Duckhorn Portfolio Stock Market Value
| NAPA Stock | USD 10.98 0.01 0.09% |
| Symbol | Duckhorn |
Duckhorn Portfolio Price To Book Ratio
Is Distillers & Vintners 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 Duckhorn Portfolio. If investors know Duckhorn 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 Duckhorn Portfolio 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 (0.52) | Earnings Share 0.45 | Revenue Per Share 3.285 | Quarterly Revenue Growth 0.073 | Return On Assets 0.0396 |
The market value of Duckhorn Portfolio is measured differently than its book value, which is the value of Duckhorn that is recorded on the company's balance sheet. Investors also form their own opinion of Duckhorn Portfolio's value that differs from its market value or its book value, called intrinsic value, which is Duckhorn Portfolio'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 Duckhorn Portfolio's market value can be influenced by many factors that don't directly affect Duckhorn Portfolio'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 Duckhorn Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Duckhorn Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Duckhorn Portfolio'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.
Duckhorn Portfolio '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 Duckhorn Portfolio'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 Duckhorn Portfolio.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Duckhorn Portfolio on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Duckhorn Portfolio or generate 0.0% return on investment in Duckhorn Portfolio over 720 days. Duckhorn Portfolio is related to or competes with Andrew Peller, Naked Wines, Willamette Valley, Splash Beverage, Naked Wines, and Treasury Wine. The Duckhorn Portfolio, Inc. produces and sells wines in North America More
Duckhorn Portfolio 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 Duckhorn Portfolio'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 Duckhorn Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0891 | |||
| Maximum Drawdown | 103.32 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.57 |
Duckhorn Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duckhorn Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duckhorn Portfolio's standard deviation. In reality, there are many statistical measures that can use Duckhorn Portfolio historical prices to predict the future Duckhorn Portfolio's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 1.18 | |||
| Total Risk Alpha | (0.75) | |||
| Sortino Ratio | 0.6562 | |||
| Treynor Ratio | 1.93 |
Duckhorn Portfolio Backtested Returns
Duckhorn Portfolio is relatively risky given 3 months investment horizon. Duckhorn Portfolio secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of standard deviation over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.39% are justified by taking the suggested risk. Use Duckhorn Portfolio Mean Deviation of 3.21, downside deviation of 1.73, and Semi Deviation of 0.6245 to evaluate company specific risk that cannot be diversified away. Duckhorn Portfolio holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.65, which means possible diversification benefits within a given portfolio. As returns on the market increase, Duckhorn Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duckhorn Portfolio is expected to be smaller as well. Use Duckhorn Portfolio coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to analyze future returns on Duckhorn Portfolio.
Auto-correlation | 0.14 |
Insignificant predictability
Duckhorn Portfolio has insignificant predictability. Overlapping area represents the amount of predictability between Duckhorn Portfolio time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Duckhorn Portfolio price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Duckhorn Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2.47 |
Duckhorn Portfolio lagged returns against current returns
Autocorrelation, which is Duckhorn Portfolio 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 Duckhorn Portfolio's stock expected returns. We can calculate the autocorrelation of Duckhorn Portfolio returns to help us make a trade decision. For example, suppose you find that Duckhorn Portfolio 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 |
Duckhorn Portfolio 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 Duckhorn Portfolio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duckhorn Portfolio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duckhorn Portfolio stock over time.
Current vs Lagged Prices |
| Timeline |
Duckhorn Portfolio Lagged Returns
When evaluating Duckhorn Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duckhorn Portfolio stock have on its future price. Duckhorn Portfolio 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, Duckhorn Portfolio autocorrelation shows the relationship between Duckhorn Portfolio stock current value and its past values and can show if there is a momentum factor associated with investing in Duckhorn Portfolio.
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 Duckhorn Portfolio offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Duckhorn Portfolio'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 Duckhorn Portfolio Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Duckhorn Portfolio Stock:Check out Duckhorn Portfolio Correlation, Duckhorn Portfolio Volatility and Duckhorn Portfolio Alpha and Beta module to complement your research on Duckhorn Portfolio. For information on how to trade Duckhorn Stock refer to our How to Trade Duckhorn Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Duckhorn Portfolio 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.