Dupont De Nemours Stock Market Value
| DD Stock | USD 83.25 0.80 0.95% |
| 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.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Dupont De on February 28, 2023 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 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.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.5 | |||
| Value At Risk | (1.75) | |||
| 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 | 0.0045 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.02) |
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
At this point, Dupont De is very steady. Dupont De Nemours secures Sharpe Ratio (or Efficiency) of 0.0393, which denotes the company had a 0.0393 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Dupont De Nemours, which you can use to evaluate the volatility of the firm. Please confirm Dupont De's Standard Deviation of 1.37, mean deviation of 0.95, and Variance of 1.88 to check if the risk estimate we provide is consistent with the expected return of 0.0544%. Dupont De has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.62, which means possible diversification benefits within a given portfolio. 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. Dupont De Nemours right now shows a risk of 1.38%. Please confirm Dupont De Nemours maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Dupont De Nemours will be following its price patterns.
Auto-correlation | 0.27 |
Poor predictability
Dupont De Nemours has poor predictability. Overlapping area represents the amount of predictability between Dupont De time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th 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 0.27 indicates that nearly 27.0% of current Dupont De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 18.76 |
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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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.