Walt Disney Stock Market Value
| DIS Stock | USD 115.65 0.93 0.81% |
| Symbol | Disney |
Walt Disney Company Valuation
Is Movies & Entertainment 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 Disney. If investors know Disney 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 Disney 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 0.486 | Earnings Share 2.72 | Revenue Per Share 49.209 | Quarterly Revenue Growth 0.037 | Return On Assets 0.0362 |
The market value of Walt Disney is measured differently than its book value, which is the value of Disney that is recorded on the company's balance sheet. Investors also form their own opinion of Disney's value that differs from its market value or its book value, called intrinsic value, which is Disney'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 Disney's market value can be influenced by many factors that don't directly affect Disney'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 Disney's value and its price as these two are different measures arrived at by different means. Investors typically determine if Disney is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Disney'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.
Disney '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 Disney'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 Disney.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Disney on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Walt Disney or generate 0.0% return on investment in Disney over 360 days. Disney is related to or competes with Roku, AMC Entertainment, Paramount Global, Warner Bros, Netflix, and Paramount Global. The Walt Disney Company, together with its subsidiaries, operates as an entertainment company worldwide More
Disney 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 Disney'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 Walt Disney upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.1827 | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 2.34 |
Disney Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Disney's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disney's standard deviation. In reality, there are many statistical measures that can use Disney historical prices to predict the future Disney's volatility.| Risk Adjusted Performance | 0.2149 | |||
| Jensen Alpha | 0.3066 | |||
| Total Risk Alpha | 0.1568 | |||
| Sortino Ratio | 0.2385 | |||
| Treynor Ratio | 0.6126 |
Walt Disney Backtested Returns
Disney appears to be very steady, given 3 months investment horizon. Walt Disney secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the company had a 0.27% return per unit of risk over the last 3 months. We have found thirty technical indicators for Walt Disney, which you can use to evaluate the volatility of the firm. Please utilize Disney's Downside Deviation of 1.1, semi deviation of 0.6124, and Risk Adjusted Performance of 0.2149 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Disney holds a performance score of 21. The firm shows a Beta (market volatility) of 0.62, which means possible diversification benefits within a given portfolio. As returns on the market increase, Disney's returns are expected to increase less than the market. However, during the bear market, the loss of holding Disney is expected to be smaller as well. Please check Disney's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Disney's price patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Walt Disney has modest reverse predictability. Overlapping area represents the amount of predictability between Disney time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 Walt Disney price movement. The serial correlation of -0.5 indicates that about 50.0% of current Disney price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 33.5 |
Walt Disney lagged returns against current returns
Autocorrelation, which is Disney 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 Disney's stock expected returns. We can calculate the autocorrelation of Disney returns to help us make a trade decision. For example, suppose you find that Disney 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 |
Disney 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 Disney stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Disney stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Disney stock over time.
Current vs Lagged Prices |
| Timeline |
Disney Lagged Returns
When evaluating Disney's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Disney stock have on its future price. Disney 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, Disney autocorrelation shows the relationship between Disney stock current value and its past values and can show if there is a momentum factor associated with investing in Walt Disney.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Disney Stock Analysis
When running Disney's price analysis, check to measure Disney'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 Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.