Dellia Grp (Norway) Market Value
| DELIA Stock | 303.00 5.50 1.78% |
| Symbol | Dellia |
Dellia Grp '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 Dellia Grp'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 Dellia Grp.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Dellia Grp on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Dellia Grp ASA or generate 0.0% return on investment in Dellia Grp over 90 days.
Dellia Grp 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 Dellia Grp'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 Dellia Grp ASA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.53 | |||
| Information Ratio | 0.0972 | |||
| Maximum Drawdown | 35.94 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 7.59 |
Dellia Grp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dellia Grp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dellia Grp's standard deviation. In reality, there are many statistical measures that can use Dellia Grp historical prices to predict the future Dellia Grp's volatility.| Risk Adjusted Performance | 0.0933 | |||
| Jensen Alpha | 0.5679 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.2036 | |||
| Treynor Ratio | 1.2 |
Dellia Grp ASA Backtested Returns
Dellia Grp appears to be very steady, given 3 months investment horizon. Dellia Grp ASA 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. By reviewing Dellia Grp's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Dellia Grp's Mean Deviation of 2.99, coefficient of variation of 834.59, and Downside Deviation of 2.53 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dellia Grp holds a performance score of 9. The firm shows a Beta (market volatility) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dellia Grp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dellia Grp is expected to be smaller as well. Please check Dellia Grp's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Dellia Grp's price patterns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
Dellia Grp ASA has weak reverse predictability. Overlapping area represents the amount of predictability between Dellia Grp time series from 17th of October 2025 to 1st of December 2025 and 1st 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 Dellia Grp ASA price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Dellia Grp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 210.52 |
Dellia Grp ASA lagged returns against current returns
Autocorrelation, which is Dellia Grp 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 Dellia Grp's stock expected returns. We can calculate the autocorrelation of Dellia Grp returns to help us make a trade decision. For example, suppose you find that Dellia Grp 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 |
Dellia Grp 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 Dellia Grp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dellia Grp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dellia Grp stock over time.
Current vs Lagged Prices |
| Timeline |
Dellia Grp Lagged Returns
When evaluating Dellia Grp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dellia Grp stock have on its future price. Dellia Grp 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, Dellia Grp autocorrelation shows the relationship between Dellia Grp stock current value and its past values and can show if there is a momentum factor associated with investing in Dellia Grp ASA.
Regressed Prices |
| Timeline |
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