Duke Energy Corp Stock Market Value
| DUKB Stock | USD 24.01 0.08 0.33% |
| Symbol | Duke |
Duke Energy Corp 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.
The market value of Duke Energy Corp 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.
| 10/22/2024 |
| 01/20/2025 |
If you would invest 0.00 in Duke Energy on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Duke Energy Corp or generate 0.0% return on investment in Duke Energy over 90 days. Duke Energy is related to or competes with Southern, DTE Energy, CMS Energy, CMS Energy, and Entergy Arkansas. Duke Energy is entity of United States. It is traded as Stock on NYSE exchange. 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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.55 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 0.8798 |
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 | (0.08) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.30) |
Duke Energy Corp Backtested Returns
Duke Energy Corp secures Sharpe Ratio (or Efficiency) of -0.0792, which denotes the company had a -0.0792 % return per unit of risk over the last 3 months. Duke Energy Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Duke Energy's Mean Deviation of 0.4244, variance of 0.3302, and Standard Deviation of 0.5746 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.21, 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. At this point, Duke Energy Corp has a negative expected return of -0.0455%. Please make sure to confirm Duke Energy's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Duke Energy Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Duke Energy Corp has modest predictability. Overlapping area represents the amount of predictability between Duke Energy time series from 22nd of October 2024 to 6th of December 2024 and 6th of December 2024 to 20th of January 2025. 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 Corp price movement. The serial correlation of 0.55 indicates that about 55.0% of current Duke Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Duke Energy Corp 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 Corp.
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 Duke Energy Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Duke Energy'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 Duke Energy Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Duke Energy Corp Stock:Check out Duke Energy Correlation, Duke Energy Volatility and Duke Energy Alpha and Beta module to complement your research on Duke Energy. For information on how to trade Duke Stock refer to our How to Trade Duke Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments 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.