Dupont Stock Performance

DD
 Stock
  

USD 54.18  0.57  1.04%   

The firm shows a Beta (market volatility) of 1.2265, 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 -0.39%. 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.
  
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Dupont Performance
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Over the last 90 days Dupont Denemours has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Stock's fundamental indicators remain rather sound which may send shares a bit higher in August 2022. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0241
Payout Ratio
0.35
Last Split Factor
4725:10000
Forward Annual Dividend Rate
1.32
Dividend Date
2022-09-15
Ex Dividend Date
2022-07-28
Last Split Date
2019-06-03

Dupont Price Channel

Quick Ratio1.10
Fifty Two Week Low53.37
Target High Price108.00
Fifty Two Week High85.16
Payout Ratio40.86%
Trailing Annual Dividend Yield2.16%
Target Low Price76.00

Dupont Denemours Relative Risk vs. Return Landscape

If you would invest  6,937  in Dupont Denemours on April 7, 2022 and sell it today you would lose (1,519)  from holding Dupont Denemours or give up 21.9% of portfolio value over 90 days. Dupont Denemours is generating negative expected returns and assumes 2.0519% volatility on return distribution over the 90 days horizon. Put differently, 17% of stocks are less risky than Dupont on the basis of their historical return distribution, and some 99% of all equities are expected to be superior in generating returns on investments over the next 90 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 90-day total investment horizon Dupont Denemours is expected to under-perform the market. In addition to that, the company is 1.39 times more volatile than its market benchmark. It trades about -0.19 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of volatility.

Dupont Denemours Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dupont Denemours' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Dupont Denemours, and traders can use it to determine the average amount a Dupont Denemours' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.1902

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Estimated Market Risk
 2.05
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 -0.39
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.19
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Based on monthly moving average Dupont Denemours is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dupont Denemours by adding it to a well-diversified portfolio.

About Dupont Denemours Performance

To evaluate Dupont Denemours Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Dupont Denemours generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Dupont Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Dupont Denemours stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Dupont's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-72 M-77.7 M
Return on Investment 5.05  5.45 
Return on Average Assets 0.14  0.15 
Return on Average Equity 0.24  0.26 
Return on Invested Capital 0.31  0.34 
Return on Sales 0.44  0.48 
DuPont de Nemours, Inc. provides technology-based materials and solutions in the United States, Canada, the Asia Pacific, Latin America, Europe, the Middle East, and Africa. DuPont de Nemours, Inc. is headquartered in Wilmington, Delaware. Dupont Denemours operates under Specialty Chemicals classification in the United States and is traded on New York Stock Exchange. It employs 28000 people.

Things to note about Dupont Denemours

Checking the ongoing alerts about Dupont Denemours for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Dupont Denemours help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Dupont Denemours Alerts

Equity Alerts and Improvement Suggestions

Dupont Denemours generated a negative expected return over the last 90 days
Dupont Denemours has a poor financial position based on the latest SEC disclosures
Over 76.0% of the company shares are held by institutions such as insurance companies
Latest headline from uk.finance.yahoo.com: Beauty And Personal Care Surfactants Global Market Report 2022 - Yahoo Finance UK
Continue to Investing Opportunities. 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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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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.
Quarterly Earnings Growth YOY
-0.89
Market Capitalization
27.8 B
Quarterly Revenue Growth YOY
0.085
Return On Assets
0.036
Return On Equity
0.0605
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.