Dr Horton Stock Market Value
| DHI Stock | USD 126.78 1.49 1.19% |
| Symbol | DHI |
DR Horton Price To Book Ratio
Is Household Durables 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 DR Horton. If investors know DHI 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 DR Horton 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 (0.07) | Dividend Share 1.3 | Earnings Share 14.13 | Revenue Per Share | Quarterly Revenue Growth (0.01) |
The market value of DR Horton is measured differently than its book value, which is the value of DHI that is recorded on the company's balance sheet. Investors also form their own opinion of DR Horton's value that differs from its market value or its book value, called intrinsic value, which is DR Horton'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 DR Horton's market value can be influenced by many factors that don't directly affect DR Horton'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 DR Horton's value and its price as these two are different measures arrived at by different means. Investors typically determine if DR Horton is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DR Horton'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.
DR Horton '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 DR Horton'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 DR Horton.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in DR Horton on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding DR Horton or generate 0.0% return on investment in DR Horton over 90 days. DR Horton is related to or competes with Lennar, KB Home, Toll Brothers, NVR, PulteGroup, Beazer Homes, and Hovnanian Enterprises. Horton, Inc. operates as a homebuilding company in East, North, Southeast, South Central, Southwest, and Northwest regio... More
DR Horton 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 DR Horton'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 DR Horton upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.43 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.04 |
DR Horton Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DR Horton's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DR Horton's standard deviation. In reality, there are many statistical measures that can use DR Horton historical prices to predict the future DR Horton's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.50) |
DR Horton Backtested Returns
DR Horton retains Efficiency (Sharpe Ratio) of -0.13, which denotes the company had a -0.13 % return per unit of price deviation over the last 3 months. DR Horton exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DR Horton's Market Risk Adjusted Performance of (0.49), standard deviation of 1.95, and Information Ratio of (0.11) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, DR Horton's returns are expected to increase less than the market. However, during the bear market, the loss of holding DR Horton is expected to be smaller as well. At this point, DR Horton has a negative expected return of -0.25%. Please make sure to confirm DR Horton's maximum drawdown, rate of daily change, and the relationship between the jensen alpha and kurtosis , to decide if DR Horton performance from the past will be repeated sooner or later.
Auto-correlation | 0.04 |
Virtually no predictability
DR Horton has virtually no predictability. Overlapping area represents the amount of predictability between DR Horton time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 DR Horton price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current DR Horton price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 33.64 |
DR Horton lagged returns against current returns
Autocorrelation, which is DR Horton 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 DR Horton's stock expected returns. We can calculate the autocorrelation of DR Horton returns to help us make a trade decision. For example, suppose you find that DR Horton 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 |
DR Horton 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 DR Horton stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DR Horton stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DR Horton stock over time.
Current vs Lagged Prices |
| Timeline |
DR Horton Lagged Returns
When evaluating DR Horton's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DR Horton stock have on its future price. DR Horton 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, DR Horton autocorrelation shows the relationship between DR Horton stock current value and its past values and can show if there is a momentum factor associated with investing in DR Horton.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether DR Horton offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of DR Horton's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Dr Horton Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Dr Horton Stock:Check out DR Horton Correlation, DR Horton Volatility and DR Horton Alpha and Beta module to complement your research on DR Horton. For more detail on how to invest in DHI Stock please use our How to Invest in DR Horton guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
DR Horton 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.