Douyu International Holdings Stock Alpha and Beta Analysis

DOYU Stock  USD 0.70  0.01  1.41%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DouYu International Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in DouYu International over a specified time horizon. Remember, high DouYu International'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 DouYu International's market risk premium analysis include:
Beta
1.99
Alpha
(0.23)
Risk
4.08
Sharpe Ratio
(0.10)
Expected Return
(0.42)
Please note that although DouYu International 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., NYSE Composite index.) So in this particular case, DouYu International did 0.23  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 DouYu International Holdings stock's relative risk over its benchmark. DouYu International has a beta of 1.99  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, DouYu International will likely underperform. Price Book Value Ratio is likely to gain to 0.44 in 2024. Enterprise Value Multiple is likely to gain to 4.32 in 2024.
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.
  
Check out DouYu International Backtesting, DouYu International Valuation, DouYu International Correlation, DouYu International Hype Analysis, DouYu International Volatility, DouYu International History and analyze DouYu International Performance.

DouYu International Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DouYu International market risk premium is the additional return an investor will receive from holding DouYu International 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 DouYu International. 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 DouYu International's performance over market.
α-0.23   β1.99

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

DouYu International Market Price Analysis

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

DouYu International Return and Market Media

The median price of DouYu International for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 0.76 with a coefficient of variation of 8.39. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.78, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
DouYu International Holdings Limited Sees Large Drop in Short Interest
01/04/2024
2
Q2 2020 Douyu International Holdings Ltd Earnings Call Transcript - GuruFocus.com
02/06/2024
3
DouYu International announces plan to implement ADS ratio change
03/15/2024
4
DouYu International Announces Earnings Results - MarketBeat
03/18/2024
5
DouYu International Q4 2023 Earnings Preview
03/25/2024
6
DouYu International Holdings Limited Q4 2023 Earnings Call Transcript
03/27/2024

About DouYu International 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 DouYu or other stocks. Alpha measures the amount that position in DouYu International 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.
 2023 2024 (projected)
Dividend Yield1.79E-41.59E-4
Price To Sales Ratio0.50.47

DouYu International Upcoming Company Events

As portrayed in its financial statements, the presentation of DouYu International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DouYu International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DouYu International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DouYu International. Please utilize our Beneish M Score to check the likelihood of DouYu International's management manipulating its earnings.
18th of March 2024
Upcoming Quarterly Report
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16th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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18th of March 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether DouYu International is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if DouYu Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Douyu International Holdings Stock. Highlighted below are key reports to facilitate an investment decision about Douyu International Holdings Stock:

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DouYu International 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 DouYu International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of DouYu International 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...