Dar Global (UK) Market Value
| DAR Stock | 4.51 0.01 0.22% |
| Symbol | Dar |
Dar Global '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 Dar Global'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 Dar Global.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Dar Global on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Dar Global Plc or generate 0.0% return on investment in Dar Global over 690 days. Dar Global is related to or competes with Supermarket Income, Lendinvest PLC, Neometals, Coor Service, Albion Technology, Jupiter Fund, and Aeorema Communications. Dar Global is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Dar Global 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 Dar Global'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 Dar Global Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 6.56 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.27 |
Dar Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dar Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dar Global's standard deviation. In reality, there are many statistical measures that can use Dar Global historical prices to predict the future Dar Global's volatility.| Risk Adjusted Performance | 0.0923 | |||
| Jensen Alpha | 0.0745 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.355 |
Dar Global Plc Backtested Returns
At this point, Dar Global is not too volatile. Dar Global Plc secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dar Global Plc, which you can use to evaluate the volatility of the firm. Please confirm Dar Global's Downside Deviation of 2.17, mean deviation of 0.5465, and Coefficient Of Variation of 854.1 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Dar Global has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dar Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dar Global is expected to be smaller as well. Dar Global Plc right now shows a risk of 1.02%. Please confirm Dar Global Plc value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Dar Global Plc will be following its price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Dar Global Plc has poor reverse predictability. Overlapping area represents the amount of predictability between Dar Global time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 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 Dar Global Plc price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Dar Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Dar Global Plc lagged returns against current returns
Autocorrelation, which is Dar Global 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 Dar Global's stock expected returns. We can calculate the autocorrelation of Dar Global returns to help us make a trade decision. For example, suppose you find that Dar Global 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 |
Dar Global 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 Dar Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dar Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dar Global stock over time.
Current vs Lagged Prices |
| Timeline |
Dar Global Lagged Returns
When evaluating Dar Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dar Global stock have on its future price. Dar Global 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, Dar Global autocorrelation shows the relationship between Dar Global stock current value and its past values and can show if there is a momentum factor associated with investing in Dar Global Plc.
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.Other Information on Investing in Dar Stock
Dar Global financial ratios help investors to determine whether Dar Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dar with respect to the benefits of owning Dar Global security.