Dupont De Nemours Stock Market Value
| DD Stock | USD 81.45 0.37 0.45% |
| Symbol | Dupont |
Dupont De Nemours Price To Book Ratio
Is Diversified Chemicals space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Dupont De. If investors know Dupont will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Dupont De listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.548 | Dividend Share 1.52 | Earnings Share 1.77 | Revenue Per Share | Quarterly Revenue Growth 0.067 |
The market value of Dupont De Nemours is measured differently than its book value, which is the value of Dupont that is recorded on the company's balance sheet. Investors also form their own opinion of Dupont De's value that differs from its market value or its book value, called intrinsic value, which is Dupont De's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dupont De's market value can be influenced by many factors that don't directly affect Dupont De's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Dupont De on January 27, 2025 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 30 days. Dupont De is related to or competes with Eastman Chemical, Olin, Cabot, Kronos Worldwide, LyondellBasell Industries, Air Products, and PPG Industries. DuPont de Nemours, Inc. provides technology-based materials and solutions in the United States, Canada, the Asia Pacific... 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.
| Downside Deviation | 1.26 | |||
| Information Ratio | 5.0E-4 | |||
| Maximum Drawdown | 9.1 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.34 |
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.| Risk Adjusted Performance | 0.013 | |||
| Jensen Alpha | 0.0056 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 5.0E-4 | |||
| Treynor Ratio | 0.6924 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dupont De's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dupont De Nemours Backtested Returns
Dupont De Nemours secures Sharpe Ratio (or Efficiency) of -0.0235, which denotes the company had a -0.0235 % return per unit of risk over the last 3 months. Dupont De Nemours exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dupont De's Coefficient Of Variation of 8867.95, mean deviation of 0.9531, and Downside Deviation of 1.26 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0081, which means not very significant fluctuations relative to the market. As returns on the market increase, Dupont De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dupont De is expected to be smaller as well. At this point, Dupont De Nemours has a negative expected return of -0.0337%. Please make sure to confirm Dupont De's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Dupont De Nemours performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
Dupont De Nemours has insignificant predictability. Overlapping area represents the amount of predictability between Dupont De time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. 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 0.14 indicates that less than 14.0% of current Dupont De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
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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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Dupont De Correlation, Dupont De Volatility and Dupont De Alpha and Beta module to complement your research on Dupont De. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
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.