Disney Beta

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Beta Analysis

Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of financial instrument to the financial market in which this instrument is traded. For example if Beta of equity is 2, it will be expected to significantly outperform market when market is going up and significantly underperform when market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns during over time.
Disney 
Beta 
 = 
Covariance 
Variance 
 = 
1.44

Distress Driver Correlations

About Beta

In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
Compare to competition

Disney Beta Assessment

Margin
Disney Margin Growth Rates
Operating Margin
EBITDA Margin
Gross Margin
In accordance with recently published financial statements The Walt Disney Company has Beta of 1.44. This is much higher than that of the Consumer sector, and significantly higher than that of Entertainment And Broadcasting industry, The Beta for all stocks is over 1000% lower than the firm.
Peer Comparison
Disney Beta Comparison
  Beta 
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Disney is currently under evaluation in beta category among related companies.
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Chance of Distress

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As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Disney will likely underperform.
Return On Equity21.39 %
Return On Asset10.42 %
Profit Margin16.88 %
Operating Margin25.99 %
Current Valuation164.45 B
Shares Outstanding1.63 B
Shares Owned by Insiders7.82 %
Shares Owned by Institutions63.30 %
Number of Shares Shorted22.69 M
Price to Earning18.86 times
Price to Book3.97 times
Price to Sales3.08 times
Revenue55.63 B
Gross Profit55.63 B
EBITDA16.78 B
Net Income9.39 B
Cash and Equivalents4.61 B
Cash per Share2.90 times
Total Debt20.17 B
Debt to Equity0.43 times
Current Ratio1.01 times
Book Value Per Share26.91 times
Cash Flow from Operations13.21 B
Short Ratio2.43 times
Earnings Per Share5.73 times
Price to Earnings To Growth1.76 times
Number of Employees195 K
Beta1.44
Market Capitalization149.24 B
Total Asset92.03 B
Retained Earnings66.09 B
Working Capital124 M
Current Asset16.97 B
Current Liabilities16.84 B
Z Score4.2