Delta Galil Industries Stock Market Value

DELTF Stock  USD 41.75  0.00  0.00%   
Delta Galil's market value is the price at which a share of Delta Galil trades on a public exchange. It measures the collective expectations of Delta Galil Industries investors about its performance. Delta Galil is trading at 41.75 as of the 12th of December 2024. This is a No Change since the beginning of the trading day. The stock's lowest day price was 41.75.
With this module, you can estimate the performance of a buy and hold strategy of Delta Galil Industries and determine expected loss or profit from investing in Delta Galil over a given investment horizon. Check out Delta Galil Correlation, Delta Galil Volatility and Delta Galil Alpha and Beta module to complement your research on Delta Galil.
Symbol

Please note, there is a significant difference between Delta Galil's value and its price as these two are different measures arrived at by different means. Investors typically determine if Delta Galil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Delta Galil's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Delta Galil '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 Delta Galil'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 Delta Galil.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Delta Galil on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Delta Galil Industries or generate 0.0% return on investment in Delta Galil over 30 days. Delta Galil is related to or competes with Aspen Insurance, Vera Bradley, Palomar Holdings, Church Dwight, QBE Insurance, and MGIC Investment. Delta Galil Industries Ltd. engages in the design, development, production, marketing, and sale of apparel products worl... More

Delta Galil 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 Delta Galil'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 Delta Galil Industries upside and downside potential and time the market with a certain degree of confidence.

Delta Galil Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Delta Galil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delta Galil's standard deviation. In reality, there are many statistical measures that can use Delta Galil historical prices to predict the future Delta Galil's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Delta Galil's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
41.6641.7541.84
Details
Intrinsic
Valuation
LowRealHigh
41.5841.6741.76
Details
Naive
Forecast
LowNextHigh
41.6941.7841.87
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
41.7541.7541.75
Details

Delta Galil Industries Backtested Returns

At this point, Delta Galil is very steady. Delta Galil Industries secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Delta Galil Industries, which you can use to evaluate the volatility of the firm. Please confirm Delta Galil's Standard Deviation of 0.0921, mean deviation of 0.0223, and Variance of 0.0085 to check if the risk estimate we provide is consistent with the expected return of 0.0119%. Delta Galil has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0087, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Delta Galil are expected to decrease at a much lower rate. During the bear market, Delta Galil is likely to outperform the market. Delta Galil Industries right now shows a risk of 0.0943%. Please confirm Delta Galil Industries standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Delta Galil Industries will be following its price patterns.

Auto-correlation

    
  -92,233,720,368,547,760  

Near perfect reversele predictability

Delta Galil Industries has near perfect reversele predictability. Overlapping area represents the amount of predictability between Delta Galil time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Delta Galil Industries price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Delta Galil price fluctuation can be explain by its past prices.
Correlation Coefficient-92233.7 T
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Delta Galil Industries lagged returns against current returns

Autocorrelation, which is Delta Galil 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 Delta Galil's otc stock expected returns. We can calculate the autocorrelation of Delta Galil returns to help us make a trade decision. For example, suppose you find that Delta Galil 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  

Delta Galil 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 Delta Galil otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delta Galil otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delta Galil otc stock over time.
   Current vs Lagged Prices   
       Timeline  

Delta Galil Lagged Returns

When evaluating Delta Galil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delta Galil otc stock have on its future price. Delta Galil 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, Delta Galil autocorrelation shows the relationship between Delta Galil otc stock current value and its past values and can show if there is a momentum factor associated with investing in Delta Galil Industries.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in Delta OTC Stock

Delta Galil financial ratios help investors to determine whether Delta OTC 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 Delta with respect to the benefits of owning Delta Galil security.