Delfi Limited Stock Market Value
| PEFDF Stock | USD 0.64 0.00 0.00% |
| Symbol | Delfi |
Delfi '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 Delfi'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 Delfi.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Delfi on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Delfi Limited or generate 0.0% return on investment in Delfi over 180 days. Delfi is related to or competes with Hershey, and Mondelez International. Delfi Limited, an investment holding company, manufactures, markets, distributes, and sells chocolate confectionery prod... More
Delfi 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 Delfi'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 Delfi Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.01 | |||
| Potential Upside | 1.52 |
Delfi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delfi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delfi's standard deviation. In reality, there are many statistical measures that can use Delfi historical prices to predict the future Delfi's volatility.| Risk Adjusted Performance | 0.054 | |||
| Jensen Alpha | 0.0711 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (9.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Delfi'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.
Delfi Limited Backtested Returns
At this point, Delfi is very risky. Delfi Limited secures Sharpe Ratio (or Efficiency) of 0.0271, which denotes the company had a 0.0271% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Delfi Limited, which you can use to evaluate the volatility of the firm. Please confirm Delfi's Variance of 1.49, standard deviation of 1.22, and Mean Deviation of 0.3703 to check if the risk estimate we provide is consistent with the expected return of 0.032%. Delfi has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0075, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Delfi are expected to decrease at a much lower rate. During the bear market, Delfi is likely to outperform the market. Delfi Limited right now shows a risk of 1.18%. Please confirm Delfi Limited information ratio, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Delfi Limited will be following its price patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Delfi Limited has good reverse predictability. Overlapping area represents the amount of predictability between Delfi time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 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 Delfi Limited price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Delfi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Delfi Limited lagged returns against current returns
Autocorrelation, which is Delfi 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 Delfi's pink sheet expected returns. We can calculate the autocorrelation of Delfi returns to help us make a trade decision. For example, suppose you find that Delfi 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 |
Delfi 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 Delfi pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delfi pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delfi pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Delfi Lagged Returns
When evaluating Delfi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delfi pink sheet have on its future price. Delfi 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, Delfi autocorrelation shows the relationship between Delfi pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Delfi Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Delfi Pink Sheet
Delfi financial ratios help investors to determine whether Delfi Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Delfi with respect to the benefits of owning Delfi security.