Dzs Inc Stock Alpha and Beta Analysis
DZSI Stock | USD 1.49 0.14 8.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DZS Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in DZS over a specified time horizon. Remember, high DZS'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 DZS's market risk premium analysis include:
Beta 1.96 | Alpha (0.08) | Risk 7 | Sharpe Ratio 0.0236 | Expected Return 0.17 |
Enterprise Value |
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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.
DZS |
DZS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DZS market risk premium is the additional return an investor will receive from holding DZS 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 DZS. 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 DZS's performance over market.α | -0.08 | β | 1.96 |
DZS 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 DZS's Buy-and-hold return. Our buy-and-hold chart shows how DZS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DZS Market Price Analysis
Market price analysis indicators help investors to evaluate how DZS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DZS shares will generate the highest return on investment. By understating and applying DZS stock market price indicators, traders can identify DZS position entry and exit signals to maximize returns.
DZS Return and Market Media
The median price of DZS for the period between Thu, Feb 15, 2024 and Wed, May 15, 2024 is 1.35 with a coefficient of variation of 12.79. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.35, and mean deviation of 0.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | RTA Deploys Fiber-To-The-Premises with DZS Technology to Bring World-Class Broadband Experience to Texas Bolivar Peninsula | 03/04/2024 |
2 | Disposition of 559 shares by Miguel Alonso of DZS at 3.97 subject to Rule 16b-3 | 03/05/2024 |
3 | IHS Holding Beats Q4 Earnings and Revenue Estimates | 03/12/2024 |
4 | DZS Infinera Team Up to Drive Optical Innovation - Yahoo Finance | 03/22/2024 |
5 | DZS Completes Divestiture of Asia Business | 04/05/2024 |
6 | Insider Trading | 04/22/2024 |
7 | DZS granted Nasdaq listing extension to August | 04/24/2024 |
8 | DZS Appoints Scott St. John as Chief Customer Officer | 04/25/2024 |
9 | Disposition of 934 shares by Justin Ferguson of DZS at 3.97 subject to Rule 16b-3 | 04/26/2024 |
10 | Disposition of tradable shares by Raghu Marthi of DZS subject to Rule 16b-3 | 05/01/2024 |
11 | Bandwidth Tops Q1 Earnings and Revenue Estimates | 05/07/2024 |
About DZS 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 DZS or other stocks. Alpha measures the amount that position in DZS 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) | Payables Turnover | 3.58 | 2.12 | 2.44 | 2.32 | Days Of Inventory On Hand | 90.31 | 111.36 | 128.07 | 132.21 |
DZS Upcoming Company Events
As portrayed in its financial statements, the presentation of DZS's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DZS's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DZS's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DZS. Please utilize our Beneish M Score to check the likelihood of DZS's management manipulating its earnings.
15th of February 2024 Upcoming Quarterly Report | View | |
13th 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 DZS
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
Check out DZS Backtesting, DZS Valuation, DZS Correlation, DZS Hype Analysis, DZS Volatility, DZS History and analyze DZS Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for DZS Stock analysis
When running DZS's price analysis, check to measure DZS'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 DZS is operating at the current time. Most of DZS's value examination focuses on studying past and present price action to predict the probability of DZS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DZS's price. Additionally, you may evaluate how the addition of DZS to your portfolios can decrease your overall portfolio volatility.
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