Dupont De Nemours Stock Alpha and Beta Analysis
| DD Stock | USD 83.32 0.57 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dupont De Nemours. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dupont De over a specified time horizon. Remember, high Dupont De's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Dupont De's market risk premium analysis include:
Beta 0.72 | Alpha (0.02) | Risk 1.4 | Sharpe Ratio 0.0232 | Expected Return 0.0324 |
Dupont De Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Dupont |
Dupont De Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dupont De market risk premium is the additional return an investor will receive from holding Dupont De long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Dupont De. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Dupont De's performance over market.| α | -0.02 | β | 0.72 |
Dupont De expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Dupont De's Buy-and-hold return. Our buy-and-hold chart shows how Dupont De performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dupont De Market Price Analysis
Market price analysis indicators help investors to evaluate how Dupont De stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dupont De shares will generate the highest return on investment. By understating and applying Dupont De stock market price indicators, traders can identify Dupont De position entry and exit signals to maximize returns.
Dupont De Return and Market Media
The median price of Dupont De for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 83.4 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 2.46, arithmetic mean of 83.79, and mean deviation of 1.98. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Jon Kemp of Dupont De at 82.0 subject to Rule 16b-3 | 09/16/2024 |
2 | Disposition of 12744 shares by Jon Kemp of Dupont De at 83.92 subject to Rule 16b-3 | 09/27/2024 |
3 | CF Industries to Post Q3 Earnings Whats in the Cards for the Stock | 10/24/2024 |
4 | DuPonts Wendy Andrushko Named one of Canadas Top 100 Most Powerful Women of 2024 | 10/31/2024 |
5 | DuPont de Nemours Price Target Raised to 85.00 at Barclays | 11/06/2024 |
6 | Analysts Have Made A Financial Statement On DuPont de Nemours, Inc.s Third-Quarter Report | 11/07/2024 |
7 | DuPont de Nemours Releases Quarterly Earnings Results, Beats Expectations By 0.15 EPS | 11/08/2024 |
8 | DuPont to Present Innovative Electronics Portfolio at Electronica 2024 | 11/12/2024 |
9 | Koppers Earnings Trounce Estimates, Revenues Fall Short in Q3 | 11/13/2024 |
10 | DuPont de Nemours, Inc. Shares Sold by Ferguson Wellman Capital Management Inc. | 11/15/2024 |
11 | Were buying more of this industrial stock thats fallen despite a great quarter | 11/19/2024 |
12 | DuPont de Nemours, Inc. Stock Position Reduced by Massachusetts Financial Services Co. MA | 11/21/2024 |
About Dupont De Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Dupont or other stocks. Alpha measures the amount that position in Dupont De Nemours has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0144 | 0.0191 | 0.0188 | 0.0179 | Price To Sales Ratio | 3.49 | 2.63 | 2.87 | 3.01 |
Dupont De Upcoming Company Events
As portrayed in its financial statements, the presentation of Dupont De's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dupont De's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dupont De's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dupont De. Please utilize our Beneish M Score to check the likelihood of Dupont De's management manipulating its earnings.
| 7th of May 2024 Upcoming Quarterly Report | View | |
| 7th of August 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 4th of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Dupont De Backtesting, Dupont De Valuation, Dupont De Correlation, Dupont De Hype Analysis, Dupont De Volatility, Dupont De History and analyze Dupont De Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Dupont De 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.