Dine Brands Global Stock Market Value
| DIN Stock | USD 44.22 0.87 2.01% |
| Symbol | Dine |
Dine Brands Global Price To Book Ratio
Is Dine Brands' 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 Dine Brands. If investors know Dine 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 Dine Brands 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 1.978 | Dividend Share 2.04 | Earnings Share 6.22 | Revenue Per Share 54.557 | Quarterly Revenue Growth (0.01) |
The market value of Dine Brands Global is measured differently than its book value, which is the value of Dine that is recorded on the company's balance sheet. Investors also form their own opinion of Dine Brands' value that differs from its market value or its book value, called intrinsic value, which is Dine Brands' 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 Dine Brands' market value can be influenced by many factors that don't directly affect Dine Brands' 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 Dine Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Dine Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dine Brands' 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.
Dine Brands '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 Dine Brands' 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 Dine Brands.
| 06/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Dine Brands on June 28, 2023 and sell it all today you would earn a total of 0.00 from holding Dine Brands Global or generate 0.0% return on investment in Dine Brands over 300 days. Dine Brands is related to or competes with Bloomin Brands, BJs Restaurants, Cheesecake Factory, Brinker International, Dennys Corp, and Papa Johns. Dine Brands Global, Inc., together with its subsidiaries, owns, franchises, operates, and rents full-service restaurants... More
Dine Brands 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 Dine Brands' 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 Dine Brands Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 2.95 |
Dine Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dine Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dine Brands' standard deviation. In reality, there are many statistical measures that can use Dine Brands historical prices to predict the future Dine Brands' volatility.| Risk Adjusted Performance | 0.0123 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0047 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dine Brands' 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.
Dine Brands Global Backtested Returns
Dine Brands Global secures Sharpe Ratio (or Efficiency) of -0.0017, which denotes the company had a -0.0017% return per unit of risk over the last 3 months. Dine Brands Global exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dine Brands' Mean Deviation of 1.51, downside deviation of 2.1, and Coefficient Of Variation of 11301.08 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.52, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dine Brands will likely underperform. Dine Brands Global has an expected return of -0.0034%. Please make sure to confirm Dine Brands Global sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Dine Brands Global performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Dine Brands Global has below average predictability. Overlapping area represents the amount of predictability between Dine Brands time series from 28th of June 2023 to 25th of November 2023 and 25th of November 2023 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dine Brands Global price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Dine Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 4.31 |
Dine Brands Global lagged returns against current returns
Autocorrelation, which is Dine Brands 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 Dine Brands' stock expected returns. We can calculate the autocorrelation of Dine Brands returns to help us make a trade decision. For example, suppose you find that Dine Brands 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dine Brands 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 Dine Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dine Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dine Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Dine Brands Lagged Returns
When evaluating Dine Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dine Brands stock have on its future price. Dine Brands 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, Dine Brands autocorrelation shows the relationship between Dine Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Dine Brands Global.
Regressed Prices |
| Timeline |
Pair Trading with Dine Brands
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 Dine Brands 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 Dine Brands will appreciate offsetting losses from the drop in the long position's value.Moving together with Dine Stock
| 0.84 | DRI | Darden Restaurants Financial Report 27th of June 2024 | PairCorr |
| 0.68 | FUN | Cedar Fair LP Financial Report 2nd of May 2024 | PairCorr |
Moving against Dine Stock
| 0.45 | LE | Lands End Financial Report 6th of June 2024 | PairCorr |
The ability to find closely correlated positions to Dine Brands could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dine Brands 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 Dine Brands - 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 Dine Brands Global to buy it.
The correlation of Dine Brands is a statistical measure of how it moves in relation to other instruments. 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 Dine Brands moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dine Brands Global 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 Dine Brands 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.Check out Dine Brands Correlation, Dine Brands Volatility and Dine Brands Alpha and Beta module to complement your research on Dine Brands. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for Dine Stock analysis
When running Dine Brands' price analysis, check to measure Dine Brands' 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 Dine Brands is operating at the current time. Most of Dine Brands' value examination focuses on studying past and present price action to predict the probability of Dine Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dine Brands' price. Additionally, you may evaluate how the addition of Dine Brands to your portfolios can decrease your overall portfolio volatility.
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Dine Brands 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.