Dr Foods Stock Market Value
| DRFS Stock | USD 0.04 0 2.44% |
| Symbol | DRFS |
Dr Foods '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 Dr Foods' otc stock 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 Dr Foods.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Dr Foods on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Dr Foods or generate 0.0% return on investment in Dr Foods over 720 days. Dr Foods is related to or competes with Vow ASA. Foods, Inc. imports, resells, develops, and manufactures various food products More
Dr Foods 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 Dr Foods' otc stock 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 Dr Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.7 | |||
| Information Ratio | 0.0671 | |||
| Maximum Drawdown | 132.58 | |||
| Value At Risk | (27.46) | |||
| Potential Upside | 32.26 |
Dr Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dr Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dr Foods' standard deviation. In reality, there are many statistical measures that can use Dr Foods historical prices to predict the future Dr Foods' volatility.| Risk Adjusted Performance | 0.0656 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | (1.64) | |||
| Sortino Ratio | 0.0716 | |||
| Treynor Ratio | 1.03 |
Dr Foods Backtested Returns
Dr Foods is out of control given 3 months investment horizon. Dr Foods retains Efficiency (Sharpe Ratio) of 0.073, which denotes the company had a 0.073% return per unit of price deviation over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.52% are justified by taking the suggested risk. Use Dr Foods Downside Deviation of 19.7, market risk adjusted performance of 1.04, and Standard Deviation of 21.01 to evaluate company specific risk that cannot be diversified away. Dr Foods holds a performance score of 5 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 1.49, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dr Foods will likely underperform. Use Dr Foods coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to analyze future returns on Dr Foods.
Auto-correlation | 0.61 |
Good predictability
Dr Foods has good predictability. Overlapping area represents the amount of predictability between Dr Foods time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Dr Foods price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Dr Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dr Foods lagged returns against current returns
Autocorrelation, which is Dr Foods otc stock'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 Dr Foods' otc stock expected returns. We can calculate the autocorrelation of Dr Foods returns to help us make a trade decision. For example, suppose you find that Dr Foods has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Dr Foods 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 Dr Foods otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dr Foods otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dr Foods otc stock over time.
Current vs Lagged Prices |
| Timeline |
Dr Foods Lagged Returns
When evaluating Dr Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dr Foods otc stock have on its future price. Dr Foods 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, Dr Foods autocorrelation shows the relationship between Dr Foods otc stock current value and its past values and can show if there is a momentum factor associated with investing in Dr Foods.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DRFS OTC Stock Analysis
When running Dr Foods' price analysis, check to measure Dr Foods' 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 Dr Foods is operating at the current time. Most of Dr Foods' value examination focuses on studying past and present price action to predict the probability of Dr Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dr Foods' price. Additionally, you may evaluate how the addition of Dr Foods to your portfolios can decrease your overall portfolio volatility.