Ducommun Incorporated Stock Alpha and Beta Analysis
| DCO Stock | USD 92.65 3.07 3.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ducommun Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ducommun Incorporated over a specified time horizon. Remember, high Ducommun Incorporated'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 Ducommun Incorporated's market risk premium analysis include:
Beta 0.65 | Alpha 0.61 | Risk 1.65 | Sharpe Ratio 0.39 | Expected Return 0.64 |
Ducommun Incorporated Quarterly Cash And Equivalents |
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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.
Check out Ducommun Incorporated Backtesting, Ducommun Incorporated Valuation, Ducommun Incorporated Correlation, Ducommun Incorporated Hype Analysis, Ducommun Incorporated Volatility, Ducommun Incorporated History and analyze Ducommun Incorporated Performance. Ducommun Incorporated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ducommun Incorporated market risk premium is the additional return an investor will receive from holding Ducommun Incorporated 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 Ducommun Incorporated. 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 Ducommun Incorporated's performance over market.| α | 0.61 | β | 0.65 |
Ducommun Incorporated 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 Ducommun Incorporated's Buy-and-hold return. Our buy-and-hold chart shows how Ducommun Incorporated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ducommun Incorporated Market Price Analysis
Market price analysis indicators help investors to evaluate how Ducommun Incorporated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ducommun Incorporated shares will generate the highest return on investment. By understating and applying Ducommun Incorporated stock market price indicators, traders can identify Ducommun Incorporated position entry and exit signals to maximize returns.
Ducommun Incorporated Return and Market Media
The median price of Ducommun Incorporated for the period between Tue, May 6, 2025 and Mon, Aug 4, 2025 is 77.65 with a coefficient of variation of 13.29. The daily time series for the period is distributed with a sample standard deviation of 10.21, arithmetic mean of 76.79, and mean deviation of 9.0. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2368 shares by Stephen Oswald of Ducommun Incorporated at 66.25 subject to Rule 16b-3 | 05/14/2025 |
2 | Deutsche Bank AG Has 16.57 Million Stock Holdings in Ducommun Incorporated | 05/15/2025 |
3 | Disposition of 2000 shares by Stephen Oswald of Ducommun Incorporated subject to Rule 16b-3 | 05/29/2025 |
4 | 3 Reasons DCO is Risky and 1 Stock to Buy Instead | 06/02/2025 |
5 | Disposition of 1000 shares by Stephen Oswald of Ducommun Incorporated subject to Rule 16b-3 | 06/13/2025 |
6 | A Look Back at Aerospace Stocks Q1 Earnings Ducommun Vs The Rest Of The Pack | 06/26/2025 |
7 | Ducommun price target raised by 8 at Truist, heres why DCO | 07/11/2025 |
8 | Ducommun Reaches New 12-Month High on Analyst Upgrade | 07/14/2025 |
9 | Ducommun Stock Update Citigroup Raises Price Target DCO Stock News | 07/15/2025 |
10 | Is Ducommun Outperforming Other Aerospace Stocks This Year | 07/17/2025 |
11 | Why Ducommun Stock Is Trading Lower Today | 07/22/2025 |
12 | Diamond Hill Capital Management Inc. Boosts Stock Holdings in Ducommun Incorporated - MarketBeat | 07/25/2025 |
13 | Ducommun stock hits all-time high, reaching 91.9 USD - Investing.com | 07/29/2025 |
14 | Ducommun to Release Quarterly Earnings on Thursday | 07/31/2025 |
About Ducommun Incorporated 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 Ducommun or other stocks. Alpha measures the amount that position in Ducommun Incorporated 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.00531 | 0.005045 | Price To Sales Ratio | 1.2 | 1.26 |
Ducommun Incorporated Upcoming Company Events
As portrayed in its financial statements, the presentation of Ducommun Incorporated's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ducommun Incorporated's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ducommun Incorporated's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ducommun Incorporated. Please utilize our Beneish M Score to check the likelihood of Ducommun Incorporated's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Ducommun Incorporated
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Check out Ducommun Incorporated Backtesting, Ducommun Incorporated Valuation, Ducommun Incorporated Correlation, Ducommun Incorporated Hype Analysis, Ducommun Incorporated Volatility, Ducommun Incorporated History and analyze Ducommun Incorporated Performance. To learn how to invest in Ducommun Stock, please use our How to Invest in Ducommun Incorporated guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Ducommun Incorporated 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.