Daldrup Söhne (Germany) Market Value
| 4DS Stock | 9.20 0.86 10.31% |
| Symbol | Daldrup |
Daldrup Söhne '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 Daldrup Söhne'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 Daldrup Söhne.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Daldrup Söhne on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Daldrup Shne Aktiengesellschaft or generate 0.0% return on investment in Daldrup Söhne over 90 days. Daldrup Söhne is related to or competes with SmarTone Telecommunicatio, Calibre Mining, Ringmetall, ARDAGH METAL, Coeur Mining, and GOLDQUEST MINING. More
Daldrup Söhne 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 Daldrup Söhne'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 Daldrup Shne Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (3.76) | |||
| Potential Upside | 4.6 |
Daldrup Söhne Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daldrup Söhne's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daldrup Söhne's standard deviation. In reality, there are many statistical measures that can use Daldrup Söhne historical prices to predict the future Daldrup Söhne's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.1692 | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Daldrup Söhne'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.
Daldrup Shne Aktieng Backtested Returns
Currently, Daldrup Shne Aktiengesellschaft is somewhat reliable. Daldrup Shne Aktieng secures Sharpe Ratio (or Efficiency) of 0.0474, which denotes the company had a 0.0474 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Daldrup Shne Aktiengesellschaft, which you can use to evaluate the volatility of the firm. Please confirm Daldrup Söhne's Standard Deviation of 2.55, variance of 6.49, and Mean Deviation of 1.65 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Daldrup Söhne has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Daldrup Söhne's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daldrup Söhne is expected to be smaller as well. Daldrup Shne Aktieng right now shows a risk of 2.78%. Please confirm Daldrup Shne Aktieng potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Daldrup Shne Aktieng will be following its price patterns.
Auto-correlation | 0.25 |
Poor predictability
Daldrup Shne Aktiengesellschaft has poor predictability. Overlapping area represents the amount of predictability between Daldrup Söhne time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Daldrup Shne Aktieng price movement. The serial correlation of 0.25 indicates that over 25.0% of current Daldrup Söhne price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Daldrup Shne Aktieng lagged returns against current returns
Autocorrelation, which is Daldrup Söhne 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 Daldrup Söhne's stock expected returns. We can calculate the autocorrelation of Daldrup Söhne returns to help us make a trade decision. For example, suppose you find that Daldrup Söhne 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 |
Daldrup Söhne 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 Daldrup Söhne stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daldrup Söhne stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daldrup Söhne stock over time.
Current vs Lagged Prices |
| Timeline |
Daldrup Söhne Lagged Returns
When evaluating Daldrup Söhne's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daldrup Söhne stock have on its future price. Daldrup Söhne 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, Daldrup Söhne autocorrelation shows the relationship between Daldrup Söhne stock current value and its past values and can show if there is a momentum factor associated with investing in Daldrup Shne Aktiengesellschaft.
Regressed Prices |
| Timeline |
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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 Daldrup Stock Analysis
When running Daldrup Söhne's price analysis, check to measure Daldrup Söhne'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 Daldrup Söhne is operating at the current time. Most of Daldrup Söhne's value examination focuses on studying past and present price action to predict the probability of Daldrup Söhne's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daldrup Söhne's price. Additionally, you may evaluate how the addition of Daldrup Söhne to your portfolios can decrease your overall portfolio volatility.