Dominos Pizza Group Stock Market Value
| DPUKY Stock | USD 8.62 0.12 1.37% |
| Symbol | Dominos |
Dominos Pizza '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 Dominos Pizza'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 Dominos Pizza.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Dominos Pizza on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Dominos Pizza Group or generate 0.0% return on investment in Dominos Pizza over 30 days. Dominos Pizza is related to or competes with Jollibee Foods, Nathans Famous, Good Times, Compass Group, Wingstop, Papa Johns, and Chipotle Mexican. Dominos Pizza Group plc owns, operates, and franchises Dominos Pizza stores More
Dominos Pizza 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 Dominos Pizza'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 Dominos Pizza Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | 0.0471 | |||
| Maximum Drawdown | 13.47 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 2.25 |
Dominos Pizza Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dominos Pizza's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dominos Pizza's standard deviation. In reality, there are many statistical measures that can use Dominos Pizza historical prices to predict the future Dominos Pizza's volatility.| Risk Adjusted Performance | 0.0845 | |||
| Jensen Alpha | 0.2118 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0357 | |||
| Treynor Ratio | (25.10) |
Dominos Pizza Group Backtested Returns
Dominos Pizza appears to be somewhat reliable, given 3 months investment horizon. Dominos Pizza Group secures Sharpe Ratio (or Efficiency) of 0.0942, which denotes the company had a 0.0942% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Dominos Pizza Group, which you can use to evaluate the volatility of the firm. Please utilize Dominos Pizza's Coefficient Of Variation of 926.04, downside deviation of 2.69, and Mean Deviation of 0.9023 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dominos Pizza holds a performance score of 7. The firm shows a Beta (market volatility) of -0.0084, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dominos Pizza are expected to decrease at a much lower rate. During the bear market, Dominos Pizza is likely to outperform the market. Please check Dominos Pizza's treynor ratio, as well as the relationship between the expected short fall and day typical price , to make a quick decision on whether Dominos Pizza's price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Dominos Pizza Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dominos Pizza time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Dominos Pizza Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Dominos Pizza price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dominos Pizza Group lagged returns against current returns
Autocorrelation, which is Dominos Pizza 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 Dominos Pizza's pink sheet expected returns. We can calculate the autocorrelation of Dominos Pizza returns to help us make a trade decision. For example, suppose you find that Dominos Pizza 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 |
Dominos Pizza 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 Dominos Pizza pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dominos Pizza pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dominos Pizza pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dominos Pizza Lagged Returns
When evaluating Dominos Pizza's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dominos Pizza pink sheet have on its future price. Dominos Pizza 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, Dominos Pizza autocorrelation shows the relationship between Dominos Pizza pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dominos Pizza Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Dominos Pink Sheet Analysis
When running Dominos Pizza's price analysis, check to measure Dominos Pizza'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 Dominos Pizza is operating at the current time. Most of Dominos Pizza's value examination focuses on studying past and present price action to predict the probability of Dominos Pizza's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dominos Pizza's price. Additionally, you may evaluate how the addition of Dominos Pizza to your portfolios can decrease your overall portfolio volatility.