Douglas Elliman Stock Market Value
| DOUG Stock | USD 2.50 0.11 4.60% |
| Symbol | Douglas |
Douglas Elliman Price To Book Ratio
Is Real Estate Management & Development 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 Douglas Elliman. If investors know Douglas 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 Douglas Elliman 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 (0.75) | Earnings Share (1.02) | Revenue Per Share 11.518 | Quarterly Revenue Growth 0.059 | Return On Assets (0.07) |
The market value of Douglas Elliman is measured differently than its book value, which is the value of Douglas that is recorded on the company's balance sheet. Investors also form their own opinion of Douglas Elliman's value that differs from its market value or its book value, called intrinsic value, which is Douglas Elliman'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 Douglas Elliman's market value can be influenced by many factors that don't directly affect Douglas Elliman'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 Douglas Elliman's value and its price as these two are different measures arrived at by different means. Investors typically determine if Douglas Elliman is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Douglas Elliman'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.
Douglas Elliman '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 Douglas Elliman'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 Douglas Elliman.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in Douglas Elliman on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding Douglas Elliman or generate 0.0% return on investment in Douglas Elliman over 720 days. Douglas Elliman is related to or competes with New England, Frp Holdings, Marcus Millichap, Transcontinental, Fathom Holdings, Anywhere Real, and Re Max. Douglas Elliman Inc. engages in the real estate services and property technology investment business in the United State... More
Douglas Elliman 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 Douglas Elliman'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 Douglas Elliman upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.34 | |||
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 21.61 | |||
| Value At Risk | (6.74) | |||
| Potential Upside | 11.19 |
Douglas Elliman Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Douglas Elliman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Douglas Elliman's standard deviation. In reality, there are many statistical measures that can use Douglas Elliman historical prices to predict the future Douglas Elliman's volatility.| Risk Adjusted Performance | 0.0731 | |||
| Jensen Alpha | 0.4677 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.081 | |||
| Treynor Ratio | (1.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Douglas Elliman'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.
Douglas Elliman Backtested Returns
Douglas Elliman appears to be very risky, given 3 months investment horizon. Douglas Elliman secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. By reviewing Douglas Elliman's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Douglas Elliman's Downside Deviation of 4.34, mean deviation of 3.97, and Coefficient Of Variation of 1166.88 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Douglas Elliman holds a performance score of 7. The firm shows a Beta (market volatility) of -0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Douglas Elliman are expected to decrease at a much lower rate. During the bear market, Douglas Elliman is likely to outperform the market. Please check Douglas Elliman's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Douglas Elliman's price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Douglas Elliman has average predictability. Overlapping area represents the amount of predictability between Douglas Elliman time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 Douglas Elliman price movement. The serial correlation of 0.49 indicates that about 49.0% of current Douglas Elliman price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Douglas Elliman lagged returns against current returns
Autocorrelation, which is Douglas Elliman 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 Douglas Elliman's stock expected returns. We can calculate the autocorrelation of Douglas Elliman returns to help us make a trade decision. For example, suppose you find that Douglas Elliman 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 |
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Douglas Elliman 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 Douglas Elliman stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Douglas Elliman stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Douglas Elliman stock over time.
Current vs Lagged Prices |
| Timeline |
Douglas Elliman Lagged Returns
When evaluating Douglas Elliman's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Douglas Elliman stock have on its future price. Douglas Elliman 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, Douglas Elliman autocorrelation shows the relationship between Douglas Elliman stock current value and its past values and can show if there is a momentum factor associated with investing in Douglas Elliman.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Douglas Elliman is a strong investment it is important to analyze Douglas Elliman's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Douglas Elliman's future performance. For an informed investment choice regarding Douglas Stock, refer to the following important reports:Check out Douglas Elliman Correlation, Douglas Elliman Volatility and Douglas Elliman Alpha and Beta module to complement your research on Douglas Elliman. For more detail on how to invest in Douglas Stock please use our How to Invest in Douglas Elliman guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Douglas Elliman 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.