Dell Technologies Stock Market Value
| DELL Stock | USD 138.92 4.96 3.70% |
| Symbol | Dell |
Dell Technologies Company Valuation
Is Technology Hardware, Storage & Peripherals 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 Dell Technologies. If investors know Dell 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 Dell Technologies 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 0.857 | Dividend Share 1.63 | Earnings Share 5.43 | Revenue Per Share 129.078 | Quarterly Revenue Growth 0.091 |
The market value of Dell Technologies is measured differently than its book value, which is the value of Dell that is recorded on the company's balance sheet. Investors also form their own opinion of Dell Technologies' value that differs from its market value or its book value, called intrinsic value, which is Dell Technologies' 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 Dell Technologies' market value can be influenced by many factors that don't directly affect Dell Technologies' 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 Dell Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Dell Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dell Technologies' 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.
Dell Technologies '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 Dell Technologies' 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 Dell Technologies.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Dell Technologies on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Dell Technologies or generate 0.0% return on investment in Dell Technologies over 180 days. Dell Technologies is related to or competes with Nano Dimension, NetApp, Super Micro, Pure Storage, Seagate Technology, HP, and Western Digital. Dell Technologies Inc. designs, develops, manufactures, markets, sells, and supports various comprehensive and integrate... More
Dell Technologies 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 Dell Technologies' 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 Dell Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0909 | |||
| Maximum Drawdown | 10.85 | |||
| Value At Risk | (4.46) | |||
| Potential Upside | 4.33 |
Dell Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dell Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dell Technologies' standard deviation. In reality, there are many statistical measures that can use Dell Technologies historical prices to predict the future Dell Technologies' volatility.| Risk Adjusted Performance | 0.1038 | |||
| Jensen Alpha | 0.1723 | |||
| Total Risk Alpha | 0.0284 | |||
| Sortino Ratio | 0.0982 | |||
| Treynor Ratio | 0.1876 |
Dell Technologies Backtested Returns
Dell Technologies appears to be very steady, given 3 months investment horizon. Dell Technologies secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dell Technologies, which you can use to evaluate the volatility of the firm. Please utilize Dell Technologies' Coefficient Of Variation of 778.22, downside deviation of 2.35, and Mean Deviation of 1.99 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dell Technologies holds a performance score of 11. The firm shows a Beta (market volatility) of 1.69, 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, Dell Technologies will likely underperform. Please check Dell Technologies' total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Dell Technologies' price patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
Dell Technologies has very good reverse predictability. Overlapping area represents the amount of predictability between Dell Technologies time series from 26th of May 2024 to 24th of August 2024 and 24th of August 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 Dell Technologies price movement. The serial correlation of -0.7 indicates that around 70.0% of current Dell Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 90.89 |
Dell Technologies lagged returns against current returns
Autocorrelation, which is Dell Technologies 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 Dell Technologies' stock expected returns. We can calculate the autocorrelation of Dell Technologies returns to help us make a trade decision. For example, suppose you find that Dell Technologies 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 |
Dell Technologies 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 Dell Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dell Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dell Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Dell Technologies Lagged Returns
When evaluating Dell Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dell Technologies stock have on its future price. Dell Technologies 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, Dell Technologies autocorrelation shows the relationship between Dell Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Dell Technologies.
Regressed Prices |
| Timeline |
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Dell Technologies 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.