Dupont Stock Alpha and Beta Analysis


USD 54.75  0.83  1.49%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dupont Denemours. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dupont Denemours over a specified time horizon. Remember, high Dupont Denemours' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Continue to Dupont Denemours Backtesting, Dupont Denemours Valuation, Dupont Denemours Correlation, Dupont Denemours Hype Analysis, Dupont Denemours Volatility, Dupont Denemours History and analyze Dupont Denemours Performance.
Please note that although Dupont Denemours alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Dupont Denemours did 0.28  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Dupont Denemours stock's relative risk over its benchmark. Dupont Denemours has a beta of 1.23  . 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.
The current year Book Value per Share is expected to grow to 70.08. The current year Enterprise Value over EBIT is expected to grow to 7.55.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Dupont Denemours Quarterly Book Value per Share



Dupont Denemours Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dupont Denemours market risk premium is the additional return an investor will receive from holding Dupont Denemours long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Dupont Denemours. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Dupont Denemours' performance over market.
α-0.28   β1.23
90 days against DJI

Dupont Denemours expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Dupont Denemours' Buy-and-hold return. Our buy-and-hold chart shows how Dupont Denemours performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Dupont Denemours Market Price Analysis

Market price analysis indicators help investors to evaluate how Dupont Denemours stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dupont Denemours shares will generate the highest return on investment. By understating and applying Dupont Denemours stock market price indicators, traders can identify Dupont Denemours position entry and exit signals to maximize returns.

Dupont Denemours Return and Market Media

The median price of Dupont Denemours for the period between Wed, Apr 6, 2022 and Tue, Jul 5, 2022 is 66.05 with a coefficient of variation of 7.94. The daily time series for the period is distributed with a sample standard deviation of 5.19, arithmetic mean of 65.32, and mean deviation of 3.96. The Stock received a lot of media exposure during the period.
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About Dupont Denemours Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Dupont Denemours has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2021 2022 (projected)
Long Term Debt to Equity0.330.40.36
Interest Coverage4.694.223.65

Dupont Denemours Upcoming Company Events

As portrayed in its financial statements, the presentation of Dupont Denemours' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dupont Denemours' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dupont Denemours' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dupont Denemours. Please utilize our Beneish M Score to check the likelihood of Dupont Denemours' management manipulating its earnings.
Upcoming Quarterly Report8th of February 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End8th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Dupont Denemours Backtesting, Dupont Denemours Valuation, Dupont Denemours Correlation, Dupont Denemours Hype Analysis, Dupont Denemours Volatility, Dupont Denemours History and analyze Dupont Denemours Performance. 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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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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...