Zendesk Stock Alpha and Beta Analysis

ZEN
 Stock
  

USD 77.48  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zendesk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zendesk over a specified time horizon. Remember, high Zendesk'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.
Check out Zendesk Backtesting, Zendesk Valuation, Zendesk Correlation, Zendesk Hype Analysis, Zendesk Volatility, Zendesk History and analyze Zendesk Performance.
  
Please note that although Zendesk 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, Zendesk did 0.012684  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 Zendesk stock's relative risk over its benchmark. Zendesk has a beta of 0.06  . Let's try to break down what Zendesk's beta means in this case. As returns on the market increase, returns on owning Zendesk are expected to decrease at a much lower rate. During the bear market, Zendesk is likely to outperform the market.
Zendesk Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 3.03. Price to Book Value is expected to rise to 9.94 this year, although Enterprise Value over EBIT will most likely fall to (17.48) .
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.

Enterprise Value

1.73 Billion

Zendesk Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zendesk market risk premium is the additional return an investor will receive from holding Zendesk 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 Zendesk. 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 Zendesk's performance over market.
α0.012684   β-0.06
90 days against DJI

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

Zendesk Market Price Analysis

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

Zendesk Return and Market Media

The median price of Zendesk for the period between Sun, Aug 28, 2022 and Sat, Nov 26, 2022 is 76.52 with a coefficient of variation of 0.41. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 76.5, and mean deviation of 0.22. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Zendesk Board Determines That Recapitalization Proposal from...09/01/2022
2
Freshworks Stock Doubles Down On Growth Amid Slowing SMBs - ...09/07/2022
3
Exercise or conversion by Shelagh Glaser of 511 shares of Ze...09/19/2022
4
EPS Estimate09/30/2022
5
Exercise or conversion by Alex Constantinople of 2145 shares...10/04/2022
6
Top 5 3rd Quarter Trades of SYQUANT CAPITAL SAS - GuruFocus....10/11/2022
7
Exercise or conversion by Jeffrey Titterton of 235 shares of...10/18/2022
8
Zendesk Announces Date of Third Quarter 2022 Financial Resul...10/20/2022
9
EPS Reported10/27/2022
10
Payment of 135 shares by Jeffrey Titterton of Zendesk subjec...11/08/2022
11
Disposition of 2747 shares by Jeffrey Titterton of Zendesk s...11/21/2022

About Zendesk 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 Zendesk or other stocks. Alpha measures the amount that position in Zendesk 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)
PPandE Turnover9.1910.4613.9415.04
Long Term Debt to Equity1.062.172.02.16

Zendesk Upcoming Company Events

As portrayed in its financial statements, the presentation of Zendesk's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Zendesk's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Zendesk's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Zendesk. Please utilize our Beneish M Score to check the likelihood of Zendesk's management manipulating its earnings.
Upcoming Quarterly Report10th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Check out Zendesk Backtesting, Zendesk Valuation, Zendesk Correlation, Zendesk Hype Analysis, Zendesk Volatility, Zendesk History and analyze Zendesk Performance. Note that the Zendesk information on this page should be used as a complementary analysis to other Zendesk'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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