Duerr Ag Adr Stock Market Value
| DURYY Stock | USD 4.45 0.00 0.00% |
| Symbol | Duerr |
Duerr 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 Duerr 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 Duerr AG.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Duerr AG on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Duerr AG ADR or generate 0.0% return on investment in Duerr AG over 30 days. Duerr AG is related to or competes with Semperit Aktiengesellscha, Semperit Aktiengesellscha, SFC Energy, Aida Engineering, Heidelberger Druckmaschinen, Nel ASA, and Grupo Rotoplas. Drr Aktiengesellschaft, together with its subsidiaries, operates as a mechanical and plant engineering company worldwide More
Duerr 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 Duerr 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 Duerr AG ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 18.89 | |||
| Value At Risk | (6.92) |
Duerr AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duerr AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duerr AG's standard deviation. In reality, there are many statistical measures that can use Duerr AG historical prices to predict the future Duerr AG's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Duerr AG'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.
Duerr AG ADR Backtested Returns
Duerr AG ADR 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. Duerr AG ADR exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Duerr AG's Coefficient Of Variation of (774.98), standard deviation of 2.42, and Mean Deviation of 0.9623 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Duerr AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duerr AG is expected to be smaller as well. At this point, Duerr AG ADR has a negative expected return of -0.32%. Please make sure to confirm Duerr AG's jensen alpha, and the relationship between the standard deviation and skewness , to decide if Duerr AG ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Duerr AG ADR has no correlation between past and present. Overlapping area represents the amount of predictability between Duerr AG 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 Duerr AG ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current Duerr AG 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 |
Duerr AG ADR lagged returns against current returns
Autocorrelation, which is Duerr 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 Duerr AG's pink sheet expected returns. We can calculate the autocorrelation of Duerr AG returns to help us make a trade decision. For example, suppose you find that Duerr 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 |
Duerr 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 Duerr AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duerr 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 Duerr AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Duerr AG Lagged Returns
When evaluating Duerr AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duerr AG pink sheet have on its future price. Duerr 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, Duerr AG autocorrelation shows the relationship between Duerr AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Duerr 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 Duerr Pink Sheet Analysis
When running Duerr AG's price analysis, check to measure Duerr 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 Duerr AG is operating at the current time. Most of Duerr AG's value examination focuses on studying past and present price action to predict the probability of Duerr 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 Duerr AG's price. Additionally, you may evaluate how the addition of Duerr AG to your portfolios can decrease your overall portfolio volatility.