Dufry Ag Stock Market Value
| DFRYF Stock | USD 36.11 0.97 2.62% |
| Symbol | Dufry |
Dufry AG '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 Dufry AG'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 Dufry AG.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Dufry AG on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Dufry AG or generate 0.0% return on investment in Dufry AG over 30 days. Dufry AG is related to or competes with RH, Dicks Sporting, Best Buy, AutoZone, and Pet Acquisition. The companys retail brands include general travel retail shops under the Dufry, World Duty Free, Nuance, Hellenic Duty F... More
Dufry AG 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 Dufry AG'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 Dufry AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 19.04 | |||
| Value At Risk | (2.21) |
Dufry AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dufry AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dufry AG's standard deviation. In reality, there are many statistical measures that can use Dufry AG historical prices to predict the future Dufry AG's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dufry AG'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.
Dufry AG Backtested Returns
Dufry AG secures Sharpe Ratio (or Efficiency) of -0.0109, which denotes the company had a -0.0109% return per unit of risk over the last 3 months. Dufry AG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dufry AG's Standard Deviation of 1.94, mean deviation of 0.5836, and Variance of 3.75 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dufry AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dufry AG is expected to be smaller as well. At this point, Dufry AG has a negative expected return of -0.0215%. Please make sure to confirm Dufry AG's jensen alpha, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Dufry AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.66 |
Very good reverse predictability
Dufry AG has very good reverse predictability. Overlapping area represents the amount of predictability between Dufry AG time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Dufry AG price movement. The serial correlation of -0.66 indicates that around 66.0% of current Dufry AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
Dufry AG lagged returns against current returns
Autocorrelation, which is Dufry AG 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 Dufry AG's pink sheet expected returns. We can calculate the autocorrelation of Dufry AG returns to help us make a trade decision. For example, suppose you find that Dufry AG 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 |
Dufry AG 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 Dufry AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dufry AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dufry AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dufry AG Lagged Returns
When evaluating Dufry AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dufry AG pink sheet have on its future price. Dufry AG 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, Dufry AG autocorrelation shows the relationship between Dufry AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dufry AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dufry Pink Sheet
Dufry AG financial ratios help investors to determine whether Dufry 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 Dufry with respect to the benefits of owning Dufry AG security.