Deckers Outdoor Stock Market Value
| DECK Stock | USD 107.70 0.23 0.21% |
| Symbol | Deckers |
Is Textiles, Apparel & Luxury Goods 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 Deckers Outdoor. If investors know Deckers 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 Deckers Outdoor 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 Deckers Outdoor is measured differently than its book value, which is the value of Deckers that is recorded on the company's balance sheet. Investors also form their own opinion of Deckers Outdoor's value that differs from its market value or its book value, called intrinsic value, which is Deckers Outdoor'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 Deckers Outdoor's market value can be influenced by many factors that don't directly affect Deckers Outdoor'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 Deckers Outdoor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deckers Outdoor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deckers Outdoor'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.
Deckers Outdoor '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 Deckers Outdoor'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 Deckers Outdoor.
| 04/14/2025 |
| 06/13/2025 |
If you would invest 0.00 in Deckers Outdoor on April 14, 2025 and sell it all today you would earn a total of 0.00 from holding Deckers Outdoor or generate 0.0% return on investment in Deckers Outdoor over 60 days. Deckers Outdoor is related to or competes with On Holding, Skechers USA, Nike, Steven Madden, Crocs, Designer Brands, and Adidas AG. Deckers Outdoor Corporation, together with its subsidiaries, designs, markets, and distributes footwear, apparel, and ac... More
Deckers Outdoor 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 Deckers Outdoor'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 Deckers Outdoor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 33.78 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 5.23 |
Deckers Outdoor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deckers Outdoor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deckers Outdoor's standard deviation. In reality, there are many statistical measures that can use Deckers Outdoor historical prices to predict the future Deckers Outdoor's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deckers Outdoor'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.
Deckers Outdoor Backtested Returns
Deckers Outdoor secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. Deckers Outdoor exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deckers Outdoor's Mean Deviation of 2.85, coefficient of variation of (9,303), and Standard Deviation of 4.52 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.47, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Deckers Outdoor will likely underperform. At this point, Deckers Outdoor has a negative expected return of -0.033%. Please make sure to confirm Deckers Outdoor's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Deckers Outdoor performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Deckers Outdoor has very good reverse predictability. Overlapping area represents the amount of predictability between Deckers Outdoor time series from 14th of April 2025 to 14th of May 2025 and 14th of May 2025 to 13th of June 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 Deckers Outdoor price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Deckers Outdoor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 92.66 |
Deckers Outdoor lagged returns against current returns
Autocorrelation, which is Deckers Outdoor 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 Deckers Outdoor's stock expected returns. We can calculate the autocorrelation of Deckers Outdoor returns to help us make a trade decision. For example, suppose you find that Deckers Outdoor 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 |
Deckers Outdoor 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 Deckers Outdoor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deckers Outdoor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deckers Outdoor stock over time.
Current vs Lagged Prices |
| Timeline |
Deckers Outdoor Lagged Returns
When evaluating Deckers Outdoor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deckers Outdoor stock have on its future price. Deckers Outdoor 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, Deckers Outdoor autocorrelation shows the relationship between Deckers Outdoor stock current value and its past values and can show if there is a momentum factor associated with investing in Deckers Outdoor.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Deckers Outdoor Correlation, Deckers Outdoor Volatility and Deckers Outdoor Alpha and Beta module to complement your research on Deckers Outdoor. For more information on how to buy Deckers Stock please use our How to buy in Deckers Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Deckers Outdoor 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.