Dillards Capital Trust Stock Market Value
| DDT Stock | USD 25.76 0.03 0.12% |
| Symbol | Dillards |
Dillards Capital Trust Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (REITs) 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 Capital. 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 Capital 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 Dillards Capital Trust 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 Capital's value that differs from its market value or its book value, called intrinsic value, which is Dillards Capital'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 Dillards Capital's market value can be influenced by many factors that don't directly affect Dillards Capital'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 Dillards Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dillards Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dillards Capital'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.
Dillards Capital '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 Capital'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 Dillards Capital.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Dillards Capital on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Dillards Capital Trust or generate 0.0% return on investment in Dillards Capital over 360 days. Dillards Capital is related to or competes with Prudential Financial, Credit Enhanced, Strats Trust, Structured Products, and DTF Tax. Dillards Capital is entity of United States More
Dillards Capital 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 Capital'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 Dillards Capital Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.408 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.73 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.51 |
Dillards Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dillards Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dillards Capital's standard deviation. In reality, there are many statistical measures that can use Dillards Capital historical prices to predict the future Dillards Capital's volatility.| Risk Adjusted Performance | 0.044 | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.5782 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dillards Capital'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.
Dillards Capital Trust Backtested Returns
Currently, Dillards Capital Trust is very steady. Dillards Capital Trust secures Sharpe Ratio (or Efficiency) of 0.0421, which denotes the company had a 0.0421% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dillards Capital Trust, which you can use to evaluate the volatility of the firm. Please confirm Dillards Capital's Coefficient Of Variation of 1340.42, downside deviation of 0.408, and Mean Deviation of 0.2368 to check if the risk estimate we provide is consistent with the expected return of 0.0139%. Dillards Capital has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0257, which means not very significant fluctuations relative to the market. As returns on the market increase, Dillards Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dillards Capital is expected to be smaller as well. Dillards Capital Trust right now shows a risk of 0.33%. Please confirm Dillards Capital Trust downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Dillards Capital Trust will be following its price patterns.
Auto-correlation | 0.86 |
Very good predictability
Dillards Capital Trust has very good predictability. Overlapping area represents the amount of predictability between Dillards Capital time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 Capital Trust price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Dillards Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Dillards Capital Trust lagged returns against current returns
Autocorrelation, which is Dillards Capital 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 Capital's stock expected returns. We can calculate the autocorrelation of Dillards Capital returns to help us make a trade decision. For example, suppose you find that Dillards Capital 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 Capital 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 Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dillards Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dillards Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Dillards Capital Lagged Returns
When evaluating Dillards Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dillards Capital stock have on its future price. Dillards Capital 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 Capital autocorrelation shows the relationship between Dillards Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Dillards Capital Trust.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Dillards Stock Analysis
When running Dillards Capital's price analysis, check to measure Dillards Capital'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 Dillards Capital is operating at the current time. Most of Dillards Capital's value examination focuses on studying past and present price action to predict the probability of Dillards Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dillards Capital's price. Additionally, you may evaluate how the addition of Dillards Capital to your portfolios can decrease your overall portfolio volatility.