Danone Pk Stock Market Value
| DANOY Stock | USD 18.00 0.13 0.72% |
| Symbol | Danone |
Danone PK '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 Danone PK's otc 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 Danone PK.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Danone PK on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Danone PK or generate 0.0% return on investment in Danone PK over 90 days. Danone PK is related to or competes with Wal Mart, Wal Mart, Reckitt Benckiser, Diageo Plc, Reckitt Benckiser, Japan Tobacco, and Japan Tobacco. Danone S.A. operates in the food and beverage industry in Europe, Noram, Latin America, the Asia Pacific, Africa, and th... More
Danone PK 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 Danone PK's otc 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 Danone PK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7932 | |||
| Information Ratio | 0.0127 | |||
| Maximum Drawdown | 6.13 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.55 |
Danone PK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Danone PK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Danone PK's standard deviation. In reality, there are many statistical measures that can use Danone PK historical prices to predict the future Danone PK's volatility.| Risk Adjusted Performance | 0.0625 | |||
| Jensen Alpha | 0.0749 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0155 | |||
| Treynor Ratio | (1.95) |
Danone PK Backtested Returns
At this stage we consider Danone OTC Stock to be very steady. Danone PK secures Sharpe Ratio (or Efficiency) of 0.0769, which denotes the company had a 0.0769 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Danone PK, which you can use to evaluate the volatility of the firm. Please confirm Danone PK's Coefficient Of Variation of 1173.03, downside deviation of 0.7932, and Mean Deviation of 0.7064 to check if the risk estimate we provide is consistent with the expected return of 0.0752%. Danone PK has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0372, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Danone PK are expected to decrease at a much lower rate. During the bear market, Danone PK is likely to outperform the market. Danone PK right now shows a risk of 0.98%. Please confirm Danone PK maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Danone PK will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Danone PK has weak reverse predictability. Overlapping area represents the amount of predictability between Danone PK time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st 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 Danone PK price movement. The serial correlation of -0.23 indicates that over 23.0% of current Danone PK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Danone PK lagged returns against current returns
Autocorrelation, which is Danone PK otc 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 Danone PK's otc stock expected returns. We can calculate the autocorrelation of Danone PK returns to help us make a trade decision. For example, suppose you find that Danone PK has exhibited high autocorrelation historically, and you observe that the otc 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 |
Danone PK 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 Danone PK otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Danone PK otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Danone PK otc stock over time.
Current vs Lagged Prices |
| Timeline |
Danone PK Lagged Returns
When evaluating Danone PK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Danone PK otc stock have on its future price. Danone PK 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, Danone PK autocorrelation shows the relationship between Danone PK otc stock current value and its past values and can show if there is a momentum factor associated with investing in Danone PK.
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 Tools for Danone OTC Stock Analysis
When running Danone PK's price analysis, check to measure Danone PK'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 Danone PK is operating at the current time. Most of Danone PK's value examination focuses on studying past and present price action to predict the probability of Danone PK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Danone PK's price. Additionally, you may evaluate how the addition of Danone PK to your portfolios can decrease your overall portfolio volatility.