Dun Bradstreet Holdings Stock Market Value
DNB Stock | USD 10.04 0.08 0.80% |
Symbol | Dun |
Dun Bradstreet Holdings Price To Book Ratio
Is Dun Bradstreet'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 Dun Bradstreet. If investors know Dun 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 Dun Bradstreet 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 (0.92) | Dividend Share 0.2 | Earnings Share (0.11) | Revenue Per Share 5.375 | Quarterly Revenue Growth 0.06 |
The market value of Dun Bradstreet Holdings is measured differently than its book value, which is the value of Dun that is recorded on the company's balance sheet. Investors also form their own opinion of Dun Bradstreet's value that differs from its market value or its book value, called intrinsic value, which is Dun Bradstreet'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 Dun Bradstreet's market value can be influenced by many factors that don't directly affect Dun Bradstreet'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 Dun Bradstreet's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dun Bradstreet is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dun Bradstreet'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.
Dun Bradstreet '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 Dun Bradstreet'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 Dun Bradstreet.
02/27/2024 |
| 03/28/2024 |
If you would invest 0.00 in Dun Bradstreet on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Dun Bradstreet Holdings or generate 0.0% return on investment in Dun Bradstreet over 30 days. Dun Bradstreet is related to or competes with Broadridge Financial, BrightView Holdings, First Advantage, Franklin Covey, LegalZoom, Mistras, and NL Industries. Dun Bradstreet Holdings, Inc. provides business decisioning data and analytics in North America and internationally More
Dun Bradstreet 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 Dun Bradstreet'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 Dun Bradstreet Holdings upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.25) | |||
Maximum Drawdown | 6.44 | |||
Value At Risk | (3.04) | |||
Potential Upside | 2.21 |
Dun Bradstreet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dun Bradstreet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dun Bradstreet's standard deviation. In reality, there are many statistical measures that can use Dun Bradstreet historical prices to predict the future Dun Bradstreet's volatility.Risk Adjusted Performance | (0.08) | |||
Jensen Alpha | (0.40) | |||
Total Risk Alpha | (0.59) | |||
Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dun Bradstreet'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.
Dun Bradstreet Holdings Backtested Returns
Dun Bradstreet Holdings secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the company had a -0.14% return per unit of risk over the last 3 months. Dun Bradstreet Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dun Bradstreet's Variance of 2.28, standard deviation of 1.51, and Mean Deviation of 1.19 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.26, 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, Dun Bradstreet will likely underperform. Dun Bradstreet Holdings has an expected return of -0.23%. Please make sure to confirm Dun Bradstreet Holdings skewness, and the relationship between the total risk alpha and daily balance of power , to decide if Dun Bradstreet Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Dun Bradstreet Holdings has insignificant predictability. Overlapping area represents the amount of predictability between Dun Bradstreet time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Dun Bradstreet Holdings price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Dun Bradstreet price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.11 | |
Spearman Rank Test | -0.05 | |
Residual Average | 0.0 | |
Price Variance | 0.06 |
Dun Bradstreet Holdings lagged returns against current returns
Autocorrelation, which is Dun Bradstreet 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 Dun Bradstreet's stock expected returns. We can calculate the autocorrelation of Dun Bradstreet returns to help us make a trade decision. For example, suppose you find that Dun Bradstreet 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 |
Dun Bradstreet 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 Dun Bradstreet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dun Bradstreet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dun Bradstreet stock over time.
Current vs Lagged Prices |
Timeline |
Dun Bradstreet Lagged Returns
When evaluating Dun Bradstreet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dun Bradstreet stock have on its future price. Dun Bradstreet 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, Dun Bradstreet autocorrelation shows the relationship between Dun Bradstreet stock current value and its past values and can show if there is a momentum factor associated with investing in Dun Bradstreet Holdings.
Regressed Prices |
Timeline |
Dun Bradstreet Investors Sentiment
The influence of Dun Bradstreet'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 Dun. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Dun Bradstreet's public news can be used to forecast risks associated with an investment in Dun. The trend in average sentiment can be used to explain how an investor holding Dun can time the market purely based on public headlines and social activities around Dun Bradstreet Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Dun Bradstreet'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 Dun Bradstreet'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 Dun Bradstreet's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Dun Bradstreet.
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 Dun Bradstreet 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, Dun Bradstreet's short interest history, or implied volatility extrapolated from Dun Bradstreet options trading.
Pair Trading with Dun Bradstreet
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 Dun Bradstreet 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 Dun Bradstreet will appreciate offsetting losses from the drop in the long position's value.Moving together with Dun Stock
0.69 | FC | Franklin Covey Report 3rd of April 2024 | PairCorr |
Moving against Dun Stock
0.94 | WM | Waste Management Financial Report 24th of April 2024 | PairCorr |
0.91 | VSEC | VSE Corporation Financial Report 6th of May 2024 | PairCorr |
0.89 | MG | Mistras Group | PairCorr |
0.86 | VLTO | Veralto | PairCorr |
0.82 | MLKN | MillerKnoll Financial Report 10th of July 2024 | PairCorr |
The ability to find closely correlated positions to Dun Bradstreet could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dun Bradstreet 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 Dun Bradstreet - 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 Dun Bradstreet Holdings to buy it.
The correlation of Dun Bradstreet 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 Dun Bradstreet moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dun Bradstreet Holdings 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 Dun Bradstreet 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 Dun Bradstreet Correlation, Dun Bradstreet Volatility and Dun Bradstreet Alpha and Beta module to complement your research on Dun Bradstreet. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Dun Stock analysis
When running Dun Bradstreet's price analysis, check to measure Dun Bradstreet'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 Dun Bradstreet is operating at the current time. Most of Dun Bradstreet's value examination focuses on studying past and present price action to predict the probability of Dun Bradstreet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dun Bradstreet's price. Additionally, you may evaluate how the addition of Dun Bradstreet to your portfolios can decrease your overall portfolio volatility.
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