Dolby Laboratories Stock Market Value
| DLB Stock | USD 81.93 1.93 2.41% |
| Symbol | Dolby |
Is Electronic Equipment, Instruments & Components 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 Dolby Laboratories. If investors know Dolby 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 Dolby Laboratories listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Dolby Laboratories is measured differently than its book value, which is the value of Dolby that is recorded on the company's balance sheet. Investors also form their own opinion of Dolby Laboratories' value that differs from its market value or its book value, called intrinsic value, which is Dolby Laboratories' 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 Dolby Laboratories' market value can be influenced by many factors that don't directly affect Dolby Laboratories' 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 Dolby Laboratories' value and its price as these two are different measures arrived at by different means. Investors typically determine if Dolby Laboratories is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dolby Laboratories' 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.
Dolby Laboratories '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 Dolby Laboratories' 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 Dolby Laboratories.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Dolby Laboratories on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Dolby Laboratories or generate 0.0% return on investment in Dolby Laboratories over 90 days. Dolby Laboratories is related to or competes with Maximus, Network 1, First Advantage, BrightView Holdings, Civeo Corp, AZZ Incorporated, and Cass Information. Dolby Laboratories, Inc. creates audio and imaging technologies that transform entertainment and communications at the c... More
Dolby Laboratories 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 Dolby Laboratories' 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 Dolby Laboratories upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.1293 | |||
| Maximum Drawdown | 12.41 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 2.41 |
Dolby Laboratories Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dolby Laboratories' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dolby Laboratories' standard deviation. In reality, there are many statistical measures that can use Dolby Laboratories historical prices to predict the future Dolby Laboratories' volatility.| Risk Adjusted Performance | 0.061 | |||
| Jensen Alpha | 0.0553 | |||
| Total Risk Alpha | 0.2832 | |||
| Sortino Ratio | 0.1824 | |||
| Treynor Ratio | (0.28) |
Dolby Laboratories Backtested Returns
At this point, Dolby Laboratories is very steady. Dolby Laboratories secures Sharpe Ratio (or Efficiency) of 0.0651, which denotes the company had a 0.0651 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dolby Laboratories, which you can use to evaluate the volatility of the firm. Please confirm Dolby Laboratories' Mean Deviation of 0.9386, downside deviation of 1.09, and Coefficient Of Variation of 1537.05 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Dolby Laboratories has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dolby Laboratories are expected to decrease at a much lower rate. During the bear market, Dolby Laboratories is likely to outperform the market. Dolby Laboratories right now shows a risk of 1.54%. Please confirm Dolby Laboratories jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Dolby Laboratories will be following its price patterns.
Auto-correlation | -0.62 |
Very good reverse predictability
Dolby Laboratories has very good reverse predictability. Overlapping area represents the amount of predictability between Dolby Laboratories time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Dolby Laboratories price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Dolby Laboratories price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
Dolby Laboratories lagged returns against current returns
Autocorrelation, which is Dolby Laboratories 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 Dolby Laboratories' stock expected returns. We can calculate the autocorrelation of Dolby Laboratories returns to help us make a trade decision. For example, suppose you find that Dolby Laboratories 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 |
Dolby Laboratories 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 Dolby Laboratories stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dolby Laboratories stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dolby Laboratories stock over time.
Current vs Lagged Prices |
| Timeline |
Dolby Laboratories Lagged Returns
When evaluating Dolby Laboratories' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dolby Laboratories stock have on its future price. Dolby Laboratories 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, Dolby Laboratories autocorrelation shows the relationship between Dolby Laboratories stock current value and its past values and can show if there is a momentum factor associated with investing in Dolby Laboratories.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Dolby Laboratories offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Dolby Laboratories' 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 Dolby Laboratories Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Dolby Laboratories Stock:Check out Dolby Laboratories Correlation, Dolby Laboratories Volatility and Dolby Laboratories Alpha and Beta module to complement your research on Dolby Laboratories. For information on how to trade Dolby Stock refer to our How to Trade Dolby Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Dolby Laboratories 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.