Disney Stock Market Value

DIS
 Stock
  

USD 99.43  0.84  0.85%   

Disney's market value is the price at which a share of Disney stock trades on a public exchange. It measures the collective expectations of Walt Disney investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Walt Disney and determine expected loss or profit from investing in Disney over a given investment horizon. Continue to Disney Correlation, Disney Volatility and Disney Alpha and Beta module to complement your research on Disney.
Symbol


Is Disney'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 Disney. If investors know Disney 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 Disney 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 YOY
0.016
Market Capitalization
177.1 B
Quarterly Revenue Growth YOY
0.087
Return On Assets
0.0208
Return On Equity
0.0337
The market value of Walt Disney is measured differently than its book value, which is the value of Disney that is recorded on the company's balance sheet. Investors also form their own opinion of Disney's value that differs from its market value or its book value, called intrinsic value, which is Disney'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 Disney's market value can be influenced by many factors that don't directly affect Disney'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 Disney's value and its price as these two are different measures arrived at by different means. Investors typically determine Disney value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Disney'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.

Disney '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 Disney'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 Disney.
0.00
11/05/2022
No Change 0.00  0.0 
In 30 days
12/05/2022
0.00
If you would invest  0.00  in Disney on November 5, 2022 and sell it all today you would earn a total of 0.00 from holding Walt Disney or generate 0.0% return on investment in Disney over 30 days. Disney is related to or competes with Altice USA, Clear Channel, Beasley Broadcast, Audacy, AcuityAds Holdings, Cable One, and AMC Networks. The Walt Disney Company, together with its subsidiaries, operates as an entertainment company worldwide More

Disney 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 Disney'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 Walt Disney upside and downside potential and time the market with a certain degree of confidence.

Disney Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Disney's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disney's standard deviation. In reality, there are many statistical measures that can use Disney historical prices to predict the future Disney's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Disney'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 Disney in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
96.3899.22102.06
Details
Intrinsic
Valuation
LowReal ValueHigh
89.49124.11126.95
Details
18 Analysts
Consensus
LowTarget PriceHigh
137.00197.13229.00
Details
Earnings
Estimates (13)
LowProjected EPSHigh
3.344.204.97
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Disney. Your research has to be compared to or analyzed against Disney's peers to derive any actionable benefits. When done correctly, Disney'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 Walt Disney.

Walt Disney Backtested Returns

Walt Disney secures Sharpe Ratio (or Efficiency) of -0.0411, which denotes the company had -0.0411% 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. Walt Disney exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Walt Disney risk adjusted performance of (0.07) to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.4207, which means a somewhat significant risk relative to the market. Let's try to break down what Disney'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, Disney will likely underperform. Even though it is essential to pay attention to Walt Disney 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. Walt Disney exposes twenty-one different technical indicators, which can help you to evaluate its performance. Walt Disney has an expected return of -0.12%. Please be advised to confirm Walt Disney downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Walt Disney performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.53  

Good reverse predictability

Walt Disney has good reverse predictability. Overlapping area represents the amount of predictability between Disney time series from 5th of November 2022 to 20th of November 2022 and 20th of November 2022 to 5th of December 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 Walt Disney price movement. The serial correlation of -0.53 indicates that about 53.0% of current Disney price fluctuation can be explain by its past prices.
Correlation Coefficient-0.53
Spearman Rank Test-0.77
Residual Average0.0
Price Variance2.49

Walt Disney lagged returns against current returns

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

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

Disney Lagged Returns

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

Disney Investors Sentiment

The influence of Disney'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 Disney. 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.
Investor biases related to Disney's public news can be used to forecast risks associated with investment in Disney. The trend in average sentiment can be used to explain how an investor holding Disney can time the market purely based on public headlines and social activities around Walt Disney. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Disney's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Disney's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Disney's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Disney.

Disney Implied Volatility

    
  30.13  
Disney's implied volatility exposes the market's sentiment of Walt Disney stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Disney'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 Disney stock will not fluctuate a lot when Disney'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 Disney 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, Disney's short interest history, or implied volatility extrapolated from Disney options trading.

Pair Trading with Disney

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

Moving together with Disney

+0.68AMCAMC Entertainment Normal TradingPairCorr
+0.63FWONKLiberty Media Formula Downward RallyPairCorr
The ability to find closely correlated positions to Disney could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Disney 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 Disney - 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 Walt Disney to buy it.
The correlation of Disney 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 Disney moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Walt Disney 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 Disney 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 Disney Correlation, Disney Volatility and Disney Alpha and Beta module to complement your research on Disney. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Complementary Tools for analysis

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