Dicks Stock Alpha and Beta Analysis

DKS
 Stock
  

USD 76.85  1.48  1.96%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dicks Sporting Goods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dicks Sporting over a specified time horizon. Remember, high Dicks Sporting'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 Dicks Sporting Backtesting, Dicks Sporting Valuation, Dicks Sporting Correlation, Dicks Sporting Hype Analysis, Dicks Sporting Volatility, Dicks Sporting History and analyze Dicks Sporting Performance.
  
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Please note that although Dicks Sporting 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, Dicks Sporting did 0.11  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 Dicks Sporting Goods stock's relative risk over its benchmark. Dicks Sporting Goods has a beta of 1.96  . Let's try to break down what Dicks'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, Dicks Sporting will likely underperform.
Dicks Sporting Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. Dicks Sporting reported last year Enterprise Value over EBIT of 6.00. As of 07/03/2022, Enterprise Value over EBITDA is likely to grow to 7.10, while Book Value per Share is likely to drop 21.39.
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.

Dicks Sporting Quarterly Book Value per Share

28.808

Share

Dicks Sporting Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dicks Sporting market risk premium is the additional return an investor will receive from holding Dicks Sporting 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 Dicks Sporting. 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 Dicks Sporting's performance over market.
α-0.11   β1.96
90 days against DJI

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

Dicks Sporting Market Price Analysis

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

Dicks Sporting Return and Market Media

The median price of Dicks Sporting for the period between Mon, Apr 4, 2022 and Sun, Jul 3, 2022 is 89.2 with a coefficient of variation of 13.11. The daily time series for the period is distributed with a sample standard deviation of 11.67, arithmetic mean of 89.02, and mean deviation of 10.5. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Financial Statements04/06/2022
2
Sale by Navdeep Gupta of 9614 shares of Dicks Sporting04/12/2022
3
Exercise or conversion by Lee Belitsky of 30578 shares of Di...04/13/2022
4
Bona fide gift to John Hayes of 250 shares of Dicks Sporting...05/03/2022
5
At US89.45, Is It Time To Put DICKS Sporting Goods, Inc. On ...05/13/2022
6
7 Stocks Reporting Earnings the Week of May 23, 2022 - Inves...05/19/2022
7
Financial Statements05/25/2022
8
DICKS Sporting Goods, Inc. Announces Quarterly Dividend of 0...05/26/2022
9
Sale by John Hayes of 1200 shares of Dicks Sporting05/31/2022
10
Dicks Sporting exotic insider transaction detected06/02/2022
11
ADBE Stock Adobe Signs Home Depot As Customer - Investors Bu...06/07/2022
12
Acquisition by Larry Fitzgerald of 2142 shares of Dicks Spor...06/17/2022
13
Financial Statements06/24/2022

About Dicks Sporting 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 Dicks Sporting Goods 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.
 2010 2014 2020 2022 (projected)
Long Term Debt to Equity0.0038270.130.920.49
Interest Coverage183.2722.0835.18109.22

Dicks Sporting Upcoming Company Events

As portrayed in its financial statements, the presentation of Dicks Sporting's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dicks Sporting's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dicks Sporting's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dicks Sporting. Please utilize our Beneish M Score to check the likelihood of Dicks Sporting's management manipulating its earnings.
Upcoming Quarterly Report8th of March 2022
Next Financial Report25th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End8th of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Dicks Sporting

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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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 Dicks Sporting Backtesting, Dicks Sporting Valuation, Dicks Sporting Correlation, Dicks Sporting Hype Analysis, Dicks Sporting Volatility, Dicks Sporting History and analyze Dicks Sporting Performance. Note that the Dicks Sporting Goods information on this page should be used as a complementary analysis to other Dicks Sporting'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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Complementary Tools for Dicks Stock analysis

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