Dolfines SAS (France) Market Value
| ALDOL Stock | EUR 2.41 0.19 7.31% |
| Symbol | Dolfines |
Dolfines SAS '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 Dolfines SAS'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 Dolfines SAS.
| 03/09/2024 |
| 03/04/2025 |
If you would invest 0.00 in Dolfines SAS on March 9, 2024 and sell it all today you would earn a total of 0.00 from holding Dolfines SAS or generate 0.0% return on investment in Dolfines SAS over 360 days. Dolfines SAS is related to or competes with DBT SA, Drone Volt, and Gaussin. Dolphin Integration provides silicon IP products that enable mixed signal systems-on-chip for use in the semiconductor i... More
Dolfines SAS 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 Dolfines SAS'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 Dolfines SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.36 | |||
| Information Ratio | 0.0822 | |||
| Maximum Drawdown | 59.67 | |||
| Value At Risk | (10.47) | |||
| Potential Upside | 11.49 |
Dolfines SAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dolfines SAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dolfines SAS's standard deviation. In reality, there are many statistical measures that can use Dolfines SAS historical prices to predict the future Dolfines SAS's volatility.| Risk Adjusted Performance | 0.0664 | |||
| Jensen Alpha | 0.9368 | |||
| Total Risk Alpha | 1.4 | |||
| Sortino Ratio | 0.116 | |||
| Treynor Ratio | 0.1578 |
Dolfines SAS Backtested Returns
Dolfines SAS appears to be extremely dangerous, given 3 months investment horizon. Dolfines SAS secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. By reviewing Dolfines SAS's technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please utilize Dolfines SAS's Mean Deviation of 6.03, downside deviation of 6.36, and Coefficient Of Variation of 1305.89 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dolfines SAS holds a performance score of 8. The firm shows a Beta (market volatility) of 4.29, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dolfines SAS will likely underperform. Please check Dolfines SAS's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Dolfines SAS's price patterns will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
Dolfines SAS has modest reverse predictability. Overlapping area represents the amount of predictability between Dolfines SAS time series from 9th of March 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 Dolfines SAS price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Dolfines SAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Dolfines SAS lagged returns against current returns
Autocorrelation, which is Dolfines SAS 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 Dolfines SAS's stock expected returns. We can calculate the autocorrelation of Dolfines SAS returns to help us make a trade decision. For example, suppose you find that Dolfines SAS 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 |
Dolfines SAS 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 Dolfines SAS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dolfines SAS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dolfines SAS stock over time.
Current vs Lagged Prices |
| Timeline |
Dolfines SAS Lagged Returns
When evaluating Dolfines SAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dolfines SAS stock have on its future price. Dolfines SAS 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, Dolfines SAS autocorrelation shows the relationship between Dolfines SAS stock current value and its past values and can show if there is a momentum factor associated with investing in Dolfines SAS.
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 Dolfines Stock Analysis
When running Dolfines SAS's price analysis, check to measure Dolfines SAS'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 Dolfines SAS is operating at the current time. Most of Dolfines SAS's value examination focuses on studying past and present price action to predict the probability of Dolfines SAS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dolfines SAS's price. Additionally, you may evaluate how the addition of Dolfines SAS to your portfolios can decrease your overall portfolio volatility.