DIVIDEND GROWTH (Germany) Market Value
| 74G Stock | EUR 4.44 0.00 0.00% |
| Symbol | DIVIDEND |
DIVIDEND GROWTH '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 DIVIDEND GROWTH'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 DIVIDEND GROWTH.
| 04/30/2024 |
| 12/26/2024 |
If you would invest 0.00 in DIVIDEND GROWTH on April 30, 2024 and sell it all today you would earn a total of 0.00 from holding DIVIDEND GROWTH SPLIT or generate 0.0% return on investment in DIVIDEND GROWTH over 240 days. DIVIDEND GROWTH is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. Dividend Growth Split Corp. is a closed-ended equity mutual fund launched and managed by Brompton Funds Limited More
DIVIDEND GROWTH 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 DIVIDEND GROWTH'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 DIVIDEND GROWTH SPLIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0379 | |||
| Maximum Drawdown | 17.5 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 5.73 |
DIVIDEND GROWTH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DIVIDEND GROWTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DIVIDEND GROWTH's standard deviation. In reality, there are many statistical measures that can use DIVIDEND GROWTH historical prices to predict the future DIVIDEND GROWTH's volatility.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.1087 | |||
| Total Risk Alpha | 0.0187 | |||
| Sortino Ratio | 0.0389 | |||
| Treynor Ratio | 0.1409 |
DIVIDEND GROWTH SPLIT Backtested Returns
At this point, DIVIDEND GROWTH is moderately volatile. DIVIDEND GROWTH SPLIT secures Sharpe Ratio (or Efficiency) of 0.0304, which denotes the company had a 0.0304% return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for DIVIDEND GROWTH SPLIT, which you can use to evaluate the volatility of the firm. Please confirm DIVIDEND GROWTH's Downside Deviation of 2.82, mean deviation of 1.73, and Market Risk Adjusted Performance of 0.1509 to check if the risk estimate we provide is consistent with the expected return of 0.089%. DIVIDEND GROWTH has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.02, which means a somewhat significant risk relative to the market. DIVIDEND GROWTH returns are very sensitive to returns on the market. As the market goes up or down, DIVIDEND GROWTH is expected to follow. DIVIDEND GROWTH SPLIT currently shows a risk of 2.92%. Please confirm DIVIDEND GROWTH SPLIT jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if DIVIDEND GROWTH SPLIT will be following its price patterns.
Auto-correlation | 0.53 |
Modest predictability
DIVIDEND GROWTH SPLIT has modest predictability. Overlapping area represents the amount of predictability between DIVIDEND GROWTH time series from 30th of April 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 DIVIDEND GROWTH SPLIT price movement. The serial correlation of 0.53 indicates that about 53.0% of current DIVIDEND GROWTH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
DIVIDEND GROWTH SPLIT lagged returns against current returns
Autocorrelation, which is DIVIDEND GROWTH 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 DIVIDEND GROWTH's stock expected returns. We can calculate the autocorrelation of DIVIDEND GROWTH returns to help us make a trade decision. For example, suppose you find that DIVIDEND GROWTH 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 |
DIVIDEND GROWTH 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 DIVIDEND GROWTH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DIVIDEND GROWTH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DIVIDEND GROWTH stock over time.
Current vs Lagged Prices |
| Timeline |
DIVIDEND GROWTH Lagged Returns
When evaluating DIVIDEND GROWTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DIVIDEND GROWTH stock have on its future price. DIVIDEND GROWTH 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, DIVIDEND GROWTH autocorrelation shows the relationship between DIVIDEND GROWTH stock current value and its past values and can show if there is a momentum factor associated with investing in DIVIDEND GROWTH SPLIT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DIVIDEND Stock
DIVIDEND GROWTH financial ratios help investors to determine whether DIVIDEND Stock 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 DIVIDEND with respect to the benefits of owning DIVIDEND GROWTH security.