Dupont De (Argentina) Market Value
| DD Stock | ARS 16,065 5.00 0.03% |
| Symbol | Dupont |
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.
| 03/01/2024 |
| 04/30/2024 |
If you would invest 0.00 in Dupont De on March 1, 2024 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 60 days. Dupont De is related to or competes with United States, Harmony Gold, Compania, Agrometal SAI, and Transportadora. I. du Pont de Nemours and Company operates as a science and technology based company in the United States and internatio... 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.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 13.19 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 3.25 |
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.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | (1.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Dupont De Nemours Backtested Returns
We consider Dupont De very steady. Dupont De Nemours secures Sharpe Ratio (or Efficiency) of 0.0373, which denotes the company had a 0.0373% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Dupont De Nemours, which you can use to evaluate the volatility of the firm. Please confirm Dupont De's Standard Deviation of 2.42, variance of 5.87, and Mean Deviation of 1.64 to check if the risk estimate we provide is consistent with the expected return of 0.0721%. Dupont De has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Dupont De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dupont De is expected to be smaller as well. Dupont De Nemours right now shows a risk of 1.94%. Please confirm Dupont De Nemours treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Dupont De Nemours will be following its price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Dupont De Nemours has weak reverse predictability. Overlapping area represents the amount of predictability between Dupont De time series from 1st of March 2024 to 31st of March 2024 and 31st of March 2024 to 30th 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 Dupont De Nemours price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Dupont De price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 71.2 K |
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 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 |
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 |
| 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 |
| Timeline |
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 Dupont De 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, Dupont De's short interest history, or implied volatility extrapolated from Dupont De options trading.
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 Stock
| 0.7 | GOOGL | Alphabet Class A | PairCorr |
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 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 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.Check out 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 the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Dupont Stock analysis
When running Dupont De's 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 the 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.