Zillow Group Stock Alpha and Beta Analysis
| ZG Stock | USD 43.13 0.72 1.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zillow Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zillow over a specified time horizon. Remember, high Zillow'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 Zillow's market risk premium analysis include:
Beta 2.53 | Alpha (0.48) | Risk 2.91 | Sharpe Ratio (0.13) | Expected Return (0.36) |
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.
Zillow |
Zillow Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zillow market risk premium is the additional return an investor will receive from holding Zillow 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 Zillow. 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 Zillow's performance over market.| α | -0.48 | β | 2.53 |
Zillow 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 Zillow's Buy-and-hold return. Our buy-and-hold chart shows how Zillow performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zillow Market Price Analysis
Market price analysis indicators help investors to evaluate how Zillow stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zillow shares will generate the highest return on investment. By understating and applying Zillow stock market price indicators, traders can identify Zillow position entry and exit signals to maximize returns.
Zillow Return and Market Media
The median price of Zillow for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 51.64 with a coefficient of variation of 9.72. The daily time series for the period is distributed with a sample standard deviation of 4.87, arithmetic mean of 50.14, and mean deviation of 4.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
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About Zillow 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 Zillow or other stocks. Alpha measures the amount that position in Zillow Group 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 | 2024 (projected) | Days Sales Outstanding | 6.94 | 13.42 | 24.98 | PTB Ratio | 2.99 | 1.74 | 2.84 |
Zillow Upcoming Company Events
As portrayed in its financial statements, the presentation of Zillow's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Zillow's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Zillow's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Zillow. Please utilize our Beneish M Score to check the likelihood of Zillow's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Zillow
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 Zillow Backtesting, Zillow Valuation, Zillow Correlation, Zillow Hype Analysis, Zillow Volatility, Zillow History and analyze Zillow Performance. Note that the Zillow Group information on this page should be used as a complementary analysis to other Zillow's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Complementary Tools for Zillow Stock analysis
When running Zillow's price analysis, check to measure Zillow'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 Zillow is operating at the current time. Most of Zillow's value examination focuses on studying past and present price action to predict the probability of Zillow's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zillow's price. Additionally, you may evaluate how the addition of Zillow to your portfolios can decrease your overall portfolio volatility.
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Zillow technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.