Designer Brands (Germany) Market Value
| D9W Stock | EUR 5.20 0.10 1.96% |
| Symbol | Designer |
Designer Brands '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 Designer Brands' 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 Designer Brands.
| 10/08/2024 |
| 01/06/2025 |
If you would invest 0.00 in Designer Brands on October 8, 2024 and sell it all today you would earn a total of 0.00 from holding Designer Brands or generate 0.0% return on investment in Designer Brands over 90 days. Designer Brands is related to or competes with Clean Energy, NEWELL RUBBERMAID, Ultra Clean, CLEAN ENERGY, Meliá Hotels, ALERION CLEANPOWER, and Host Hotels. Designer Brands Inc., together with its subsidiaries, designs, manufactures, and retails footwear and accessories for wo... More
Designer Brands 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 Designer Brands' 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 Designer Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.98 | |||
| Information Ratio | 0.0353 | |||
| Maximum Drawdown | 65.8 | |||
| Value At Risk | (6.03) | |||
| Potential Upside | 8.51 |
Designer Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Designer Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Designer Brands' standard deviation. In reality, there are many statistical measures that can use Designer Brands historical prices to predict the future Designer Brands' volatility.| Risk Adjusted Performance | 0.0396 | |||
| Jensen Alpha | 0.3816 | |||
| Total Risk Alpha | 0.2147 | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | (0.33) |
Designer Brands Backtested Returns
Designer Brands appears to be dangerous, given 3 months investment horizon. Designer Brands secures Sharpe Ratio (or Efficiency) of 0.0375, which denotes the company had a 0.0375% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Designer Brands, which you can use to evaluate the volatility of the firm. Please utilize Designer Brands' Coefficient Of Variation of 2664.27, mean deviation of 4.57, and Downside Deviation of 7.98 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Designer Brands holds a performance score of 2. The firm shows a Beta (market volatility) of -1.12, which means a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Designer Brands are expected to decrease slowly. On the other hand, during market turmoil, Designer Brands is expected to outperform it slightly. Please check Designer Brands' sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Designer Brands' price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Designer Brands has weak reverse predictability. Overlapping area represents the amount of predictability between Designer Brands time series from 8th of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 6th of January 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 Designer Brands price movement. The serial correlation of -0.22 indicates that over 22.0% of current Designer Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Designer Brands lagged returns against current returns
Autocorrelation, which is Designer Brands 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 Designer Brands' stock expected returns. We can calculate the autocorrelation of Designer Brands returns to help us make a trade decision. For example, suppose you find that Designer Brands 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 |
Designer Brands 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 Designer Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Designer Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Designer Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Designer Brands Lagged Returns
When evaluating Designer Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Designer Brands stock have on its future price. Designer Brands 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, Designer Brands autocorrelation shows the relationship between Designer Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Designer Brands.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Designer Stock
When determining whether Designer Brands offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Designer Brands' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Designer Brands Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Designer Brands Stock:Check out Designer Brands Correlation, Designer Brands Volatility and Designer Brands Alpha and Beta module to complement your research on Designer Brands. For more detail on how to invest in Designer Stock please use our How to Invest in Designer Brands guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Designer Brands technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.