DOLFINES's market value is the price at which a share of DOLFINES trades on a public exchange. It measures the collective expectations of DOLFINES SA EO investors about its performance. DOLFINES is trading at 1.35 as of the 28th of December 2024. This is a No Change since the beginning of the trading day. The stock's lowest day price was 1.35. With this module, you can estimate the performance of a buy and hold strategy of DOLFINES SA EO and determine expected loss or profit from investing in DOLFINES over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
DOLFINES
DOLFINES '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 DOLFINES'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 DOLFINES.
0.00
07/01/2024
No Change 0.00
0.0
In 5 months and 30 days
12/28/2024
0.00
If you would invest 0.00 in DOLFINES on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding DOLFINES SA EO or generate 0.0% return on investment in DOLFINES over 180 days.
DOLFINES 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 DOLFINES'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 DOLFINES SA EO upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for DOLFINES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DOLFINES's standard deviation. In reality, there are many statistical measures that can use DOLFINES historical prices to predict the future DOLFINES's volatility.
DOLFINES is out of control given 3 months investment horizon. DOLFINES SA EO secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. We were able to analyze twenty-four different technical indicators, which can help you to evaluate if expected returns of 11.61% are justified by taking the suggested risk. Use DOLFINES Downside Deviation of 28.83, semi deviation of 17.64, and Mean Deviation of 33.19 to evaluate company specific risk that cannot be diversified away. DOLFINES holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -4.8, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning DOLFINES are expected to decrease by larger amounts. On the other hand, during market turmoil, DOLFINES is expected to outperform it. Use DOLFINES total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to analyze future returns on DOLFINES.
Auto-correlation
-0.51
Good reverse predictability
DOLFINES SA EO has good reverse predictability. Overlapping area represents the amount of predictability between DOLFINES time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 DOLFINES SA EO price movement. The serial correlation of -0.51 indicates that about 51.0% of current DOLFINES price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.58
Residual Average
0.0
Price Variance
0.47
DOLFINES SA EO lagged returns against current returns
Autocorrelation, which is DOLFINES 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 DOLFINES's stock expected returns. We can calculate the autocorrelation of DOLFINES returns to help us make a trade decision. For example, suppose you find that DOLFINES 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
DOLFINES 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 DOLFINES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DOLFINES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DOLFINES stock over time.
Current vs Lagged Prices
Timeline
DOLFINES Lagged Returns
When evaluating DOLFINES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DOLFINES stock have on its future price. DOLFINES 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, DOLFINES autocorrelation shows the relationship between DOLFINES stock current value and its past values and can show if there is a momentum factor associated with investing in DOLFINES SA EO.