Dillards (Germany) Market Value
| DL7A Stock | EUR 420.00 26.00 6.60% |
| Symbol | Dillards |
Dillards '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 Dillards' 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 Dillards.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Dillards on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Dillards or generate 0.0% return on investment in Dillards over 720 days. Dillards is related to or competes with CI GAMES, Compugroup Medical, Media, Apyx Medical, QINGCI GAMES, CompuGroup Medical, and Scientific Games. Dillards, Inc. operates retail department stores primarily in the Southeastern, Southwestern, and Midwestern areas of th... More
Dillards 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 Dillards' 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 Dillards upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | 0.1195 | |||
| Maximum Drawdown | 13.97 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 4.6 |
Dillards Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dillards' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dillards' standard deviation. In reality, there are many statistical measures that can use Dillards historical prices to predict the future Dillards' volatility.| Risk Adjusted Performance | 0.1319 | |||
| Jensen Alpha | 0.32 | |||
| Total Risk Alpha | 0.0725 | |||
| Sortino Ratio | 0.1588 | |||
| Treynor Ratio | 0.5301 |
Dillards Backtested Returns
Dillards appears to be very steady, given 3 months investment horizon. Dillards secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Dillards, which you can use to evaluate the volatility of the firm. Please utilize Dillards' Downside Deviation of 1.85, coefficient of variation of 610.19, and Mean Deviation of 1.8 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dillards holds a performance score of 14. The firm shows a Beta (market volatility) of 0.74, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dillards' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dillards is expected to be smaller as well. Please check Dillards' jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Dillards' price patterns will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
Dillards has weak reverse predictability. Overlapping area represents the amount of predictability between Dillards time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Dillards price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Dillards price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1124.17 |
Dillards lagged returns against current returns
Autocorrelation, which is Dillards 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 Dillards' stock expected returns. We can calculate the autocorrelation of Dillards returns to help us make a trade decision. For example, suppose you find that Dillards 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 |
Dillards 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 Dillards stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dillards stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dillards stock over time.
Current vs Lagged Prices |
| Timeline |
Dillards Lagged Returns
When evaluating Dillards' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dillards stock have on its future price. Dillards 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, Dillards autocorrelation shows the relationship between Dillards stock current value and its past values and can show if there is a momentum factor associated with investing in Dillards.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Dillards Stock
When determining whether Dillards is a strong investment it is important to analyze Dillards' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Dillards' future performance. For an informed investment choice regarding Dillards Stock, refer to the following important reports:Check out Dillards Correlation, Dillards Volatility and Dillards Alpha and Beta module to complement your research on Dillards. For more detail on how to invest in Dillards Stock please use our How to Invest in Dillards guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Dillards technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.