Dun Bradstreet Stock Market Value

DNB
 Stock
  

USD 15.09  0.42  2.71%   

Dun Bradstreet's market value is the price at which a share of Dun Bradstreet stock trades on a public exchange. It measures the collective expectations of Dun Bradstreet Holdings investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Dun Bradstreet Holdings and determine expected loss or profit from investing in Dun Bradstreet over a given investment horizon. Continue to Dun Bradstreet Hype Analysis, Dun Bradstreet Correlation, Dun Bradstreet Valuation, Dun Bradstreet Volatility, as well as analyze Dun Bradstreet Alpha and Beta and Dun Bradstreet Performance.
Symbol
Backtest


Is Dun Bradstreet'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 Dun Bradstreet. If investors know Dun Bradstreet 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 Dun Bradstreet listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
6.6 B
Quarterly Revenue Growth YOY
0.062
Return On Assets
0.0145
Return On Equity
-0.0196
The market value of Dun Bradstreet Holdings is measured differently than its book value, which is the value of Dun Bradstreet that is recorded on the company's balance sheet. Investors also form their own opinion of Dun Bradstreet's value that differs from its market value or its book value, called intrinsic value, which is Dun Bradstreet'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 Dun Bradstreet's market value can be influenced by many factors that don't directly affect Dun Bradstreet'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 Dun Bradstreet's value and its price as these two are different measures arrived at by different means. Investors typically determine Dun Bradstreet value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dun Bradstreet'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.

Dun Bradstreet '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 Dun Bradstreet'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 Dun Bradstreet.
0.00
12/30/2021
No Change 0.00  0.0 
In 5 months and 30 days
06/28/2022
0.00
If you would invest  0.00  in Dun Bradstreet on December 30, 2021 and sell it all today you would earn a total of 0.00 from holding Dun Bradstreet Holdings or generate 0.0% return on investment in Dun Bradstreet over 180 days. Dun Bradstreet is related to or competes with International Business, Dupont Denemours, Johnson Johnson, Intel Corp, Travelers Companies, and B of A. Dun Bradstreet Holdings, Inc. provides business decisioning data and analytics in North America and internationallyMore

Dun Bradstreet 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 Dun Bradstreet'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 Dun Bradstreet Holdings upside and downside potential and time the market with a certain degree of confidence.

Dun Bradstreet Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dun Bradstreet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dun Bradstreet's standard deviation. In reality, there are many statistical measures that can use Dun Bradstreet historical prices to predict the future Dun Bradstreet's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Dun Bradstreet'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 Dun Bradstreet in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
12.4815.0917.70
Details
Intrinsic
Valuation
LowReal ValueHigh
13.5818.1420.75
Details
Naive
Forecast
LowNext ValueHigh
13.7216.3318.94
Details
7 Analysts
Consensus
LowTarget PriceHigh
21.0027.0033.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dun Bradstreet. Your research has to be compared to or analyzed against Dun Bradstreet's peers to derive any actionable benefits. When done correctly, Dun Bradstreet'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 Dun Bradstreet Holdings.

Dun Bradstreet Holdings Backtested Returns

Dun Bradstreet Holdings secures Sharpe Ratio (or Efficiency) of -0.0857, which denotes the company had -0.0857% 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. Dun Bradstreet Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dun Bradstreet Holdings mean deviation of 1.88, and Coefficient Of Variation of (1,962) to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.2374, which means a somewhat significant risk relative to the market. Let's try to break down what Dun Bradstreet'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, Dun Bradstreet will likely underperform. Even though it is essential to pay attention to Dun Bradstreet Holdings 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. Dun Bradstreet Holdings exposes twenty-one different technical indicators, which can help you to evaluate its performance. Dun Bradstreet Holdings has an expected return of -0.22%. Please be advised to confirm Dun Bradstreet Holdings maximum drawdown, and the relationship between the information ratio and downside variance to decide if Dun Bradstreet Holdings performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.56  

Modest predictability

Dun Bradstreet Holdings has modest predictability. Overlapping area represents the amount of predictability between Dun Bradstreet time series from 30th of December 2021 to 30th of March 2022 and 30th of March 2022 to 28th of June 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 Dun Bradstreet Holdings price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Dun Bradstreet price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.63
Residual Average0.0
Price Variance1.1

Dun Bradstreet Holdings lagged returns against current returns

Autocorrelation, which is Dun Bradstreet 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 Dun Bradstreet's stock expected returns. We can calculate the autocorrelation of Dun Bradstreet returns to help us make a trade decision. For example, suppose you find that Dun Bradstreet 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 

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

Dun Bradstreet Lagged Returns

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

Dun Bradstreet Investors Sentiment

The influence of Dun Bradstreet's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Dun Bradstreet. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Dun Bradstreet Implied Volatility

    
  7.86  
Dun Bradstreet's implied volatility exposes the market's sentiment of Dun Bradstreet Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Dun Bradstreet's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Dun Bradstreet stock will not fluctuate a lot when Dun Bradstreet's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dun Bradstreet in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dun Bradstreet's short interest history, or implied volatility extrapolated from Dun Bradstreet options trading.

Current Sentiment - DNB

Dun Bradstreet Holdings Investor Sentiment

Greater number of Macroaxis users are currently bullish on Dun Bradstreet Holdings. What is your opinion about investing in Dun Bradstreet Holdings? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Pair Trading with Dun Bradstreet

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

Dun Bradstreet Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Dun Bradstreet could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dun Bradstreet 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 Dun Bradstreet - 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 Dun Bradstreet Holdings to buy it.
The correlation of Dun Bradstreet 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 Dun Bradstreet moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dun Bradstreet Holdings 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 Dun Bradstreet 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 Dun Bradstreet Hype Analysis, Dun Bradstreet Correlation, Dun Bradstreet Valuation, Dun Bradstreet Volatility, as well as analyze Dun Bradstreet Alpha and Beta and Dun Bradstreet Performance. Note that the Dun Bradstreet Holdings information on this page should be used as a complementary analysis to other Dun Bradstreet'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for Dun Bradstreet Stock analysis

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