Dupont De (Germany) Market Value

6D81 Stock  EUR 80.00  2.96  3.84%   
Dupont De's market value is the price at which a share of Dupont De trades on a public exchange. It measures the collective expectations of Dupont De Nemours investors about its performance. Dupont De is trading at 80.00 as of the 10th of December 2024. This is a 3.84 percent increase since the beginning of the trading day. The stock's lowest day price was 78.28.
With this module, you can estimate the performance of a buy and hold strategy of Dupont De Nemours and determine expected loss or profit from investing in Dupont De over a given investment horizon. Check out Dupont De Correlation, Dupont De Volatility and Dupont De Alpha and Beta module to complement your research on Dupont De.
Symbol

Please note, there is a significant difference between Dupont De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dupont De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dupont De's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Dupont De 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dupont De's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dupont De.
0.00
12/21/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/10/2024
0.00
If you would invest  0.00  in Dupont De on December 21, 2022 and sell it all today you would earn a total of 0.00 from holding Dupont De Nemours or generate 0.0% return on investment in Dupont De over 720 days. Dupont De is related to or competes with Cogent Communications, Ribbon Communications, MAGIC SOFTWARE, COMPUTERSHARE, British American, Liberty Broadband, and Magic Software. DuPont de Nemours, Inc. provides technology-based materials, ingredients, and solutions in the United States, Canada, th... More

Dupont De Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dupont De's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dupont De Nemours upside and downside potential and time the market with a certain degree of confidence.

Dupont De Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dupont De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dupont De's standard deviation. In reality, there are many statistical measures that can use Dupont De historical prices to predict the future Dupont De's volatility.
Hype
Prediction
LowEstimatedHigh
75.4077.0478.68
Details
Intrinsic
Valuation
LowRealHigh
75.4577.0978.73
Details
Naive
Forecast
LowNextHigh
74.9076.5478.18
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
76.7378.5680.39
Details

Dupont De Nemours Backtested Returns

Dupont De appears to be very steady, given 3 months investment horizon. Dupont De Nemours secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for Dupont De Nemours, which you can use to evaluate the volatility of the firm. Please utilize Dupont De's Coefficient Of Variation of 1620.18, downside deviation of 1.27, and Mean Deviation of 1.06 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dupont De holds a performance score of 9. The firm shows a Beta (market volatility) of 0.96, which means possible diversification benefits within a given portfolio. Dupont De returns are very sensitive to returns on the market. As the market goes up or down, Dupont De is expected to follow. Please check Dupont De's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Dupont De's price patterns will revert.

Auto-correlation

    
  0.07  

Virtually no predictability

Dupont De Nemours has virtually no predictability. Overlapping area represents the amount of predictability between Dupont De time series from 21st of December 2022 to 16th of December 2023 and 16th of December 2023 to 10th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dupont De Nemours price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Dupont De price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test0.34
Residual Average0.0
Price Variance30.19

Dupont De Nemours lagged returns against current returns

Autocorrelation, which is Dupont De stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dupont De's stock expected returns. We can calculate the autocorrelation of Dupont De returns to help us make a trade decision. For example, suppose you find that Dupont De has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Dupont De regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dupont De stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dupont De stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dupont De stock over time.
   Current vs Lagged Prices   
       Timeline  

Dupont De Lagged Returns

When evaluating Dupont De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dupont De stock have on its future price. Dupont De autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dupont De autocorrelation shows the relationship between Dupont De stock current value and its past values and can show if there is a momentum factor associated with investing in Dupont De Nemours.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in Dupont Stock

When determining whether Dupont De Nemours is a strong investment it is important to analyze Dupont De's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Dupont De's future performance. For an informed investment choice regarding Dupont Stock, refer to the following important reports:
Check out Dupont De Correlation, Dupont De Volatility and Dupont De Alpha and Beta module to complement your research on Dupont De.
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Dupont De 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.
A focus of Dupont De technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dupont De trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...