Danieli C Officine Stock Market Value
| DNIYY Stock | USD 37.55 0.00 0.00% |
| Symbol | Danieli |
Danieli C '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 Danieli C'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 Danieli C.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Danieli C on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Danieli C Officine or generate 0.0% return on investment in Danieli C over 360 days. Danieli C is related to or competes with Fujitec Co, Kardex Holding, Kubota Corp, Aalberts, Jungheinrich Aktiengesellscha, Sumitomo Heavy, and THK Co. Officine Meccaniche S.p.A. designs, builds, and sells plants for the iron and steel industry in Europe, Russia, the Midd... More
Danieli C 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 Danieli C'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 Danieli C Officine upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0575 | |||
| Maximum Drawdown | 17.87 |
Danieli C Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Danieli C's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Danieli C's standard deviation. In reality, there are many statistical measures that can use Danieli C historical prices to predict the future Danieli C's volatility.| Risk Adjusted Performance | 0.0768 | |||
| Jensen Alpha | 0.2007 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (1.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Danieli C'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.
Danieli C Officine Backtested Returns
Danieli C appears to be very steady, given 3 months investment horizon. Danieli C Officine secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Danieli C Officine, which you can use to evaluate the volatility of the firm. Please utilize Danieli C's Standard Deviation of 2.0, variance of 3.99, and Mean Deviation of 0.4896 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Danieli C holds a performance score of 7. 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, returns on owning Danieli C are expected to decrease at a much lower rate. During the bear market, Danieli C is likely to outperform the market. Please check Danieli C's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to make a quick decision on whether Danieli C's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Danieli C Officine has no correlation between past and present. Overlapping area represents the amount of predictability between Danieli C time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Danieli C Officine price movement. The serial correlation of 0.0 indicates that just 0.0% of current Danieli C price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 6.6 |
Danieli C Officine lagged returns against current returns
Autocorrelation, which is Danieli C 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 Danieli C's pink sheet expected returns. We can calculate the autocorrelation of Danieli C returns to help us make a trade decision. For example, suppose you find that Danieli C 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 |
Danieli C 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 Danieli C pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Danieli C pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Danieli C pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Danieli C Lagged Returns
When evaluating Danieli C's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Danieli C pink sheet have on its future price. Danieli C 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, Danieli C autocorrelation shows the relationship between Danieli C pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Danieli C Officine.
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 Danieli Pink Sheet Analysis
When running Danieli C's price analysis, check to measure Danieli C'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 Danieli C is operating at the current time. Most of Danieli C's value examination focuses on studying past and present price action to predict the probability of Danieli C's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Danieli C's price. Additionally, you may evaluate how the addition of Danieli C to your portfolios can decrease your overall portfolio volatility.