Dongfeng Motor Group Stock Market Value
| DNFGY Stock | USD 57.00 0.10 0.18% |
| 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.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Dongfeng on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Dongfeng Motor Group or generate 0.0% return on investment in Dongfeng over 30 days. Dongfeng is related to or competes with Renault SA, Volvo Car, Guangzhou Automobile, Volvo Car, Jardine Cycle, Isuzu Motors, 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 Motor Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 10.7 | |||
| Value At Risk | (0.18) |
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 | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.10) |
Dongfeng Motor Group Backtested Returns
Dongfeng Motor Group secures Sharpe Ratio (or Efficiency) of -0.0964, which denotes the company had a -0.0964 % return per unit of risk over the last 3 months. Dongfeng Motor Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dongfeng's Mean Deviation of 0.2899, variance of 1.22, and Standard Deviation of 1.11 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dongfeng's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dongfeng is expected to be smaller as well. At this point, Dongfeng Motor Group has a negative expected return of -0.1%. Please make sure to confirm Dongfeng's variance, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Dongfeng Motor Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Dongfeng Motor Group has good predictability. Overlapping area represents the amount of predictability between Dongfeng time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 Motor Group price movement. The serial correlation of 0.79 indicates that around 79.0% of current Dongfeng price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dongfeng Motor 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 Motor Group.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Dongfeng Pink Sheet Analysis
When running Dongfeng's price analysis, check to measure Dongfeng's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dongfeng is operating at the current time. Most of Dongfeng's value examination focuses on studying past and present price action to predict the probability of Dongfeng's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dongfeng's price. Additionally, you may evaluate how the addition of Dongfeng to your portfolios can decrease your overall portfolio volatility.