Dufry Ag Adr Stock Market Value
| DUFRY Stock | USD 5.91 0.01 0.17% |
| Symbol | Dufry |
Dufry AG '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 Dufry AG'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 Dufry AG.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Dufry AG on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Dufry AG ADR or generate 0.0% return on investment in Dufry AG over 30 days. Dufry AG is related to or competes with ZOZO, Delivery Hero, Zalando SE, ZALANDO SE, Monotaro, El Puerto, and Delivery Hero. The companys retail brands include general travel retail shops under the Dufry, World Duty Free, Nuance, Hellenic Duty F... More
Dufry AG 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 Dufry AG'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 Dufry AG ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.77 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.21 |
Dufry AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dufry AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dufry AG's standard deviation. In reality, there are many statistical measures that can use Dufry AG historical prices to predict the future Dufry AG's volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | 0.0091 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0903 |
Dufry AG ADR Backtested Returns
At this stage we consider Dufry Pink Sheet to be somewhat reliable. Dufry AG ADR secures Sharpe Ratio (or Efficiency) of 0.0583, which denotes the company had a 0.0583 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dufry AG ADR, which you can use to evaluate the volatility of the firm. Please confirm Dufry AG's Mean Deviation of 1.05, downside deviation of 1.6, and Coefficient Of Variation of 2191.99 to check if the risk estimate we provide is consistent with the expected return of 0.0831%. Dufry AG has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.61, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dufry AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dufry AG is expected to be smaller as well. Dufry AG ADR right now shows a risk of 1.43%. Please confirm Dufry AG ADR downside variance, and the relationship between the total risk alpha and daily balance of power , to decide if Dufry AG ADR will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Dufry AG ADR has below average predictability. Overlapping area represents the amount of predictability between Dufry AG time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Dufry AG ADR price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Dufry AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dufry AG ADR lagged returns against current returns
Autocorrelation, which is Dufry AG 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 Dufry AG's pink sheet expected returns. We can calculate the autocorrelation of Dufry AG returns to help us make a trade decision. For example, suppose you find that Dufry AG 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 |
Dufry AG 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 Dufry AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dufry AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dufry AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dufry AG Lagged Returns
When evaluating Dufry AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dufry AG pink sheet have on its future price. Dufry AG 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, Dufry AG autocorrelation shows the relationship between Dufry AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dufry AG ADR.
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 Dufry Pink Sheet Analysis
When running Dufry AG's price analysis, check to measure Dufry AG'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 Dufry AG is operating at the current time. Most of Dufry AG's value examination focuses on studying past and present price action to predict the probability of Dufry AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dufry AG's price. Additionally, you may evaluate how the addition of Dufry AG to your portfolios can decrease your overall portfolio volatility.