Dillards Stock Market Value
| DDS Stock | USD 446.15 12.13 2.79% |
| Symbol | Dillards |
Dillards Price To Book Ratio
Is Broadline Retail space 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 Dillards. If investors know Dillards 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 Dillards 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 (0.42) | Earnings Share 38.77 | Revenue Per Share 415.112 | Quarterly Revenue Growth (0.05) | Return On Assets 0.1389 |
The market value of Dillards is measured differently than its book value, which is the value of Dillards that is recorded on the company's balance sheet. Investors also form their own opinion of Dillards' value that differs from its market value or its book value, called intrinsic value, which is Dillards' 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 Dillards' market value can be influenced by many factors that don't directly affect Dillards' 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 Dillards' value and its price as these two are different measures arrived at by different means. Investors typically determine if Dillards is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dillards' 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.
Dillards '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 Dillards' 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 Dillards.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Dillards on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Dillards or generate 0.0% return on investment in Dillards over 30 days. Dillards is related to or competes with Macys, Kohls Corp, Marks Spencer, Marks, Nordstrom, and Woolworths Holdings. Dillards, Inc. operates retail department stores in the southeastern, southwestern, and midwestern areas of the United S... More
Dillards 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 Dillards' 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 Dillards upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.116 | |||
| Maximum Drawdown | 13.26 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 5.2 |
Dillards Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dillards' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dillards' standard deviation. In reality, there are many statistical measures that can use Dillards historical prices to predict the future Dillards' volatility.| Risk Adjusted Performance | 0.137 | |||
| Jensen Alpha | 0.3441 | |||
| Total Risk Alpha | 0.0198 | |||
| Sortino Ratio | 0.1691 | |||
| Treynor Ratio | 0.829 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dillards' 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.
Dillards Backtested Returns
Dillards appears to be very steady, given 3 months investment horizon. Dillards secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. We have found thirty technical indicators for Dillards, which you can use to evaluate the volatility of the firm. Please utilize Dillards' Coefficient Of Variation of 589.09, mean deviation of 1.76, and Downside Deviation of 1.67 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dillards holds a performance score of 13. The firm shows a Beta (market volatility) of 0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dillards' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dillards is expected to be smaller as well. Please check Dillards' downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Dillards' price patterns will revert.
Auto-correlation | 0.44 |
Average predictability
Dillards has average predictability. Overlapping area represents the amount of predictability between Dillards time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 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 Dillards price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Dillards price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 477.93 |
Dillards lagged returns against current returns
Autocorrelation, which is Dillards 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 Dillards' stock expected returns. We can calculate the autocorrelation of Dillards returns to help us make a trade decision. For example, suppose you find that Dillards 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 |
Dillards 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 Dillards stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dillards stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dillards stock over time.
Current vs Lagged Prices |
| Timeline |
Dillards Lagged Returns
When evaluating Dillards' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dillards stock have on its future price. Dillards 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, Dillards autocorrelation shows the relationship between Dillards stock current value and its past values and can show if there is a momentum factor associated with investing in Dillards.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Dillards Stock Analysis
When running Dillards' price analysis, check to measure Dillards' 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 Dillards is operating at the current time. Most of Dillards' value examination focuses on studying past and present price action to predict the probability of Dillards' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dillards' price. Additionally, you may evaluate how the addition of Dillards to your portfolios can decrease your overall portfolio volatility.