Australian Dairy (Australia) Market Value
| AHF Stock | 0.03 0 7.14% |
| Symbol | Australian |
Australian Dairy '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 Australian Dairy'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 Australian Dairy.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Australian Dairy on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Australian Dairy Farms or generate 0.0% return on investment in Australian Dairy over 720 days. Australian Dairy is related to or competes with Aneka Tambang, Commonwealth Bank, Commonwealth Bank, Australia, ANZ Group, Commonwealth Bank, and Commonwealth Bank. Australian Dairy is entity of Australia. It is traded as Stock on AU exchange. More
Australian Dairy 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 Australian Dairy'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 Australian Dairy Farms upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.03 | |||
| Information Ratio | 0.1075 | |||
| Maximum Drawdown | 28.76 | |||
| Value At Risk | (9.52) | |||
| Potential Upside | 10.53 |
Australian Dairy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Dairy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Dairy's standard deviation. In reality, there are many statistical measures that can use Australian Dairy historical prices to predict the future Australian Dairy's volatility.| Risk Adjusted Performance | 0.1086 | |||
| Jensen Alpha | 0.7777 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0878 | |||
| Treynor Ratio | (2.26) |
Australian Dairy Farms Backtested Returns
Australian Dairy appears to be out of control, given 3 months investment horizon. Australian Dairy Farms secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of risk over the last 3 months. By analyzing Australian Dairy's technical indicators, you can evaluate if the expected return of 0.96% is justified by implied risk. Please makes use of Australian Dairy's Risk Adjusted Performance of 0.1086, downside deviation of 7.03, and Mean Deviation of 4.16 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Australian Dairy holds a performance score of 13. The firm shows a Beta (market volatility) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Australian Dairy are expected to decrease at a much lower rate. During the bear market, Australian Dairy is likely to outperform the market. Please check Australian Dairy's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Australian Dairy's price patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Australian Dairy Farms has very good reverse predictability. Overlapping area represents the amount of predictability between Australian Dairy time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Australian Dairy Farms price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Australian Dairy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australian Dairy Farms lagged returns against current returns
Autocorrelation, which is Australian Dairy 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 Australian Dairy's stock expected returns. We can calculate the autocorrelation of Australian Dairy returns to help us make a trade decision. For example, suppose you find that Australian Dairy 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 |
Australian Dairy 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 Australian Dairy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Dairy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Dairy stock over time.
Current vs Lagged Prices |
| Timeline |
Australian Dairy Lagged Returns
When evaluating Australian Dairy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Dairy stock have on its future price. Australian Dairy 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, Australian Dairy autocorrelation shows the relationship between Australian Dairy stock current value and its past values and can show if there is a momentum factor associated with investing in Australian Dairy Farms.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Australian Stock Analysis
When running Australian Dairy's price analysis, check to measure Australian Dairy'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 Australian Dairy is operating at the current time. Most of Australian Dairy's value examination focuses on studying past and present price action to predict the probability of Australian Dairy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Australian Dairy's price. Additionally, you may evaluate how the addition of Australian Dairy to your portfolios can decrease your overall portfolio volatility.