MOODYS - (Germany) Market Value
| DUT Stock | EUR 471.30 1.30 0.28% |
| Symbol | MOODYS |
MOODYS - '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 MOODYS -'s 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 MOODYS -.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in MOODYS - on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding MOODYS Dusseldorf or generate 0.0% return on investment in MOODYS - over 180 days. MOODYS - is related to or competes with Tencent Music, Boyd Gaming, PENN NATL, FUTURE GAMING, Hochschild Mining, United Utilities, and TSOGO SUN. More
MOODYS - 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 MOODYS -'s 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 MOODYS Dusseldorf upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 6.22 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 2.11 |
MOODYS - Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOODYS -'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOODYS -'s standard deviation. In reality, there are many statistical measures that can use MOODYS - historical prices to predict the future MOODYS -'s volatility.| Risk Adjusted Performance | 0.0869 | |||
| Jensen Alpha | 0.0819 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3891 |
MOODYS Dusseldorf Backtested Returns
Currently, MOODYS Dusseldorf is very steady. MOODYS Dusseldorf has Sharpe Ratio of 0.0957, which conveys that the firm had a 0.0957% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for MOODYS -, which you can use to evaluate the volatility of the firm. Please verify MOODYS -'s mean deviation of 0.8611, and Risk Adjusted Performance of 0.0869 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. MOODYS - has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MOODYS -'s returns are expected to increase less than the market. However, during the bear market, the loss of holding MOODYS - is expected to be smaller as well. MOODYS Dusseldorf currently secures a risk of 1.2%. Please verify MOODYS Dusseldorf maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if MOODYS Dusseldorf will be following its current price movements.
Auto-correlation | 0.59 |
Modest predictability
MOODYS Dusseldorf has modest predictability. Overlapping area represents the amount of predictability between MOODYS - time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 MOODYS Dusseldorf price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current MOODYS - price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 225.59 |
MOODYS Dusseldorf lagged returns against current returns
Autocorrelation, which is MOODYS - 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 MOODYS -'s stock expected returns. We can calculate the autocorrelation of MOODYS - returns to help us make a trade decision. For example, suppose you find that MOODYS - has exhibited high autocorrelation historically, and you observe that the 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 |
MOODYS - 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 MOODYS - stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOODYS - stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOODYS - stock over time.
Current vs Lagged Prices |
| Timeline |
MOODYS - Lagged Returns
When evaluating MOODYS -'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOODYS - stock have on its future price. MOODYS - 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, MOODYS - autocorrelation shows the relationship between MOODYS - stock current value and its past values and can show if there is a momentum factor associated with investing in MOODYS Dusseldorf.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MOODYS Stock Analysis
When running MOODYS -'s price analysis, check to measure MOODYS -'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 MOODYS - is operating at the current time. Most of MOODYS -'s value examination focuses on studying past and present price action to predict the probability of MOODYS -'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOODYS -'s price. Additionally, you may evaluate how the addition of MOODYS - to your portfolios can decrease your overall portfolio volatility.