Daifuku Co Stock Market Value
| DFKCY Stock | USD 10.48 0.20 1.87% |
| Symbol | Daifuku |
Daifuku Co '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 Daifuku Co'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 Daifuku Co.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Daifuku Co on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Daifuku Co or generate 0.0% return on investment in Daifuku Co over 30 days. Daifuku Co is related to or competes with Eaton PLC, Nel ASA, Next Hydrogen, Nel ASA, SMC Corp, Schneider Electric, and Atlas Copco. Daifuku Co., Ltd. provides consulting, engineering, design, manufacture, installation, and after-sales services for logi... More
Daifuku Co 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 Daifuku Co'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 Daifuku Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.0152 | |||
| Maximum Drawdown | 10.56 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 3.88 |
Daifuku Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daifuku Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daifuku Co's standard deviation. In reality, there are many statistical measures that can use Daifuku Co historical prices to predict the future Daifuku Co's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.0207 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0193 | |||
| Treynor Ratio | 0.1393 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Daifuku Co'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.
Daifuku Co Backtested Returns
At this stage we consider Daifuku Pink Sheet to be somewhat reliable. Daifuku Co secures Sharpe Ratio (or Efficiency) of 0.083, which denotes the company had a 0.083% return per unit of risk over the last 3 months. We have found thirty technical indicators for Daifuku Co, which you can use to evaluate the volatility of the firm. Please confirm Daifuku Co's Mean Deviation of 1.6, coefficient of variation of 1307.09, and Downside Deviation of 1.68 to check if the risk estimate we provide is consistent with the expected return of 0.18%. Daifuku Co has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.1, which means a somewhat significant risk relative to the market. Daifuku Co returns are very sensitive to returns on the market. As the market goes up or down, Daifuku Co is expected to follow. Daifuku Co right now shows a risk of 2.13%. Please confirm Daifuku Co potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Daifuku Co will be following its price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Daifuku Co has virtually no predictability. Overlapping area represents the amount of predictability between Daifuku Co time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Daifuku Co price movement. The serial correlation of 0.02 indicates that only 2.0% of current Daifuku Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Daifuku Co lagged returns against current returns
Autocorrelation, which is Daifuku Co 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 Daifuku Co's pink sheet expected returns. We can calculate the autocorrelation of Daifuku Co returns to help us make a trade decision. For example, suppose you find that Daifuku Co 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 |
Daifuku Co 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 Daifuku Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daifuku Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daifuku Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Daifuku Co Lagged Returns
When evaluating Daifuku Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daifuku Co pink sheet have on its future price. Daifuku Co 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, Daifuku Co autocorrelation shows the relationship between Daifuku Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Daifuku Co.
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 Daifuku Pink Sheet Analysis
When running Daifuku Co's price analysis, check to measure Daifuku Co'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 Daifuku Co is operating at the current time. Most of Daifuku Co's value examination focuses on studying past and present price action to predict the probability of Daifuku Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daifuku Co's price. Additionally, you may evaluate how the addition of Daifuku Co to your portfolios can decrease your overall portfolio volatility.