Duxton Broadacre (Australia) Market Value
| DBF Stock | 1.40 0.04 2.94% |
| Symbol | Duxton |
Duxton Broadacre '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 Duxton Broadacre'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 Duxton Broadacre.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Duxton Broadacre on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Duxton Broadacre Farms or generate 0.0% return on investment in Duxton Broadacre over 30 days. Duxton Broadacre is related to or competes with Predictive Discovery, and Zip Co. Duxton Broadacre is entity of Australia. It is traded as Stock on AU exchange. More
Duxton Broadacre 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 Duxton Broadacre'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 Duxton Broadacre Farms upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 12.95 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 3.7 |
Duxton Broadacre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duxton Broadacre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duxton Broadacre's standard deviation. In reality, there are many statistical measures that can use Duxton Broadacre historical prices to predict the future Duxton Broadacre's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (0.32) |
Duxton Broadacre Farms Backtested Returns
Duxton Broadacre Farms secures Sharpe Ratio (or Efficiency) of -0.0635, which denotes the company had a -0.0635% return per unit of risk over the last 3 months. Duxton Broadacre Farms exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Duxton Broadacre's Standard Deviation of 2.56, variance of 6.55, and Mean Deviation of 1.76 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.55, which means possible diversification benefits within a given portfolio. As returns on the market increase, Duxton Broadacre's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duxton Broadacre is expected to be smaller as well. At this point, Duxton Broadacre Farms has a negative expected return of -0.17%. Please make sure to confirm Duxton Broadacre's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Duxton Broadacre Farms performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Duxton Broadacre Farms has very weak reverse predictability. Overlapping area represents the amount of predictability between Duxton Broadacre time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Duxton Broadacre Farms price movement. The serial correlation of -0.03 indicates that only 3.0% of current Duxton Broadacre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Duxton Broadacre Farms lagged returns against current returns
Autocorrelation, which is Duxton Broadacre 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 Duxton Broadacre's stock expected returns. We can calculate the autocorrelation of Duxton Broadacre returns to help us make a trade decision. For example, suppose you find that Duxton Broadacre 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 |
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Duxton Broadacre 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 Duxton Broadacre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duxton Broadacre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duxton Broadacre stock over time.
Current vs Lagged Prices |
| Timeline |
Duxton Broadacre Lagged Returns
When evaluating Duxton Broadacre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duxton Broadacre stock have on its future price. Duxton Broadacre 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, Duxton Broadacre autocorrelation shows the relationship between Duxton Broadacre stock current value and its past values and can show if there is a momentum factor associated with investing in Duxton Broadacre Farms.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Duxton Stock Analysis
When running Duxton Broadacre's price analysis, check to measure Duxton Broadacre'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 Duxton Broadacre is operating at the current time. Most of Duxton Broadacre's value examination focuses on studying past and present price action to predict the probability of Duxton Broadacre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Duxton Broadacre's price. Additionally, you may evaluate how the addition of Duxton Broadacre to your portfolios can decrease your overall portfolio volatility.