Dalata Hotel (Germany) Market Value
| DHG Stock | EUR 4.41 0.06 1.34% |
| Symbol | Dalata |
Dalata Hotel '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 Dalata Hotel's stock 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 Dalata Hotel.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in Dalata Hotel on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding Dalata Hotel Group or generate 0.0% return on investment in Dalata Hotel over 90 days. Dalata Hotel is related to or competes with CONAGRA FOODS, Cal-Maine Foods, Scandinavian Tobacco, IMPERIAL TOBACCO, AUSTEVOLL SEAFOOD, and United Natural. Dalata Hotel Group plc owns and operates hotels under the Clayton Hotel and Maldron Hotel brand names in Ireland and the... More
Dalata Hotel 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 Dalata Hotel's stock 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 Dalata Hotel Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.61 |
Dalata Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dalata Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dalata Hotel's standard deviation. In reality, there are many statistical measures that can use Dalata Hotel historical prices to predict the future Dalata Hotel's volatility.| Risk Adjusted Performance | 0.0363 | |||
| Jensen Alpha | 0.0456 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.4465 |
Dalata Hotel Group Backtested Returns
At this point, Dalata Hotel is somewhat reliable. Dalata Hotel Group secures Sharpe Ratio (or Efficiency) of 0.034, which denotes the company had a 0.034% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dalata Hotel Group, which you can use to evaluate the volatility of the firm. Please confirm Dalata Hotel's Mean Deviation of 1.34, coefficient of variation of 2511.26, and Downside Deviation of 2.14 to check if the risk estimate we provide is consistent with the expected return of 0.0618%. Dalata Hotel has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Dalata Hotel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dalata Hotel is expected to be smaller as well. Dalata Hotel Group right now shows a risk of 1.82%. Please confirm Dalata Hotel Group coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Dalata Hotel Group will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Dalata Hotel Group has good reverse predictability. Overlapping area represents the amount of predictability between Dalata Hotel time series from 25th of August 2024 to 9th of October 2024 and 9th of October 2024 to 23rd 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 Dalata Hotel Group price movement. The serial correlation of -0.53 indicates that about 53.0% of current Dalata Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Dalata Hotel Group lagged returns against current returns
Autocorrelation, which is Dalata Hotel stock'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 Dalata Hotel's stock expected returns. We can calculate the autocorrelation of Dalata Hotel returns to help us make a trade decision. For example, suppose you find that Dalata Hotel has exhibited high autocorrelation historically, and you observe that the stock 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 |
Dalata Hotel 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 Dalata Hotel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dalata Hotel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dalata Hotel stock over time.
Current vs Lagged Prices |
| Timeline |
Dalata Hotel Lagged Returns
When evaluating Dalata Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dalata Hotel stock have on its future price. Dalata Hotel 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, Dalata Hotel autocorrelation shows the relationship between Dalata Hotel stock current value and its past values and can show if there is a momentum factor associated with investing in Dalata Hotel Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dalata Stock
Dalata Hotel financial ratios help investors to determine whether Dalata Stock 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 Dalata with respect to the benefits of owning Dalata Hotel security.