Darling Ingredients (Germany) Market Value
| 43D Stock | 35.10 0.22 0.63% |
| Symbol | Darling |
Darling Ingredients '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 Darling Ingredients' 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 Darling Ingredients.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Darling Ingredients on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Darling Ingredients or generate 0.0% return on investment in Darling Ingredients over 30 days. Darling Ingredients is related to or competes with Big 5, Columbia Sportswear, Western Copper, and SPORT LISBOA. More
Darling Ingredients 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 Darling Ingredients' 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 Darling Ingredients upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.0509 | |||
| Maximum Drawdown | 11.32 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 3.98 |
Darling Ingredients Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Darling Ingredients' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Darling Ingredients' standard deviation. In reality, there are many statistical measures that can use Darling Ingredients historical prices to predict the future Darling Ingredients' volatility.| Risk Adjusted Performance | 0.0881 | |||
| Jensen Alpha | 0.2156 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.049 | |||
| Treynor Ratio | 34.33 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Darling Ingredients' 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.
Darling Ingredients Backtested Returns
Darling Ingredients appears to be out of control, given 3 months investment horizon. Darling Ingredients secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Darling Ingredients, which you can use to evaluate the volatility of the firm. Please utilize Darling Ingredients' Downside Deviation of 2.08, coefficient of variation of 883.65, and Mean Deviation of 1.47 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Darling Ingredients holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0063, which means not very significant fluctuations relative to the market. As returns on the market increase, Darling Ingredients' returns are expected to increase less than the market. However, during the bear market, the loss of holding Darling Ingredients is expected to be smaller as well. Please check Darling Ingredients' standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Darling Ingredients' price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Darling Ingredients has average predictability. Overlapping area represents the amount of predictability between Darling Ingredients time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Darling Ingredients price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Darling Ingredients price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 4.11 |
Darling Ingredients lagged returns against current returns
Autocorrelation, which is Darling Ingredients 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 Darling Ingredients' stock expected returns. We can calculate the autocorrelation of Darling Ingredients returns to help us make a trade decision. For example, suppose you find that Darling Ingredients 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 |
Darling Ingredients 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 Darling Ingredients stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Darling Ingredients stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Darling Ingredients stock over time.
Current vs Lagged Prices |
| Timeline |
Darling Ingredients Lagged Returns
When evaluating Darling Ingredients' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Darling Ingredients stock have on its future price. Darling Ingredients 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, Darling Ingredients autocorrelation shows the relationship between Darling Ingredients stock current value and its past values and can show if there is a momentum factor associated with investing in Darling Ingredients.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Darling Stock Analysis
When running Darling Ingredients' price analysis, check to measure Darling Ingredients' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Darling Ingredients is operating at the current time. Most of Darling Ingredients' value examination focuses on studying past and present price action to predict the probability of Darling Ingredients' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Darling Ingredients' price. Additionally, you may evaluate how the addition of Darling Ingredients to your portfolios can decrease your overall portfolio volatility.