Dupont Stock Market Value

DD
 Stock
  

USD 69.46  0.96  1.36%   

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


Is Dupont De's 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 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 YOY
(0.026) 
Market Capitalization
35 B
Quarterly Revenue Growth YOY
0.037
Return On Assets
0.0392
Return On Equity
4.51
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 Dupont De value 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.
0.00
11/02/2022
No Change 0.00  0.0 
In 30 days
12/02/2022
0.00
If you would invest  0.00  in Dupont De on November 2, 2022 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 30 days. Dupont De is related to or competes with PT Bank, Bank Central, Anheuser-Busch InBev, GROWTH FUND, and VANGUARD SMALL-CAP. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Dupont De in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
68.3270.5672.80
Details
Intrinsic
Valuation
LowReal ValueHigh
63.3885.0287.26
Details
Naive
Forecast
LowNext ValueHigh
65.3367.5769.81
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 De. Your research has to be compared to or analyzed against Dupont De's peers to derive any actionable benefits. When done correctly, Dupont De's 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 De Nemours.

Dupont De Nemours Backtested Returns

Dupont De appears to be very steady, given 3 months investment horizon. Dupont De Nemours secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had 0.2% of return per unit of risk over the last 3 months. Our standpoint towards predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Dupont De Nemours, which you can use to evaluate the future volatility of the firm. Please utilize Dupont De's Coefficient Of Variation of 637.34, mean deviation of 1.79, and Downside Deviation of 1.79 to check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Dupont De holds a performance score of 15. The firm shows a Beta (market volatility) of 1.1394, which means a somewhat significant risk relative to the market. Let's try to break down what Dupont's beta means in this case. Dupont De returns are very sensitive to returns on the market. As the market goes up or down, Dupont De is expected to follow. Although it is vital to follow Dupont De Nemours historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Dupont De Nemours technical indicators, you can presently evaluate if the expected return of 0.45% will be sustainable into the future. Please utilizes Dupont De Nemours value at risk, expected short fall, and the relationship between the treynor ratio and downside variance to make a quick decision on whether Dupont De price patterns will revert.

Auto-correlation

    
  0.26  

Poor predictability

Dupont De Nemours has poor predictability. Overlapping area represents the amount of predictability between Dupont De time series from 2nd of November 2022 to 17th of November 2022 and 17th of November 2022 to 2nd of December 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 De Nemours price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Dupont De price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.27
Residual Average0.0
Price Variance0.75

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 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 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   
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       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   
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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 De 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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Pair Trading with Dupont De

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 De 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 De will appreciate offsetting losses from the drop in the long position's value.

Moving together with Dupont De

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Moving against Dupont De

-0.52NIONio Inc Class Downward RallyPairCorr
The ability to find closely correlated positions to Dupont De 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 De 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 De - 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 De Nemours to buy it.
The correlation of Dupont De 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 De moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dupont De Nemours 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 De 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 De Correlation, Dupont De Volatility and Dupont De Alpha and Beta module to complement your research on Dupont De. Note that the Dupont De Nemours information on this page should be used as a complementary analysis to other Dupont De's 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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

Complementary Tools for Dupont Stock analysis

When running Dupont De Nemours price analysis, check to measure Dupont De's 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 De is operating at the current time. Most of Dupont De's value examination focuses on studying past and present price action to predict the probability of Dupont De's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Dupont De's price. Additionally, you may evaluate how the addition of Dupont De to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Dupont De technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dupont De 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...