Church Stock Alpha and Beta Analysis


USD 87.59  0.50  0.57%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Church Dwight. It also helps investors analyze the systematic and unsystematic risks associated with investing in Church Dwight over a specified time horizon. Remember, high Church Dwight'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 Church Dwight Backtesting, Church Dwight Valuation, Church Dwight Correlation, Church Dwight Hype Analysis, Church Dwight Volatility, Church Dwight History and analyze Church Dwight Performance.
Please note that although Church Dwight 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, Church Dwight did 0.12  worse 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 Church Dwight stock's relative risk over its benchmark. Church Dwight has a beta of 0.45  . Let's try to break down what Church's beta means in this case. As returns on the market increase, Church Dwight returns are expected to increase less than the market. However, during the bear market, the loss on holding Church Dwight will be expected to be smaller as well.
As of August 11, 2022, Book Value per Share is expected to decline to 12.27. In addition to that, Enterprise Value over EBIT is expected to decline to 24.00.
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.

Church Dwight Quarterly Book Value per Share


Church Dwight Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Church Dwight market risk premium is the additional return an investor will receive from holding Church Dwight 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 Church Dwight. 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 Church Dwight's performance over market.
α-0.12   β0.45
90 days against DJI

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

Church Dwight Market Price Analysis

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

Church Dwight Return and Market Media

The median price of Church Dwight for the period between Fri, May 13, 2022 and Thu, Aug 11, 2022 is 90.67 with a coefficient of variation of 4.8. The daily time series for the period is distributed with a sample standard deviation of 4.38, arithmetic mean of 91.1, and mean deviation of 3.74. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Acquisition by Paul Wood of tradable shares of Church Dwight...05/16/2022
Financial Statements05/20/2022
Church Dwight Co. stock rises Monday, still underperforms ma...05/23/2022
Financial Statements06/02/2022
Financial Statements06/03/2022
Acquisition by Michael Read of 23340 shares of Church Dwight...06/14/2022
Acquisition by Buchert Brian D of tradable shares of Church ...06/16/2022
Church Dwight exotic insider transaction detected06/17/2022
Financial Statements06/21/2022
Form 11-K CHURCH DWIGHT CO INC For Dec 31 -
EPS Estimate06/30/2022
Acquisition by Buchert Brian D of tradable shares of Church ...07/01/2022
Church Dwight Co., Inc. Shares Sold by Retirement Systems of...07/05/2022
Sex Toys Market to record USD 17.58 Bn growth -- Technavio i...07/11/2022
Acquisition by Buchert Brian D of tradable shares of Church ...07/18/2022
Does Clorox Have the Stuff to Keep Moving Higher - Barchart07/20/2022
EPS Reported07/29/2022
Acquisition by Buchert Brian D of tradable shares of Church ...08/01/2022
Texas Permanent School Fund Cuts Stock Position in Church Dw...08/09/2022

About Church Dwight 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Church Dwight 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.680.60.50.44
Interest Coverage11.4216.8819.823.82

Church Dwight Upcoming Company Events

As portrayed in its financial statements, the presentation of Church Dwight's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Church Dwight's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Church Dwight's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Church Dwight. Please utilize our Beneish M Score to check the likelihood of Church Dwight's management manipulating its earnings.
Upcoming Quarterly Report28th of January 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End28th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Church Dwight Backtesting, Church Dwight Valuation, Church Dwight Correlation, Church Dwight Hype Analysis, Church Dwight Volatility, Church Dwight History and analyze Church Dwight Performance. Note that the Church Dwight information on this page should be used as a complementary analysis to other Church Dwight's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try CEO Directory module to screen CEOs from public companies around the world.

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When running Church Dwight price analysis, check to measure Church Dwight'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 Church Dwight is operating at the current time. Most of Church Dwight's value examination focuses on studying past and present price action to predict the probability of Church Dwight's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Church Dwight's price. Additionally, you may evaluate how the addition of Church Dwight to your portfolios can decrease your overall portfolio volatility.
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Church Dwight 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 Church Dwight technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Church Dwight 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...