Dalrada Financial Corp Stock Market Value
| DFCO Stock | USD 0.01 0 10.00% |
| Symbol | Dalrada |
Dalrada Financial '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 Dalrada Financial's pink sheet 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 Dalrada Financial.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Dalrada Financial on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Dalrada Financial Corp or generate 0.0% return on investment in Dalrada Financial over 720 days. Dalrada Financial Corporation and its subsidiaries provide clean energy, healthcare, technology, and precision engineeri... More
Dalrada Financial 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 Dalrada Financial's pink sheet 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 Dalrada Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.7 | |||
| Information Ratio | 0.1239 | |||
| Maximum Drawdown | 909.09 | |||
| Value At Risk | (14.10) | |||
| Potential Upside | 18.64 |
Dalrada Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dalrada Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dalrada Financial's standard deviation. In reality, there are many statistical measures that can use Dalrada Financial historical prices to predict the future Dalrada Financial's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 14.4 | |||
| Total Risk Alpha | 14.25 | |||
| Sortino Ratio | 0.5841 | |||
| Treynor Ratio | 0.6545 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dalrada Financial'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.
Dalrada Financial Corp Backtested Returns
Dalrada Financial is out of control given 3 months investment horizon. Dalrada Financial Corp 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 were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 13.92% are justified by taking the suggested risk. Use Dalrada Financial Downside Deviation of 24.7, mean deviation of 30.37, and Coefficient Of Variation of 806.22 to evaluate company specific risk that cannot be diversified away. Dalrada Financial holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 22.04, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dalrada Financial will likely underperform. Use Dalrada Financial total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to analyze future returns on Dalrada Financial.
Auto-correlation | -0.46 |
Modest reverse predictability
Dalrada Financial Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Dalrada Financial time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dalrada Financial Corp price movement. The serial correlation of -0.46 indicates that about 46.0% of current Dalrada Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dalrada Financial Corp lagged returns against current returns
Autocorrelation, which is Dalrada Financial pink sheet'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 Dalrada Financial's pink sheet expected returns. We can calculate the autocorrelation of Dalrada Financial returns to help us make a trade decision. For example, suppose you find that Dalrada Financial has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Dalrada Financial 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 Dalrada Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dalrada Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dalrada Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dalrada Financial Lagged Returns
When evaluating Dalrada Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dalrada Financial pink sheet have on its future price. Dalrada Financial 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, Dalrada Financial autocorrelation shows the relationship between Dalrada Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dalrada Financial Corp.
Regressed Prices |
| Timeline |
Pair Trading with Dalrada Financial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dalrada Financial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dalrada Financial will appreciate offsetting losses from the drop in the long position's value.Moving against Dalrada Pink Sheet
| 0.78 | GE | GE Aerospace Sell-off Trend | PairCorr |
| 0.68 | JPM | JPMorgan Chase | PairCorr |
| 0.58 | CSCO | Cisco Systems Aggressive Push | PairCorr |
| 0.53 | T | ATT Inc Aggressive Push | PairCorr |
| 0.44 | AXP | American Express | PairCorr |
The ability to find closely correlated positions to Dalrada Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dalrada Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dalrada Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dalrada Financial Corp to buy it.
The correlation of Dalrada Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dalrada Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dalrada Financial Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dalrada Financial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Dalrada Pink Sheet
Dalrada Financial financial ratios help investors to determine whether Dalrada Pink Sheet 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 Dalrada with respect to the benefits of owning Dalrada Financial security.