1stdibscom Stock Alpha and Beta Analysis
| DIBS Stock | USD 4.06 0.04 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 1StdibsCom. It also helps investors analyze the systematic and unsystematic risks associated with investing in 1StdibsCom over a specified time horizon. Remember, high 1StdibsCom'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 1StdibsCom's market risk premium analysis include:
Beta 1.19 | Alpha (0.17) | Risk 2.29 | Sharpe Ratio 0.0147 | Expected Return 0.0337 |
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.
1StdibsCom |
1StdibsCom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 1StdibsCom market risk premium is the additional return an investor will receive from holding 1StdibsCom 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 1StdibsCom. 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 1StdibsCom's performance over market.| α | -0.17 | β | 1.19 |
1StdibsCom 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 1StdibsCom's Buy-and-hold return. Our buy-and-hold chart shows how 1StdibsCom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.1StdibsCom Market Price Analysis
Market price analysis indicators help investors to evaluate how 1StdibsCom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 1StdibsCom shares will generate the highest return on investment. By understating and applying 1StdibsCom stock market price indicators, traders can identify 1StdibsCom position entry and exit signals to maximize returns.
1StdibsCom Return and Market Media
The median price of 1StdibsCom for the period between Wed, Aug 14, 2024 and Tue, Nov 12, 2024 is 4.49 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 4.49, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About 1StdibsCom 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 1StdibsCom or other stocks. Alpha measures the amount that position in 1StdibsCom 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.
1StdibsCom Upcoming Company Events
As portrayed in its financial statements, the presentation of 1StdibsCom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, 1StdibsCom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of 1StdibsCom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of 1StdibsCom. Please utilize our Beneish M Score to check the likelihood of 1StdibsCom's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 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 1StdibsCom
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.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for 1StdibsCom Stock Analysis
When running 1StdibsCom's price analysis, check to measure 1StdibsCom'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 1StdibsCom is operating at the current time. Most of 1StdibsCom's value examination focuses on studying past and present price action to predict the probability of 1StdibsCom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 1StdibsCom's price. Additionally, you may evaluate how the addition of 1StdibsCom to your portfolios can decrease your overall portfolio volatility.