Zeta Global Holdings Stock Alpha and Beta Analysis
| ZETA Stock | USD 21.27 1.11 4.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zeta Global Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zeta Global over a specified time horizon. Remember, high Zeta Global'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 Zeta Global's market risk premium analysis include:
Beta 2.5 | Alpha (0.13) | Risk 6.95 | Sharpe Ratio 0.0019 | Expected Return 0.0133 |
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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.
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Zeta Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zeta Global market risk premium is the additional return an investor will receive from holding Zeta Global 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 Zeta Global. 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 Zeta Global's performance over market.| α | -0.13 | β | 2.50 |
Zeta Global 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 Zeta Global's Buy-and-hold return. Our buy-and-hold chart shows how Zeta Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zeta Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Zeta Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zeta Global shares will generate the highest return on investment. By understating and applying Zeta Global stock market price indicators, traders can identify Zeta Global position entry and exit signals to maximize returns.
Zeta Global Return and Market Media
The median price of Zeta Global for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 27.58 with a coefficient of variation of 14.03. The daily time series for the period is distributed with a sample standard deviation of 3.86, arithmetic mean of 27.52, and mean deviation of 2.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 150000 shares by Landman William of Zeta Global at 17.1 subject to Rule 16b-3 | 09/27/2024 |
2 | Zeta Economic Index Indicates Healthy Underlying Growth Fundamentals as US Economy Continues to Expand | 11/05/2024 |
3 | Zeta Global Shares Gap Down Following Weak Earnings | 11/12/2024 |
4 | Glancy Prongay Murray LLP, a Leading Securities Fraud Law Firm, Announces Investigation of Zeta Global Holdings Corp. on Behalf of Investors | 11/15/2024 |
5 | Zeta Global CFO Christopher Greiner buys 149,910 in stock | 11/18/2024 |
6 | Kirby McInerney LLP Announces Investigation of Shareholder Claims Against Zeta Global Holdings Corp. | 11/19/2024 |
7 | Zeta Global Corrects False and Misleading Claims About Its Business | 11/20/2024 |
8 | SHAREHOLDER ALERT Levi Korsinsky, LLP Notifies Shareholders of an Investigation Concerning Possible Breaches of Fiduciary Duty by Certain Officers and Directors... | 11/21/2024 |
9 | Rosen Law Firm Encourages Zeta Global Holdings Corp. Investors to Inquire About Securities Class Action Investigation - ZETA | 11/22/2024 |
About Zeta Global 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 Zeta or other stocks. Alpha measures the amount that position in Zeta Global 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 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 8.05 | 6.4 | 4.32 | 4.06 | Days Of Inventory On Hand | 14.56 | 12.11 | 10.9 | 9.46 |
Zeta Global Upcoming Company Events
As portrayed in its financial statements, the presentation of Zeta Global's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Zeta Global's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Zeta Global's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Zeta Global. Please utilize our Beneish M Score to check the likelihood of Zeta Global's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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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Check out Zeta Global Backtesting, Zeta Global Valuation, Zeta Global Correlation, Zeta Global Hype Analysis, Zeta Global Volatility, Zeta Global History and analyze Zeta Global Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Zeta Global 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.