Duke Energy Stock Market Value
| DUK Stock | USD 115.00 0.30 0.26% |
| Symbol | Duke |
Duke Energy Price To Book Ratio
Is Electric Utilities 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 Duke Energy. If investors know Duke 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 Duke Energy 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 0.01 | Dividend Share 4.12 | Earnings Share 5.57 | Revenue Per Share 38.55 | Quarterly Revenue Growth 0.02 |
The market value of Duke Energy is measured differently than its book value, which is the value of Duke that is recorded on the company's balance sheet. Investors also form their own opinion of Duke Energy's value that differs from its market value or its book value, called intrinsic value, which is Duke Energy'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 Duke Energy's market value can be influenced by many factors that don't directly affect Duke Energy'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 Duke Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Duke Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Duke Energy'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.
Duke Energy '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 Duke Energy'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 Duke Energy.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Duke Energy on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Duke Energy or generate 0.0% return on investment in Duke Energy over 30 days. Duke Energy is related to or competes with Dominion Energy, Consolidated Edison, Eversource Energy, FirstEnergy, Hawaiian Electric, Southern, and Consumers Energy. Duke Energy Corporation, together with its subsidiaries, operates as an energy company in the United States More
Duke Energy 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 Duke Energy'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 Duke Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 1.76 |
Duke Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duke Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duke Energy's standard deviation. In reality, there are many statistical measures that can use Duke Energy historical prices to predict the future Duke Energy's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | 0.0349 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.5417 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Duke Energy'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.
Duke Energy Backtested Returns
As of now, Duke Stock is very steady. Duke Energy secures Sharpe Ratio (or Efficiency) of 0.0536, which denotes the company had a 0.0536% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Duke Energy, which you can use to evaluate the volatility of the firm. Please confirm Duke Energy's Downside Deviation of 1.17, coefficient of variation of 2012.48, and Mean Deviation of 0.8572 to check if the risk estimate we provide is consistent with the expected return of 0.0596%. Duke Energy has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0829, which means not very significant fluctuations relative to the market. As returns on the market increase, Duke Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duke Energy is expected to be smaller as well. Duke Energy right now shows a risk of 1.11%. Please confirm Duke Energy downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Duke Energy will be following its price patterns.
Auto-correlation | -0.68 |
Very good reverse predictability
Duke Energy has very good reverse predictability. Overlapping area represents the amount of predictability between Duke Energy time series from 26th of October 2024 to 10th of November 2024 and 10th of November 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 Duke Energy price movement. The serial correlation of -0.68 indicates that around 68.0% of current Duke Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 3.39 |
Duke Energy lagged returns against current returns
Autocorrelation, which is Duke Energy 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 Duke Energy's stock expected returns. We can calculate the autocorrelation of Duke Energy returns to help us make a trade decision. For example, suppose you find that Duke Energy 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 |
Duke Energy 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 Duke Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duke Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duke Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Duke Energy Lagged Returns
When evaluating Duke Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duke Energy stock have on its future price. Duke Energy 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, Duke Energy autocorrelation shows the relationship between Duke Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Duke Energy.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Duke Energy Correlation, Duke Energy Volatility and Duke Energy Alpha and Beta module to complement your research on Duke Energy. For more information on how to buy Duke Stock please use our How to buy in Duke Stock guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
Duke Energy 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.