Dupont Stock Market Value

DD
 Stock
  

USD 52.40  0.78  1.47%   

Dupont Denemours' market value is the price at which a share of Dupont Denemours stock trades on a public exchange. It measures the collective expectations of Dupont Denemours investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Dupont Denemours and determine expected loss or profit from investing in Dupont Denemours over a given investment horizon. Continue to Dupont Denemours Correlation, Dupont Denemours Volatility and Dupont Denemours Alpha and Beta module to complement your research on Dupont Denemours.
Symbol


Is Dupont Denemours' industry 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 Denemours. 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 Denemours 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 Dupont Denemours 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 Denemours' value that differs from its market value or its book value, called intrinsic value, which is Dupont Denemours' 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 Denemours' market value can be influenced by many factors that don't directly affect Dupont Denemours' 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 Denemours' value and its price as these two are different measures arrived at by different means. Investors typically determine Dupont Denemours value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dupont Denemours' 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 Denemours '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 Denemours' 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 Denemours.
0.00
04/15/2021
No Change 0.00  0.0 
In 1 year 5 months and 25 days
10/07/2022
0.00
If you would invest  0.00  in Dupont Denemours on April 15, 2021 and sell it all today you would earn a total of 0.00 from holding Dupont Denemours or generate 0.0% return on investment in Dupont Denemours over 540 days. Dupont Denemours is related to or competes with Amazon. DuPont de Nemours, Inc. provides technology-based materials and solutions in the United States, Canada, the Asia Pacific... More

Dupont Denemours 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 Denemours' 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 Denemours upside and downside potential and time the market with a certain degree of confidence.

Dupont Denemours Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dupont Denemours' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dupont Denemours' standard deviation. In reality, there are many statistical measures that can use Dupont Denemours historical prices to predict the future Dupont Denemours' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Dupont Denemours' 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. Please use the tools below to analyze the current value of Dupont Denemours in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
50.5152.6154.71
Details
Intrinsic
Valuation
LowReal ValueHigh
47.3663.1065.20
Details
16 Analysts
Consensus
LowTarget PriceHigh
77.0092.67102.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dupont Denemours. Your research has to be compared to or analyzed against Dupont Denemours' peers to derive any actionable benefits. When done correctly, Dupont Denemours' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Dupont Denemours.

Dupont Denemours Backtested Returns

Dupont Denemours secures Sharpe Ratio (or Efficiency) of -0.0092, which denotes the company had -0.0092% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Dupont Denemours exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dupont Denemours mean deviation of 1.7, and Coefficient Of Variation of (10,430) to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.4676, which means a somewhat significant risk relative to the market. Let's try to break down what Dupont's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dupont Denemours will likely underperform. Even though it is essential to pay attention to Dupont Denemours historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Dupont Denemours exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Dupont Denemours has an expected return of -0.0193%. Please be advised to confirm Dupont Denemours total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance to decide if Dupont Denemours performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.36  

Below average predictability

Dupont Denemours has below average predictability. Overlapping area represents the amount of predictability between Dupont Denemours time series from 15th of April 2021 to 10th of January 2022 and 10th of January 2022 to 7th of October 2022. 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 Denemours price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Dupont Denemours price fluctuation can be explain by its past prices.
Correlation Coefficient0.36
Spearman Rank Test0.1
Residual Average0.0
Price Variance79.75

Dupont Denemours lagged returns against current returns

Autocorrelation, which is Dupont Denemours 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 Denemours' stock expected returns. We can calculate the autocorrelation of Dupont Denemours returns to help us make a trade decision. For example, suppose you find that Dupont Denemours stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Dupont Denemours 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 Denemours stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dupont Denemours stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dupont Denemours stock over time.
   Current vs Lagged Prices   
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       Timeline  

Dupont Denemours Lagged Returns

When evaluating Dupont Denemours' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dupont Denemours stock have on its future price. Dupont Denemours 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 Denemours autocorrelation shows the relationship between Dupont Denemours stock current value and its past values and can show if there is a momentum factor associated with investing in Dupont Denemours.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Dupont Denemours without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Balance Of Power

Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
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Pair Trading with Dupont Denemours

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dupont Denemours position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dupont Denemours will appreciate offsetting losses from the drop in the long position's value.

Moving together with Dupont Denemours

+0.74APDAir Products And Fiscal Year End 3rd of November 2022 PairCorr
+0.94PPGPPG Industries Earnings Call  Next WeekPairCorr
+0.81LWLGLightwave Logic Normal TradingPairCorr
+0.9BABoeing Company Earnings Call  In Two WeeksPairCorr
The ability to find closely correlated positions to Dupont Denemours could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dupont Denemours when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dupont Denemours - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dupont Denemours to buy it.
The correlation of Dupont Denemours is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dupont Denemours moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dupont Denemours moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dupont Denemours can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Dupont Denemours Correlation, Dupont Denemours Volatility and Dupont Denemours Alpha and Beta module to complement your research on Dupont Denemours. Note that the Dupont Denemours information on this page should be used as a complementary analysis to other Dupont Denemours' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for Dupont Stock analysis

When running Dupont Denemours price analysis, check to measure Dupont Denemours' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dupont Denemours is operating at the current time. Most of Dupont Denemours' value examination focuses on studying past and present price action to predict the probability of Dupont Denemours' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Dupont Denemours' price. Additionally, you may evaluate how the addition of Dupont Denemours to your portfolios can decrease your overall portfolio volatility.
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Dupont Denemours 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.
A focus of Dupont Denemours technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dupont Denemours trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...