Discovery Alaska (Australia) Market Value
| DAF Stock | 0.02 0 11.11% |
| Symbol | Discovery |
Discovery Alaska '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 Discovery Alaska'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 Discovery Alaska.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Discovery Alaska on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Discovery Alaska or generate 0.0% return on investment in Discovery Alaska over 30 days. Discovery Alaska is related to or competes with Alternative Investment, Mirrabooka Investments, Farm Pride, Pinnacle Investment, MFF Capital, Betmakers Technology, and Computershare. Discovery Alaska is entity of Australia. It is traded as Stock on AU exchange. More
Discovery Alaska 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 Discovery Alaska'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 Discovery Alaska upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.43 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 71.37 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 5.26 |
Discovery Alaska Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Discovery Alaska's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Discovery Alaska's standard deviation. In reality, there are many statistical measures that can use Discovery Alaska historical prices to predict the future Discovery Alaska's volatility.| Risk Adjusted Performance | 0.0101 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (1.25) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0016 |
Discovery Alaska Backtested Returns
Discovery Alaska appears to be out of control, given 3 months investment horizon. Discovery Alaska secures Sharpe Ratio (or Efficiency) of 0.0572, which denotes the company had a 0.0572 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Discovery Alaska, which you can use to evaluate the volatility of the firm. Please utilize Discovery Alaska's Coefficient Of Variation of 70386.78, mean deviation of 2.71, and Downside Deviation of 12.43 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Discovery Alaska holds a performance score of 4. The firm shows a Beta (market volatility) of 0.86, which means possible diversification benefits within a given portfolio. Discovery Alaska returns are very sensitive to returns on the market. As the market goes up or down, Discovery Alaska is expected to follow. Please check Discovery Alaska's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Discovery Alaska's price patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Discovery Alaska has modest reverse predictability. Overlapping area represents the amount of predictability between Discovery Alaska time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Discovery Alaska price movement. The serial correlation of -0.5 indicates that about 50.0% of current Discovery Alaska price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Discovery Alaska lagged returns against current returns
Autocorrelation, which is Discovery Alaska 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 Discovery Alaska's stock expected returns. We can calculate the autocorrelation of Discovery Alaska returns to help us make a trade decision. For example, suppose you find that Discovery Alaska 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 |
Discovery Alaska 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 Discovery Alaska stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Discovery Alaska stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Discovery Alaska stock over time.
Current vs Lagged Prices |
| Timeline |
Discovery Alaska Lagged Returns
When evaluating Discovery Alaska's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Discovery Alaska stock have on its future price. Discovery Alaska 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, Discovery Alaska autocorrelation shows the relationship between Discovery Alaska stock current value and its past values and can show if there is a momentum factor associated with investing in Discovery Alaska.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Discovery Stock Analysis
When running Discovery Alaska's price analysis, check to measure Discovery Alaska'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 Discovery Alaska is operating at the current time. Most of Discovery Alaska's value examination focuses on studying past and present price action to predict the probability of Discovery Alaska's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Discovery Alaska's price. Additionally, you may evaluate how the addition of Discovery Alaska to your portfolios can decrease your overall portfolio volatility.