DaChan Food (Germany) Market Value
| 3DS Stock | EUR 0.06 0 3.17% |
| Symbol | DaChan |
DaChan Food '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 DaChan Food'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 DaChan Food.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in DaChan Food on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding DaChan Food Limited or generate 0.0% return on investment in DaChan Food over 30 days. DaChan Food is related to or competes with Nestlé SA, Superior Plus, INTUITIVE SURGICAL, Intel, Volkswagen, Reliance Steel, and Rolls Royce. DaChan Food Limited, an investment holding company, manufactures and trades in livestock feeds, poultry and chilled meat... More
DaChan Food 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 DaChan Food'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 DaChan Food Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 16.35 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 5.17 |
DaChan Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DaChan Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DaChan Food's standard deviation. In reality, there are many statistical measures that can use DaChan Food historical prices to predict the future DaChan Food's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.21) |
DaChan Food Limited Backtested Returns
DaChan Food Limited retains Efficiency (Sharpe Ratio) of -0.0172, which denotes the company had a -0.0172 % return per unit of risk over the last 3 months. DaChan Food exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DaChan Food's Standard Deviation of 3.1, variance of 9.63, and Market Risk Adjusted Performance of (0.20) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, DaChan Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding DaChan Food is expected to be smaller as well. At this point, DaChan Food Limited has a negative expected return of -0.0558%. Please make sure to confirm DaChan Food's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if DaChan Food Limited performance from the past will be repeated at future time.
Auto-correlation | -0.27 |
Weak reverse predictability
DaChan Food Limited has weak reverse predictability. Overlapping area represents the amount of predictability between DaChan Food time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DaChan Food Limited price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current DaChan Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DaChan Food Limited lagged returns against current returns
Autocorrelation, which is DaChan Food 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 DaChan Food's stock expected returns. We can calculate the autocorrelation of DaChan Food returns to help us make a trade decision. For example, suppose you find that DaChan Food 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 |
DaChan Food 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 DaChan Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DaChan Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DaChan Food stock over time.
Current vs Lagged Prices |
| Timeline |
DaChan Food Lagged Returns
When evaluating DaChan Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DaChan Food stock have on its future price. DaChan Food 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, DaChan Food autocorrelation shows the relationship between DaChan Food stock current value and its past values and can show if there is a momentum factor associated with investing in DaChan Food Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DaChan Stock
DaChan Food financial ratios help investors to determine whether DaChan 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 DaChan with respect to the benefits of owning DaChan Food security.