Dominos Pizza Enterprises Stock Market Value
| DPZUF Stock | USD 14.30 0.00 0.00% |
| 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.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Dominos Pizza on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Dominos Pizza Enterprises or generate 0.0% return on investment in Dominos Pizza over 30 days. Dominos Pizza is related to or competes with Dominos Pizza, Domino’s Pizza, Elior Group, J D, J D, Aston Martin, and Aston Martin. Dominos Pizza Enterprises Limited operates retail food outlets 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 Enterprises upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.53 | |||
| Information Ratio | 0.1239 | |||
| Maximum Drawdown | 57.66 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 7.91 |
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 | 0.1053 | |||
| Jensen Alpha | 0.8889 | |||
| Total Risk Alpha | 0.1807 | |||
| Sortino Ratio | 0.12 | |||
| Treynor Ratio | (2.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dominos Pizza'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.
Dominos Pizza Enterprises Backtested Returns
Dominos Pizza is slightly risky given 3 months investment horizon. Dominos Pizza Enterprises secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Dominos Pizza Downside Deviation of 6.53, coefficient of variation of 727.83, and Mean Deviation of 2.54 to evaluate company specific risk that cannot be diversified away. Dominos Pizza holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.4, which means possible diversification benefits within a given portfolio. 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. Use Dominos Pizza sortino ratio, as well as the relationship between the downside variance and rate of daily change , to analyze future returns on Dominos Pizza.
Auto-correlation | 0.00 |
No correlation between past and present
Dominos Pizza Enterprises has no correlation between past and present. Overlapping area represents the amount of predictability between Dominos Pizza time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Dominos Pizza Enterprises price movement. The serial correlation of 0.0 indicates that just 0.0% of current Dominos Pizza 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 |
Dominos Pizza Enterprises 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 Enterprises.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Dominos Pink Sheet
Dominos Pizza financial ratios help investors to determine whether Dominos 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 Dominos with respect to the benefits of owning Dominos Pizza security.