Davi Luxury Brand Stock Market Value
| MDAV Stock | USD 0.0001 0.00 0.00% |
| Symbol | Davi |
Davi Luxury '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 Davi Luxury'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 Davi Luxury.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Davi Luxury on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Davi Luxury Brand or generate 0.0% return on investment in Davi Luxury over 30 days. Davi Luxury Brand Group, Inc. develops and markets a line of skin carecosmetic products based on grape and botanical-bas... More
Davi Luxury 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 Davi Luxury'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 Davi Luxury Brand upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 150.0 |
Davi Luxury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davi Luxury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davi Luxury's standard deviation. In reality, there are many statistical measures that can use Davi Luxury historical prices to predict the future Davi Luxury's volatility.| Risk Adjusted Performance | 0.0474 | |||
| Jensen Alpha | 1.07 | |||
| Total Risk Alpha | (1.06) | |||
| Treynor Ratio | (0.21) |
Davi Luxury Brand Backtested Returns
Davi Luxury appears to be out of control, given 3 months investment horizon. Davi Luxury Brand secures Sharpe Ratio (or Efficiency) of 0.0556, which denotes the company had a 0.0556 % return per unit of risk over the last 3 months. By reviewing Davi Luxury's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please utilize Davi Luxury's Mean Deviation of 3.01, variance of 191.72, and Standard Deviation of 13.85 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Davi Luxury holds a performance score of 4. The firm shows a Beta (market volatility) of -3.52, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Davi Luxury are expected to decrease by larger amounts. On the other hand, during market turmoil, Davi Luxury is expected to outperform it. Please check Davi Luxury's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to make a quick decision on whether Davi Luxury's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Davi Luxury Brand has no correlation between past and present. Overlapping area represents the amount of predictability between Davi Luxury time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Davi Luxury Brand price movement. The serial correlation of 0.0 indicates that just 0.0% of current Davi Luxury price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Davi Luxury Brand lagged returns against current returns
Autocorrelation, which is Davi Luxury 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 Davi Luxury's pink sheet expected returns. We can calculate the autocorrelation of Davi Luxury returns to help us make a trade decision. For example, suppose you find that Davi Luxury 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 |
Davi Luxury 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 Davi Luxury pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Davi Luxury pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Davi Luxury pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Davi Luxury Lagged Returns
When evaluating Davi Luxury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Davi Luxury pink sheet have on its future price. Davi Luxury 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, Davi Luxury autocorrelation shows the relationship between Davi Luxury pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Davi Luxury Brand.
Regressed Prices |
| Timeline |
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Additional Tools for Davi Pink Sheet Analysis
When running Davi Luxury's price analysis, check to measure Davi Luxury'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 Davi Luxury is operating at the current time. Most of Davi Luxury's value examination focuses on studying past and present price action to predict the probability of Davi Luxury's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Davi Luxury's price. Additionally, you may evaluate how the addition of Davi Luxury to your portfolios can decrease your overall portfolio volatility.