Dundee Sustainable Technologies Stock Market Value
| DNDDF Stock | USD 0.09 0.01 10.00% |
| Symbol | Dundee |
Dundee Sustainable '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 Dundee Sustainable'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 Dundee Sustainable.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Dundee Sustainable on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Dundee Sustainable Technologies or generate 0.0% return on investment in Dundee Sustainable over 180 days. Dundee Sustainable Technologies Inc. engages in the development and commercialization of technologies for the treatment ... More
Dundee Sustainable 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 Dundee Sustainable'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 Dundee Sustainable Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 10.2 |
Dundee Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dundee Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dundee Sustainable's standard deviation. In reality, there are many statistical measures that can use Dundee Sustainable historical prices to predict the future Dundee Sustainable's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 1.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dundee Sustainable'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.
Dundee Sustainable Backtested Returns
Dundee Sustainable secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12 % return per unit of risk over the last 3 months. Dundee Sustainable Technologies exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dundee Sustainable's Standard Deviation of 1.23, variance of 1.52, and Mean Deviation of 0.2985 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0908, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dundee Sustainable are expected to decrease at a much lower rate. During the bear market, Dundee Sustainable is likely to outperform the market. At this point, Dundee Sustainable has a negative expected return of -0.15%. Please make sure to confirm Dundee Sustainable's total risk alpha and the relationship between the daily balance of power and relative strength index , to decide if Dundee Sustainable performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.80 |
Very good predictability
Dundee Sustainable Technologies has very good predictability. Overlapping area represents the amount of predictability between Dundee Sustainable time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dundee Sustainable price movement. The serial correlation of 0.8 indicates that around 80.0% of current Dundee Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dundee Sustainable lagged returns against current returns
Autocorrelation, which is Dundee Sustainable 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 Dundee Sustainable's pink sheet expected returns. We can calculate the autocorrelation of Dundee Sustainable returns to help us make a trade decision. For example, suppose you find that Dundee Sustainable 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 |
Dundee Sustainable 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 Dundee Sustainable pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dundee Sustainable pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dundee Sustainable pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dundee Sustainable Lagged Returns
When evaluating Dundee Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dundee Sustainable pink sheet have on its future price. Dundee Sustainable 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, Dundee Sustainable autocorrelation shows the relationship between Dundee Sustainable pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dundee Sustainable Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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Other Information on Investing in Dundee Pink Sheet
Dundee Sustainable financial ratios help investors to determine whether Dundee 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 Dundee with respect to the benefits of owning Dundee Sustainable security.