipal position entry and exit signals to maximize returns.
DWS Municipal Return and Market Media
The median price of DWS Municipal for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 9.87 with a coefficient of variation of 1.48. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 9.85, and mean deviation of 0.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by John Ballantine of 2460 shares of DWS Municipal at 11.61 subject to Rule 16b-3 | 08/28/2024 |
2 | Acquisition by Condon Philip G of 2000 shares of DWS Municipal at 12.04 subject to Rule 16b-3 | 08/29/2024 |
| DWS Municipal dividend paid on 30th of August 2024 | 08/30/2024 |
4 | Insider Trading | 09/19/2024 |
5 | Whitebox Advisors LLC Makes New Investment in DWS Municipal Income Trust - MarketBeat | 09/25/2024 |
| DWS Municipal dividend paid on 30th of September 2024 | 09/30/2024 |
7 | DWS Municipal Income Trust Short Interest Up 705.4 percent in September | 10/10/2024 |
| DWS Municipal dividend paid on 31st of October 2024 | 10/31/2024 |
8 | DWS Municipal Income Trust Declares Monthly Distribution - Yahoo Finance | 11/08/2024 |
9 | 1607 Capital Partners, LLC Reduces Stake in DWS Municipal Income Trust | 11/14/2024 |
About DWS Municipal 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 DWS or other stocks. Alpha measures the amount that position in DWS Municipal Income 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 (projected) | PTB Ratio | 0.84 | 0.97 | 1.02 | Dividend Yield | 0.0365 | 0.0419 | 0.0601 |
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 DWS Municipal 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, DWS Municipal's short interest history, or implied volatility extrapolated from DWS Municipal options trading.
Build Portfolio with DWS Municipal
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out DWS Municipal Backtesting, DWS Municipal Valuation, DWS Municipal Correlation, DWS Municipal Hype Analysis, DWS Municipal Volatility, DWS Municipal History and analyze DWS Municipal Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
DWS Municipal 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.