Dun Bradstreet Holdings Stock Market Value
| DNB Stock | USD 12.75 0.16 1.27% |
| Symbol | Dun |
Dun Bradstreet Holdings Price To Book Ratio
Is Research & Consulting Services 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 Dun Bradstreet. If investors know Dun 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 Dun Bradstreet 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 (0.26) | Dividend Share 0.2 | Earnings Share (0.08) | Revenue Per Share 5.51 | Quarterly Revenue Growth 0.035 |
The market value of Dun Bradstreet Holdings is measured differently than its book value, which is the value of Dun that is recorded on the company's balance sheet. Investors also form their own opinion of Dun Bradstreet's value that differs from its market value or its book value, called intrinsic value, which is Dun Bradstreet'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 Dun Bradstreet's market value can be influenced by many factors that don't directly affect Dun Bradstreet'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 Dun Bradstreet's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dun Bradstreet is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dun Bradstreet'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.
Dun Bradstreet '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 Dun Bradstreet'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 Dun Bradstreet.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Dun Bradstreet on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Dun Bradstreet Holdings or generate 0.0% return on investment in Dun Bradstreet over 30 days. Dun Bradstreet is related to or competes with FactSet Research, Moodys, MSCI, Intercontinental, Morningstar, CME, and Nasdaq. Dun Bradstreet Holdings, Inc. provides business decisioning data and analytics in North America and internationally More
Dun Bradstreet 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 Dun Bradstreet'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 Dun Bradstreet Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.15 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.67 |
Dun Bradstreet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dun Bradstreet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dun Bradstreet's standard deviation. In reality, there are many statistical measures that can use Dun Bradstreet historical prices to predict the future Dun Bradstreet's volatility.| Risk Adjusted Performance | 0.0535 | |||
| Jensen Alpha | 0.0566 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2753 |
Dun Bradstreet Holdings Backtested Returns
At this point, Dun Bradstreet is not too volatile. Dun Bradstreet Holdings secures Sharpe Ratio (or Efficiency) of 0.0703, which denotes the company had a 0.0703% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dun Bradstreet Holdings, which you can use to evaluate the volatility of the firm. Please confirm Dun Bradstreet's Downside Deviation of 1.41, coefficient of variation of 1603.77, and Mean Deviation of 1.14 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Dun Bradstreet has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dun Bradstreet's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dun Bradstreet is expected to be smaller as well. Dun Bradstreet Holdings right now shows a risk of 1.8%. Please confirm Dun Bradstreet Holdings downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to decide if Dun Bradstreet Holdings will be following its price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Dun Bradstreet Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dun Bradstreet time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Dun Bradstreet Holdings price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Dun Bradstreet price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Dun Bradstreet Holdings lagged returns against current returns
Autocorrelation, which is Dun Bradstreet 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 Dun Bradstreet's stock expected returns. We can calculate the autocorrelation of Dun Bradstreet returns to help us make a trade decision. For example, suppose you find that Dun Bradstreet 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 |
Dun Bradstreet 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 Dun Bradstreet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dun Bradstreet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dun Bradstreet stock over time.
Current vs Lagged Prices |
| Timeline |
Dun Bradstreet Lagged Returns
When evaluating Dun Bradstreet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dun Bradstreet stock have on its future price. Dun Bradstreet 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, Dun Bradstreet autocorrelation shows the relationship between Dun Bradstreet stock current value and its past values and can show if there is a momentum factor associated with investing in Dun Bradstreet Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Dun Bradstreet Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Dun Bradstreet's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Dun Bradstreet Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Dun Bradstreet Holdings Stock:Check out Dun Bradstreet Correlation, Dun Bradstreet Volatility and Dun Bradstreet Alpha and Beta module to complement your research on Dun Bradstreet. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Dun Bradstreet 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.