Dow Inc Stock Alpha and Beta Analysis
| DOW Stock | USD 44.21 0.27 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dow Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dow over a specified time horizon. Remember, high Dow'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 Dow's market risk premium analysis include:
Beta 0.93 | Alpha (0.36) | Risk 1.43 | Sharpe Ratio (0.15) | Expected Return (0.22) |
Dow Quarterly Cash And Equivalents |
|
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.
Dow |
Dow Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dow market risk premium is the additional return an investor will receive from holding Dow 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 Dow. 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 Dow's performance over market.| α | -0.36 | β | 0.93 |
Dow 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 Dow's Buy-and-hold return. Our buy-and-hold chart shows how Dow performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dow Market Price Analysis
Market price analysis indicators help investors to evaluate how Dow stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dow shares will generate the highest return on investment. By understating and applying Dow stock market price indicators, traders can identify Dow position entry and exit signals to maximize returns.
Dow Return and Market Media
The median price of Dow for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 50.51 with a coefficient of variation of 6.89. The daily time series for the period is distributed with a sample standard deviation of 3.41, arithmetic mean of 49.55, and mean deviation of 2.84. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Dow dividend paid on 13th of September 2024 | 09/13/2024 |
1 | Daily Elon Musk Gets Richer As His Risky Bet On Trump Pays Off | 11/07/2024 |
2 | Big Tech Stocks Suffer 500 Billion Selloff As Dangerously Bullish Rally Loses Steam | 11/15/2024 |
3 | Texas report recommends low-interest loans for advanced nuclear, similar to gas plant fund | 11/19/2024 |
4 | Jim Cramer Says He Feels Badly About Dow | 11/21/2024 |
5 | Dow Jumps 400 Points As Wall Street Embraces Trumps Treasury Pick Scott Bessent | 11/25/2024 |
6 | Dow Inc Stock Price Down 3.04 percent on Nov 26 | 11/26/2024 |
7 | Dow to participate in Citis 2024 Basic Materials Conference | 11/27/2024 |
About Dow 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 Dow or other stocks. Alpha measures the amount that position in Dow Inc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0492 | 0.0552 | 0.051 | 0.0702 | Price To Sales Ratio | 0.77 | 0.64 | 0.87 | 0.66 |
Dow Upcoming Company Events
As portrayed in its financial statements, the presentation of Dow's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dow's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dow's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dow. Please utilize our Beneish M Score to check the likelihood of Dow's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Dow
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 Dow Stock Analysis
When running Dow's price analysis, check to measure Dow'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 Dow is operating at the current time. Most of Dow's value examination focuses on studying past and present price action to predict the probability of Dow's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dow's price. Additionally, you may evaluate how the addition of Dow to your portfolios can decrease your overall portfolio volatility.