Dynatrace Holdings Llc Stock Market Value
| DT Stock | USD 52.47 1.38 2.70% |
| Symbol | Dynatrace |
Dynatrace Holdings LLC Price To Book Ratio
Is Application Software 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 Dynatrace Holdings. If investors know Dynatrace 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 Dynatrace Holdings 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 0.23 | Earnings Share 0.54 | Revenue Per Share 5.27 | Quarterly Revenue Growth 0.189 | Return On Assets 0.0315 |
The market value of Dynatrace Holdings LLC is measured differently than its book value, which is the value of Dynatrace that is recorded on the company's balance sheet. Investors also form their own opinion of Dynatrace Holdings' value that differs from its market value or its book value, called intrinsic value, which is Dynatrace Holdings' 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 Dynatrace Holdings' market value can be influenced by many factors that don't directly affect Dynatrace Holdings' 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 Dynatrace Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Dynatrace Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dynatrace Holdings' 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.
Dynatrace Holdings '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 Dynatrace Holdings' 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 Dynatrace Holdings.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Dynatrace Holdings on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Dynatrace Holdings LLC or generate 0.0% return on investment in Dynatrace Holdings over 720 days. Dynatrace Holdings is related to or competes with Paylocity Holdng, Alkami Technology, Envestnet, Paycor HCM, Procore Technologies, Descartes Systems, and Enfusion. Dynatrace, Inc. provides a software intelligence platform for dynamic multi-cloud environments More
Dynatrace Holdings 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 Dynatrace Holdings' 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 Dynatrace Holdings LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.85 |
Dynatrace Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynatrace Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynatrace Holdings' standard deviation. In reality, there are many statistical measures that can use Dynatrace Holdings historical prices to predict the future Dynatrace Holdings' volatility.| Risk Adjusted Performance | 0.0422 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0691 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dynatrace Holdings' 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.
Dynatrace Holdings LLC Backtested Returns
Currently, Dynatrace Holdings LLC is very steady. Dynatrace Holdings LLC secures Sharpe Ratio (or Efficiency) of 0.0569, which denotes the company had a 0.0569% return per unit of risk over the last 3 months. We have found thirty technical indicators for Dynatrace Holdings LLC, which you can use to evaluate the volatility of the firm. Please confirm Dynatrace Holdings' Mean Deviation of 0.9948, downside deviation of 1.47, and Coefficient Of Variation of 2009.44 to check if the risk estimate we provide is consistent with the expected return of 0.0761%. Dynatrace Holdings has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.81, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dynatrace Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynatrace Holdings is expected to be smaller as well. Dynatrace Holdings LLC right now shows a risk of 1.34%. Please confirm Dynatrace Holdings LLC semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Dynatrace Holdings LLC will be following its price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Dynatrace Holdings LLC has poor reverse predictability. Overlapping area represents the amount of predictability between Dynatrace Holdings time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 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 Dynatrace Holdings LLC price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Dynatrace Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 20.31 |
Dynatrace Holdings LLC lagged returns against current returns
Autocorrelation, which is Dynatrace Holdings 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 Dynatrace Holdings' stock expected returns. We can calculate the autocorrelation of Dynatrace Holdings returns to help us make a trade decision. For example, suppose you find that Dynatrace Holdings 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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Dynatrace Holdings 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 Dynatrace Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynatrace Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dynatrace Holdings stock over time.
Current vs Lagged Prices |
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Dynatrace Holdings Lagged Returns
When evaluating Dynatrace Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynatrace Holdings stock have on its future price. Dynatrace Holdings 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, Dynatrace Holdings autocorrelation shows the relationship between Dynatrace Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Dynatrace Holdings LLC.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Dynatrace Stock Analysis
When running Dynatrace Holdings' price analysis, check to measure Dynatrace Holdings' 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 Dynatrace Holdings is operating at the current time. Most of Dynatrace Holdings' value examination focuses on studying past and present price action to predict the probability of Dynatrace Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dynatrace Holdings' price. Additionally, you may evaluate how the addition of Dynatrace Holdings to your portfolios can decrease your overall portfolio volatility.