DAIMLER Alpha and Beta Analysis

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DDAIF -- USA Stock  

Report: 22nd of July 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including DAIMLER AG, as well as systematic risk associated with investing in DAIMLER AG over a specified time horizon. Continue to DAIMLER AG Backtesting, DAIMLER AG Valuation, DAIMLER AG Correlation, DAIMLER AG Hype Analysis, DAIMLER AG Volatility, DAIMLER AG History and analyze DAIMLER AG Performance.

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Please note that although DAIMLER AG 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, DAIMLER AG did 0.58  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 DAIMLER AG stock's relative risk over its benchmark. DAIMLER AG has a beta of 0.14  . Let's try to break down what DAIMLER's beta means in this case. As returns on the market increase, returns on owning DAIMLER AG are expected to decrease at a much lower rate. During the bear market, DAIMLER AG is likely to outperform the market.
As of July 14, 2020, Book Value per Share is expected to decline to 29.19. In addition to that, Enterprise Value over EBIT is expected to decline to -57.29. 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

DAIMLER AG Market Premiums

α0.58   β-0.14
30 days against DJI

DAIMLER AG expected buy-and-hold returns

DAIMLER AG Market Price Analysis

DAIMLER AG Return and Market Media

The median price of DAIMLER AG for the period between Wed, Apr 15, 2020 and Tue, Jul 14, 2020 is 35.5 with a coefficient of variation of 13.51. The daily time series for the period is distributed with a sample standard deviation of 4.92, arithmetic mean of 36.38, and mean deviation of 4.52. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
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