DOUGLAS DYNAMICS (Germany) Market Value
| 5D4 Stock | EUR 28.00 0.00 0.00% |
| Symbol | DOUGLAS |
DOUGLAS DYNAMICS '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 DOUGLAS DYNAMICS'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 DOUGLAS DYNAMICS.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in DOUGLAS DYNAMICS on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding DOUGLAS DYNAMICS or generate 0.0% return on investment in DOUGLAS DYNAMICS over 180 days. DOUGLAS DYNAMICS is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
DOUGLAS DYNAMICS 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 DOUGLAS DYNAMICS'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 DOUGLAS DYNAMICS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.24 |
DOUGLAS DYNAMICS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DOUGLAS DYNAMICS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DOUGLAS DYNAMICS's standard deviation. In reality, there are many statistical measures that can use DOUGLAS DYNAMICS historical prices to predict the future DOUGLAS DYNAMICS's volatility.| Risk Adjusted Performance | 0.0698 | |||
| Jensen Alpha | 0.1061 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0352 | |||
| Treynor Ratio | 0.3779 |
DOUGLAS DYNAMICS Backtested Returns
At this point, DOUGLAS DYNAMICS is very steady. DOUGLAS DYNAMICS secures Sharpe Ratio (or Efficiency) of 0.0725, which denotes the company had a 0.0725 % return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for DOUGLAS DYNAMICS, which you can use to evaluate the volatility of the firm. Please confirm DOUGLAS DYNAMICS's Market Risk Adjusted Performance of 0.3879, downside deviation of 1.81, and Mean Deviation of 1.07 to check if the risk estimate we provide is consistent with the expected return of 0.11%. DOUGLAS DYNAMICS has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.34, which means possible diversification benefits within a given portfolio. As returns on the market increase, DOUGLAS DYNAMICS's returns are expected to increase less than the market. However, during the bear market, the loss of holding DOUGLAS DYNAMICS is expected to be smaller as well. DOUGLAS DYNAMICS currently shows a risk of 1.57%. Please confirm DOUGLAS DYNAMICS jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if DOUGLAS DYNAMICS will be following its price patterns.
Auto-correlation | 0.18 |
Very weak predictability
DOUGLAS DYNAMICS has very weak predictability. Overlapping area represents the amount of predictability between DOUGLAS DYNAMICS time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st 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 DOUGLAS DYNAMICS price movement. The serial correlation of 0.18 indicates that over 18.0% of current DOUGLAS DYNAMICS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
DOUGLAS DYNAMICS lagged returns against current returns
Autocorrelation, which is DOUGLAS DYNAMICS 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 DOUGLAS DYNAMICS's stock expected returns. We can calculate the autocorrelation of DOUGLAS DYNAMICS returns to help us make a trade decision. For example, suppose you find that DOUGLAS DYNAMICS 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 |
DOUGLAS DYNAMICS 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 DOUGLAS DYNAMICS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DOUGLAS DYNAMICS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DOUGLAS DYNAMICS stock over time.
Current vs Lagged Prices |
| Timeline |
DOUGLAS DYNAMICS Lagged Returns
When evaluating DOUGLAS DYNAMICS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DOUGLAS DYNAMICS stock have on its future price. DOUGLAS DYNAMICS 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, DOUGLAS DYNAMICS autocorrelation shows the relationship between DOUGLAS DYNAMICS stock current value and its past values and can show if there is a momentum factor associated with investing in DOUGLAS DYNAMICS.
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.Additional Information and Resources on Investing in DOUGLAS Stock
When determining whether DOUGLAS DYNAMICS is a strong investment it is important to analyze DOUGLAS DYNAMICS's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact DOUGLAS DYNAMICS's future performance. For an informed investment choice regarding DOUGLAS Stock, refer to the following important reports:Check out DOUGLAS DYNAMICS Correlation, DOUGLAS DYNAMICS Volatility and DOUGLAS DYNAMICS Alpha and Beta module to complement your research on DOUGLAS DYNAMICS. For information on how to trade DOUGLAS Stock refer to our How to Trade DOUGLAS Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
DOUGLAS DYNAMICS 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.