Dutch Lady (Malaysia) Market Value
| 3026 Stock | 31.00 0.98 3.26% |
| Symbol | Dutch |
Dutch Lady '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 Dutch Lady'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 Dutch Lady.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Dutch Lady on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Dutch Lady Milk or generate 0.0% return on investment in Dutch Lady over 30 days. Dutch Lady is related to or competes with BP Plastics, Rubberex M, Sunzen Biotech, Aurelius Technologies, Supercomnet Technologies, Riverview Rubber, and ES Ceramics. More
Dutch Lady 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 Dutch Lady'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 Dutch Lady Milk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.71 |
Dutch Lady Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dutch Lady's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dutch Lady's standard deviation. In reality, there are many statistical measures that can use Dutch Lady historical prices to predict the future Dutch Lady's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (40.02) |
Dutch Lady Milk Backtested Returns
As of now, Dutch Stock is very steady. Dutch Lady Milk secures Sharpe Ratio (or Efficiency) of 0.0511, which denotes the company had a 0.0511% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Dutch Lady Milk, which you can use to evaluate the volatility of the firm. Please confirm Dutch Lady's Variance of 1.43, mean deviation of 0.7792, and Standard Deviation of 1.2 to check if the risk estimate we provide is consistent with the expected return of 0.0582%. Dutch Lady has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0013, which means not very significant fluctuations relative to the market. As returns on the market increase, Dutch Lady's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dutch Lady is expected to be smaller as well. Dutch Lady Milk right now shows a risk of 1.14%. Please confirm Dutch Lady Milk total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Dutch Lady Milk will be following its price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Dutch Lady Milk has modest reverse predictability. Overlapping area represents the amount of predictability between Dutch Lady time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Dutch Lady Milk price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Dutch Lady price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Dutch Lady Milk lagged returns against current returns
Autocorrelation, which is Dutch Lady 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 Dutch Lady's stock expected returns. We can calculate the autocorrelation of Dutch Lady returns to help us make a trade decision. For example, suppose you find that Dutch Lady 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 |
Dutch Lady 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 Dutch Lady stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dutch Lady stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dutch Lady stock over time.
Current vs Lagged Prices |
| Timeline |
Dutch Lady Lagged Returns
When evaluating Dutch Lady's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dutch Lady stock have on its future price. Dutch Lady 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, Dutch Lady autocorrelation shows the relationship between Dutch Lady stock current value and its past values and can show if there is a momentum factor associated with investing in Dutch Lady Milk.
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.Other Information on Investing in Dutch Stock
Dutch Lady financial ratios help investors to determine whether Dutch Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dutch with respect to the benefits of owning Dutch Lady security.