Donnelley Financial Solutions Stock Market Value
| DFIN Stock | USD 61.20 0.30 0.49% |
| Symbol | Donnelley |
Donnelley Financial Price To Book Ratio
Is Financial Exchanges & Data 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 Donnelley Financial. If investors know Donnelley 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 Donnelley Financial 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 (0.52) | Earnings Share 3.19 | Revenue Per Share 27.446 | Quarterly Revenue Growth (0) | Return On Assets 0.1038 |
The market value of Donnelley Financial is measured differently than its book value, which is the value of Donnelley that is recorded on the company's balance sheet. Investors also form their own opinion of Donnelley Financial's value that differs from its market value or its book value, called intrinsic value, which is Donnelley Financial'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 Donnelley Financial's market value can be influenced by many factors that don't directly affect Donnelley Financial'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 Donnelley Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Donnelley Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Donnelley Financial'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.
Donnelley Financial '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 Donnelley Financial'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 Donnelley Financial.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Donnelley Financial on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Donnelley Financial Solutions or generate 0.0% return on investment in Donnelley Financial over 510 days. Donnelley Financial is related to or competes with Scully Royalty, Mercurity Fintech, Heritage Global, Oppenheimer Holdings, Perella Weinberg, Stifel Financial, and Piper Sandler. Donnelley Financial Solutions, Inc. operates as a risk and compliance solutions company worldwide More
Donnelley Financial 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 Donnelley Financial'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 Donnelley Financial Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.7 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 3.03 |
Donnelley Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Donnelley Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Donnelley Financial's standard deviation. In reality, there are many statistical measures that can use Donnelley Financial historical prices to predict the future Donnelley Financial's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.08) |
Donnelley Financial Backtested Returns
Donnelley Financial 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. Donnelley Financial Solutions exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Donnelley Financial's Variance of 4.19, standard deviation of 2.05, and Mean Deviation of 1.36 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.52, 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, Donnelley Financial will likely underperform. At this point, Donnelley Financial has a negative expected return of -0.0881%. Please make sure to confirm Donnelley Financial's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Donnelley Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Donnelley Financial Solutions has below average predictability. Overlapping area represents the amount of predictability between Donnelley Financial time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Donnelley Financial price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Donnelley Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 9.16 |
Donnelley Financial lagged returns against current returns
Autocorrelation, which is Donnelley Financial 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 Donnelley Financial's stock expected returns. We can calculate the autocorrelation of Donnelley Financial returns to help us make a trade decision. For example, suppose you find that Donnelley Financial 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 |
Donnelley Financial 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 Donnelley Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Donnelley Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Donnelley Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Donnelley Financial Lagged Returns
When evaluating Donnelley Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Donnelley Financial stock have on its future price. Donnelley Financial 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, Donnelley Financial autocorrelation shows the relationship between Donnelley Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Donnelley Financial Solutions.
Regressed Prices |
| Timeline |
Pair Trading with Donnelley Financial
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 Donnelley Financial 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 Donnelley Financial will appreciate offsetting losses from the drop in the long position's value.Moving against Donnelley Stock
| 0.76 | AZ | A2Z Smart Technologies | PairCorr |
| 0.7 | ZM | Zoom Video Communications | PairCorr |
| 0.69 | DOCU | DocuSign | PairCorr |
| 0.64 | DOMO | Domo Inc Earnings Call This Week | PairCorr |
| 0.6 | EB | Eventbrite Class A | PairCorr |
The ability to find closely correlated positions to Donnelley Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Donnelley Financial 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 Donnelley Financial - 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 Donnelley Financial Solutions to buy it.
The correlation of Donnelley Financial 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 Donnelley Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Donnelley Financial 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 Donnelley Financial 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 Donnelley Financial Correlation, Donnelley Financial Volatility and Donnelley Financial Alpha and Beta module to complement your research on Donnelley Financial. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Donnelley Financial 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.