Dairy Farm (Germany) Market Value
| DFA1 Stock | EUR 2.34 0.04 1.68% |
| Symbol | Dairy |
Dairy Farm '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 Dairy Farm'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 Dairy Farm.
| 09/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Dairy Farm on September 23, 2024 and sell it all today you would earn a total of 0.00 from holding Dairy Farm International or generate 0.0% return on investment in Dairy Farm over 60 days. Dairy Farm is related to or competes with Dave Busters, Ameriprise Financial, ATRESMEDIA, Mizuho Financial, Ubisoft Entertainment, Webster Financial, and Commonwealth Bank. Dairy Farm International Holdings Limited operates as a retailer in Asia More
Dairy Farm 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 Dairy Farm'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 Dairy Farm International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.08 | |||
| Information Ratio | 0.1361 | |||
| Maximum Drawdown | 25.44 | |||
| Value At Risk | (3.82) | |||
| Potential Upside | 6.56 |
Dairy Farm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dairy Farm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dairy Farm's standard deviation. In reality, there are many statistical measures that can use Dairy Farm historical prices to predict the future Dairy Farm's volatility.| Risk Adjusted Performance | 0.1327 | |||
| Jensen Alpha | 0.6426 | |||
| Total Risk Alpha | 0.1222 | |||
| Sortino Ratio | 0.1339 | |||
| Treynor Ratio | 20.37 |
Dairy Farm International Backtested Returns
Dairy Farm appears to be very risky, given 3 months investment horizon. Dairy Farm International secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16% return per unit of risk over the last 3 months. By reviewing Dairy Farm's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize Dairy Farm's Coefficient Of Variation of 612.18, mean deviation of 2.59, and Downside Deviation of 4.08 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dairy Farm holds a performance score of 12. The firm shows a Beta (market volatility) of 0.0317, which means not very significant fluctuations relative to the market. As returns on the market increase, Dairy Farm's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dairy Farm is expected to be smaller as well. Please check Dairy Farm's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Dairy Farm's price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
Dairy Farm International has good predictability. Overlapping area represents the amount of predictability between Dairy Farm time series from 23rd of September 2024 to 23rd of October 2024 and 23rd of October 2024 to 22nd 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 Dairy Farm International price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Dairy Farm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dairy Farm International lagged returns against current returns
Autocorrelation, which is Dairy Farm 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 Dairy Farm's stock expected returns. We can calculate the autocorrelation of Dairy Farm returns to help us make a trade decision. For example, suppose you find that Dairy Farm 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 |
Dairy Farm 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 Dairy Farm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dairy Farm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dairy Farm stock over time.
Current vs Lagged Prices |
| Timeline |
Dairy Farm Lagged Returns
When evaluating Dairy Farm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dairy Farm stock have on its future price. Dairy Farm 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, Dairy Farm autocorrelation shows the relationship between Dairy Farm stock current value and its past values and can show if there is a momentum factor associated with investing in Dairy Farm International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dairy Stock
Dairy Farm financial ratios help investors to determine whether Dairy 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 Dairy with respect to the benefits of owning Dairy Farm security.