Dolly Varden (UK) Market Value
| 0USB Stock | 1.12 0.02 1.82% |
| Symbol | Dolly |
Dolly Varden '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 Dolly Varden'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 Dolly Varden.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Dolly Varden on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Dolly Varden Silver or generate 0.0% return on investment in Dolly Varden over 90 days. Dolly Varden is related to or competes with Edinburgh Investment, Universal Display, Scottish American, Cairo Communication, Primorus Investments, Lindsell Train, and Tavistock Investments. Dolly Varden is entity of United Kingdom More
Dolly Varden 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 Dolly Varden'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 Dolly Varden Silver upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.9 | |||
| Information Ratio | 0.0675 | |||
| Maximum Drawdown | 20.49 | |||
| Value At Risk | (7.27) | |||
| Potential Upside | 7.92 |
Dolly Varden Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dolly Varden's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dolly Varden's standard deviation. In reality, there are many statistical measures that can use Dolly Varden historical prices to predict the future Dolly Varden's volatility.| Risk Adjusted Performance | 0.0461 | |||
| Jensen Alpha | 0.083 | |||
| Total Risk Alpha | 0.6982 | |||
| Sortino Ratio | 0.0724 | |||
| Treynor Ratio | (0.21) |
Dolly Varden Silver Backtested Returns
Dolly Varden appears to be extremely dangerous, given 3 months investment horizon. Dolly Varden Silver secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. By reviewing Dolly Varden's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Dolly Varden's Mean Deviation of 3.34, downside deviation of 3.9, and Coefficient Of Variation of 2278.85 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dolly Varden holds a performance score of 12. The firm shows a Beta (market volatility) of -0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dolly Varden are expected to decrease at a much lower rate. During the bear market, Dolly Varden is likely to outperform the market. Please check Dolly Varden's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Dolly Varden's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Dolly Varden Silver has average predictability. Overlapping area represents the amount of predictability between Dolly Varden time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Dolly Varden Silver price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Dolly Varden price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dolly Varden Silver lagged returns against current returns
Autocorrelation, which is Dolly Varden 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 Dolly Varden's stock expected returns. We can calculate the autocorrelation of Dolly Varden returns to help us make a trade decision. For example, suppose you find that Dolly Varden 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 |
Dolly Varden 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 Dolly Varden stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dolly Varden stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dolly Varden stock over time.
Current vs Lagged Prices |
| Timeline |
Dolly Varden Lagged Returns
When evaluating Dolly Varden's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dolly Varden stock have on its future price. Dolly Varden 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, Dolly Varden autocorrelation shows the relationship between Dolly Varden stock current value and its past values and can show if there is a momentum factor associated with investing in Dolly Varden Silver.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Dolly Stock Analysis
When running Dolly Varden's price analysis, check to measure Dolly Varden'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 Dolly Varden is operating at the current time. Most of Dolly Varden's value examination focuses on studying past and present price action to predict the probability of Dolly Varden's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dolly Varden's price. Additionally, you may evaluate how the addition of Dolly Varden to your portfolios can decrease your overall portfolio volatility.