Dongfeng Group Stock Market Value
| DNFGF Stock | USD 0.95 0.00 0.00% |
| Symbol | Dongfeng |
Dongfeng '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 Dongfeng'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 Dongfeng.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Dongfeng on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Dongfeng Group or generate 0.0% return on investment in Dongfeng over 30 days. Dongfeng is related to or competes with Guangzhou Automobile, Volvo Car, Jardine Cycle, Renault SA, Isuzu Motors, Volvo Car, and Jardine Cycle. Dongfeng Motor Group Company Limited manufactures and sells commercial vehicles, passenger vehicles, and engines and par... More
Dongfeng 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 Dongfeng'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 Dongfeng Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0305 | |||
| Maximum Drawdown | 32.14 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.63 |
Dongfeng Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dongfeng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dongfeng's standard deviation. In reality, there are many statistical measures that can use Dongfeng historical prices to predict the future Dongfeng's volatility.| Risk Adjusted Performance | 0.0387 | |||
| Jensen Alpha | 0.1764 | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.2549 |
Dongfeng Group Backtested Returns
At this point, Dongfeng is extremely dangerous. Dongfeng Group secures Sharpe Ratio (or Efficiency) of 0.0142, which denotes the company had a 0.0142 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Dongfeng Group, which you can use to evaluate the volatility of the firm. Please confirm Dongfeng's Mean Deviation of 1.51, variance of 31.17, and Standard Deviation of 5.58 to check if the risk estimate we provide is consistent with the expected return of 0.0793%. Dongfeng has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.89, which means possible diversification benefits within a given portfolio. Dongfeng returns are very sensitive to returns on the market. As the market goes up or down, Dongfeng is expected to follow. Dongfeng Group right now shows a risk of 5.6%. Please confirm Dongfeng Group maximum drawdown, as well as the relationship between the skewness and day median price , to decide if Dongfeng Group will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Dongfeng Group has no correlation between past and present. Overlapping area represents the amount of predictability between Dongfeng time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dongfeng Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Dongfeng price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dongfeng Group lagged returns against current returns
Autocorrelation, which is Dongfeng 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 Dongfeng's pink sheet expected returns. We can calculate the autocorrelation of Dongfeng returns to help us make a trade decision. For example, suppose you find that Dongfeng 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 |
Dongfeng 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 Dongfeng pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dongfeng pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dongfeng pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dongfeng Lagged Returns
When evaluating Dongfeng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dongfeng pink sheet have on its future price. Dongfeng 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, Dongfeng autocorrelation shows the relationship between Dongfeng pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dongfeng Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dongfeng Pink Sheet
Dongfeng financial ratios help investors to determine whether Dongfeng 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 Dongfeng with respect to the benefits of owning Dongfeng security.