Du Pont Stock Market Value

DD -  USA Stock  

USD 75.25  0.03  0.0399%

Du Pont's market value is the price at which a share of Du Pont stock trades on a public exchange. It measures the collective expectations of Du Pont DeNemours investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Du Pont DeNemours and determine expected loss or profit from investing in Du Pont over a given investment horizon. Continue to Du Pont Hype Analysis, Du Pont Correlation, Du Pont Valuation, Du Pont Volatility, as well as analyze Du Pont Alpha and Beta and Du Pont Performance.
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Is Du Pont'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 Du Pont. If investors know Du Pont 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 Du Pont listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Du Pont DeNemours is measured differently than its book value, which is the value of Du Pont that is recorded on the company's balance sheet. Investors also form their own opinion of Du Pont's value that differs from its market value or its book value, called intrinsic value, which is Du Pont'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 Du Pont's market value can be influenced by many factors that don't directly affect Du Pont'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 Du Pont's value and its price as these two are different measures arrived at by different means. Investors typically determine Du Pont value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Du Pont'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.

Du Pont '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 Du Pont'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 Du Pont.
0.00
12/14/2019
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/03/2021
0.00
If you would invest  0.00  in Du Pont on December 14, 2019 and sell it all today you would earn a total of 0.00 from holding Du Pont DeNemours or generate 0.0% return on investment in Du Pont over 720 days. Du Pont is related to or competes with Air Products, Ashland Global, Advansix, Braskem SA, and Celanese Corp. DuPont de Nemours, Inc. provides technology-based materials, ingredients, and solutions in the United States, Canada, th...

Du Pont 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 Du Pont'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 Du Pont DeNemours upside and downside potential and time the market with a certain degree of confidence.

Du Pont Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Du Pont's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Du Pont's standard deviation. In reality, there are many statistical measures that can use Du Pont historical prices to predict the future Du Pont's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Du Pont'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 Du Pont in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
73.6375.3176.99
Details
Intrinsic
Valuation
LowReal ValueHigh
67.7383.2484.92
Details
Naive
Forecast
LowNext ValueHigh
70.6872.3674.04
Details
15 Analysts
Consensus
LowTarget PriceHigh
74.0091.00102.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Du Pont. Your research has to be compared to or analyzed against Du Pont's peers to derive any actionable benefits. When done correctly, Du Pont'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 Du Pont DeNemours.

Du Pont DeNemours Backtested Returns

We consider Du Pont very steady. Du Pont DeNemours retains Efficiency (Sharpe Ratio) of 0.0561, which denotes the company had 0.0561% of return per unit of price deviation over the last 3 months. Our approach into predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Du Pont, which you can use to evaluate the future volatility of the firm. Please confirm Du Pont DeNemours Standard Deviation of 1.91, market risk adjusted performance of 0.0436, and Downside Deviation of 1.67 to check if the risk estimate we provide is consistent with the expected return of 0.11%.
Du Pont has performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 1.1662, which means a somewhat significant risk relative to the market. Let's try to break down what Du Pont'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, Du Pont will likely underperform. Although it is extremely important to respect Du Pont DeNemours existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach into predicting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Du Pont DeNemours technical indicators, you can today evaluate if the expected return of 0.11% will be sustainable into the future. Du Pont DeNemours now owns a risk of 1.92%. Please confirm Du Pont DeNemours information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha to decide if Du Pont DeNemours will be following its current price history.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.15)   

Insignificant reverse predictability

Du Pont DeNemours has insignificant reverse predictability. Overlapping area represents the amount of predictability between Du Pont time series from 14th of December 2019 to 8th of December 2020 and 8th of December 2020 to 3rd of December 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Du Pont DeNemours price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Du Pont price fluctuation can be explain by its past prices. Given that Du Pont DeNemours has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Du Pont for similar time interval.
Correlation Coefficient-0.15
Spearman Rank Test-0.05
Residual Average0.0
Price Variance22.59

Du Pont DeNemours lagged returns against current returns

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

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

Du Pont Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Du Pont without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Theme Ratings

Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
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Pair Trading with Du Pont

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 Du Pont 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 Du Pont will appreciate offsetting losses from the drop in the long position's value.

Du Pont Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Du Pont and Air Products And. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Continue to Du Pont Hype Analysis, Du Pont Correlation, Du Pont Valuation, Du Pont Volatility, as well as analyze Du Pont Alpha and Beta and Du Pont Performance. Note that the Du Pont DeNemours information on this page should be used as a complementary analysis to other Du Pont'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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for Du Pont Stock analysis

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