Daldrup Söhne (Germany) Market Value
| 4DS Stock | 8.84 0.68 8.33% |
| Symbol | Daldrup |
Daldrup Söhne '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 Daldrup Söhne'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 Daldrup Söhne.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in Daldrup Söhne on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding Daldrup Shne Aktiengesellschaft or generate 0.0% return on investment in Daldrup Söhne over 180 days. Daldrup Söhne is related to or competes with Sumitomo Chemical, JAPAN AIRLINES, Mitsui Chemicals, China BlueChemical, United Airlines, and KINGBOARD CHEMICAL. More
Daldrup Söhne 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 Daldrup Söhne'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 Daldrup Shne Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.38 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 4.88 |
Daldrup Söhne Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daldrup Söhne's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daldrup Söhne's standard deviation. In reality, there are many statistical measures that can use Daldrup Söhne historical prices to predict the future Daldrup Söhne's volatility.| Risk Adjusted Performance | 0.0245 | |||
| Jensen Alpha | 0.0922 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Daldrup Söhne'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.
Daldrup Shne Aktieng Backtested Returns
Daldrup Shne Aktieng secures Sharpe Ratio (or Efficiency) of -0.0106, which denotes the company had a -0.0106% return per unit of risk over the last 3 months. Daldrup Shne Aktiengesellschaft exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Daldrup Söhne's Coefficient Of Variation of 4406.55, mean deviation of 1.72, and Downside Deviation of 3.12 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Daldrup Söhne are expected to decrease at a much lower rate. During the bear market, Daldrup Söhne is likely to outperform the market. At this point, Daldrup Shne Aktieng has a negative expected return of -0.0276%. Please make sure to confirm Daldrup Söhne's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Daldrup Shne Aktieng performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Daldrup Shne Aktiengesellschaft has modest predictability. Overlapping area represents the amount of predictability between Daldrup Söhne time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th 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 Daldrup Shne Aktieng price movement. The serial correlation of 0.53 indicates that about 53.0% of current Daldrup Söhne price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Daldrup Shne Aktieng lagged returns against current returns
Autocorrelation, which is Daldrup Söhne 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 Daldrup Söhne's stock expected returns. We can calculate the autocorrelation of Daldrup Söhne returns to help us make a trade decision. For example, suppose you find that Daldrup Söhne 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 |
Daldrup Söhne 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 Daldrup Söhne stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daldrup Söhne stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daldrup Söhne stock over time.
Current vs Lagged Prices |
| Timeline |
Daldrup Söhne Lagged Returns
When evaluating Daldrup Söhne's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daldrup Söhne stock have on its future price. Daldrup Söhne 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, Daldrup Söhne autocorrelation shows the relationship between Daldrup Söhne stock current value and its past values and can show if there is a momentum factor associated with investing in Daldrup Shne Aktiengesellschaft.
Regressed Prices |
| Timeline |
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When running Daldrup Söhne's price analysis, check to measure Daldrup Söhne's 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 Daldrup Söhne is operating at the current time. Most of Daldrup Söhne's value examination focuses on studying past and present price action to predict the probability of Daldrup Söhne's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daldrup Söhne's price. Additionally, you may evaluate how the addition of Daldrup Söhne to your portfolios can decrease your overall portfolio volatility.