Dream Homes Development Stock Market Value
| DREM Stock | USD 0.01 0.00 0.00% |
| Symbol | Dream |
Dream Homes '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 Dream Homes' 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 Dream Homes.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Dream Homes on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Dream Homes Development or generate 0.0% return on investment in Dream Homes over 720 days. Dream Homes is related to or competes with Greystone Logistics, Mill City, Barksdale Resources, Black Diamond, and Tartisan Nickel. Dream Homes Development Corporation operates as a new home builder, general contractor, and elevation specialist in the ... More
Dream Homes 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 Dream Homes' 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 Dream Homes Development upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 16.67 |
Dream Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dream Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dream Homes' standard deviation. In reality, there are many statistical measures that can use Dream Homes historical prices to predict the future Dream Homes' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | 0.6754 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dream Homes' 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.
Dream Homes Development Backtested Returns
Dream Homes Development secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13% return per unit of standard deviation over the last 3 months. Dream Homes Development exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dream Homes' Coefficient Of Variation of (812.40), standard deviation of 2.05, and Mean Deviation of 0.4974 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dream Homes are expected to decrease at a much lower rate. During the bear market, Dream Homes is likely to outperform the market. At this point, Dream Homes Development has a negative expected return of -0.26%. Please make sure to confirm Dream Homes' variance, as well as the relationship between the skewness and day typical price , to decide if Dream Homes Development performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Dream Homes Development has poor predictability. Overlapping area represents the amount of predictability between Dream Homes time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 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 Dream Homes Development price movement. The serial correlation of 0.25 indicates that over 25.0% of current Dream Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dream Homes Development lagged returns against current returns
Autocorrelation, which is Dream Homes 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 Dream Homes' pink sheet expected returns. We can calculate the autocorrelation of Dream Homes returns to help us make a trade decision. For example, suppose you find that Dream Homes 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 |
Dream Homes 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 Dream Homes pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dream Homes pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dream Homes pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dream Homes Lagged Returns
When evaluating Dream Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dream Homes pink sheet have on its future price. Dream Homes 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, Dream Homes autocorrelation shows the relationship between Dream Homes pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dream Homes Development.
Regressed Prices |
| Timeline |
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Dream Homes financial ratios help investors to determine whether Dream 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 Dream with respect to the benefits of owning Dream Homes security.