Dairy Farm International Stock Market Value
| DFIHY Stock | USD 12.55 0.12 0.97% |
| 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 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 Dairy Farm.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Dairy Farm on September 3, 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 90 days. Dairy Farm is related to or competes with Etablissementen Franz, Seven I, Carrefour, J Sainsbury, Ocado Group, Seven I, and Weis Markets. DFI Retail Group 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 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 Dairy Farm International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1104 | |||
| Maximum Drawdown | 18.36 | |||
| Potential Upside | 5.92 |
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 | 0.1298 | |||
| Jensen Alpha | 0.4227 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 5.82 |
Dairy Farm International Backtested Returns
Dairy Farm appears to be not too volatile, given 3 months investment horizon. Dairy Farm International secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the company had a 0.23% 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 0.59% is justified by implied risk. Please utilize Dairy Farm's Mean Deviation of 1.11, variance of 7.6, and Standard Deviation of 2.76 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 18. The firm shows a Beta (market volatility) of 0.0743, 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 coefficient of variation, potential upside, as well as the relationship between the Potential Upside and day typical price , to make a quick decision on whether Dairy Farm's price patterns will revert.
Auto-correlation | 0.94 |
Excellent predictability
Dairy Farm International has excellent predictability. Overlapping area represents the amount of predictability between Dairy Farm time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Dairy Farm International price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Dairy Farm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Dairy Farm International lagged returns against current returns
Autocorrelation, which is Dairy Farm 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 Dairy Farm's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dairy Farm pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dairy Farm pink sheet 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 pink sheet 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 pink sheet 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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Dairy Pink Sheet Analysis
When running Dairy Farm's price analysis, check to measure Dairy Farm's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dairy Farm is operating at the current time. Most of Dairy Farm's value examination focuses on studying past and present price action to predict the probability of Dairy Farm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dairy Farm's price. Additionally, you may evaluate how the addition of Dairy Farm to your portfolios can decrease your overall portfolio volatility.