Dalrada Financial Corp Stock Market Value
| DFCO Stock | USD 0.07 0 5.43% |
| 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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Dalrada Financial on October 27, 2024 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 30 days. Dalrada Financial is related to or competes with Element Solutions, Orion Engineered, Minerals Technologies, Ingevity Corp, Hawkins, Crown Electrokinetics, and Core Molding. 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 73.58 | |||
| Value At Risk | (15.62) | |||
| Potential Upside | 16.25 |
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 | (0.05) | |||
| Jensen Alpha | (0.82) | |||
| Total Risk Alpha | (2.48) | |||
| Treynor Ratio | (3.18) |
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 Corp secures Sharpe Ratio (or Efficiency) of -0.0646, which denotes the company had a -0.0646% return per unit of risk over the last 3 months. Dalrada Financial Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dalrada Financial's Variance of 118.62, mean deviation of 6.77, and Standard Deviation of 10.89 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, Dalrada Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dalrada Financial is expected to be smaller as well. At this point, Dalrada Financial Corp has a negative expected return of -0.71%. Please make sure to confirm Dalrada Financial's treynor ratio, as well as the relationship between the kurtosis and day median price , to decide if Dalrada Financial Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.27 |
Weak reverse predictability
Dalrada Financial Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Dalrada Financial time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Dalrada Financial Corp price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Dalrada Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.15 | |
| 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
| 0.9 | CSCO | Cisco Systems Aggressive Push | PairCorr |
| 0.89 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.85 | NTNX | Nutanix Earnings Call Tomorrow | PairCorr |
| 0.85 | WMT | Walmart Aggressive Push | PairCorr |
| 0.84 | MSB | Mesabi Trust | 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.