Disney Stock Alpha and Beta Analysis

DIS
 Stock
  

USD 99.50  2.66  2.60%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walt Disney. It also helps investors analyze the systematic and unsystematic risks associated with investing in Disney over a specified time horizon. Remember, high Disney'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.
Continue to Disney Backtesting, Disney Valuation, Disney Correlation, Disney Hype Analysis, Disney Volatility, Disney History and analyze Disney Performance.
  
Please note that although Disney alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Disney did 0.18  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Walt Disney stock's relative risk over its benchmark. Walt Disney has a beta of 1.49  . Let's try to break down what Disney's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Disney will likely underperform.
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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.

Disney Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Disney market risk premium is the additional return an investor will receive from holding Disney 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 Disney. 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 Disney's performance over market.
α0.18   β1.49
90 days against DJI

Disney 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 Disney's Buy-and-hold return. Our buy-and-hold chart shows how Disney performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Disney Market Price Analysis

Market price analysis indicators help investors to evaluate how Disney stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Disney shares will generate the highest return on investment. By understating and applying Disney stock market price indicators, traders can identify Disney position entry and exit signals to maximize returns.

Disney Return and Market Media

The median price of Disney for the period between Mon, Jun 27, 2022 and Sun, Sep 25, 2022 is 107.57 with a coefficient of variation of 8.47. The daily time series for the period is distributed with a sample standard deviation of 9.03, arithmetic mean of 106.55, and mean deviation of 7.64. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Michael Froman of 958 shares of Disney subjec...07/05/2022
2
Disney stock jumps to 6-week high, as Netflix results boost ...07/20/2022
3
Walt Disney Stock Sinks As Market Gains What You Should Know...07/25/2022
4
Is Walt Disney Co a Stock to Watch After Gaining 6.19 percen...08/02/2022
5
EPS Reported08/10/2022
6
Stock Market Today Disney Earnings Keep Dow Above Water - Ki...08/11/2022
7
Exercise or conversion by Woodford Brent of 3000 shares of D...08/12/2022
8
Daniel Loeb Enters Walt Disney - GuruFocus.com08/16/2022
9
Disneys Stock Is on Fire After It Passes Netflix in Total Su...08/22/2022
10
Disney Investors Should Watch Warner Bros. Discovery Closely...08/31/2022
11
Why Warner Bros. Discovery Stock Lost Nearly 12 percent in A...09/06/2022
12
This Genius Move by Disney Could Crown it Streaming King - N...09/19/2022

About Disney 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 Disney or other stocks. Alpha measures the amount that position in Walt Disney 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.

Disney Upcoming Company Events

As portrayed in its financial statements, the presentation of Disney's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Disney's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Disney's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Disney. Please utilize our Beneish M Score to check the likelihood of Disney's management manipulating its earnings.
Upcoming Quarterly Report9th of February 2022
Next Financial Report12th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End9th of November 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Disney

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.

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Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Disney Backtesting, Disney Valuation, Disney Correlation, Disney Hype Analysis, Disney Volatility, Disney History and analyze Disney Performance. You can also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

Complementary Tools for analysis

When running Walt Disney price analysis, check to measure Disney'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 Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.
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Disney 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.
A focus of Disney technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Disney trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...