Derichebourg (France) Market Value
| DBG Stock | EUR 5.80 0.11 1.93% |
| Symbol | Derichebourg |
Derichebourg '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 Derichebourg'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 Derichebourg.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Derichebourg on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Derichebourg or generate 0.0% return on investment in Derichebourg over 90 days. Derichebourg is related to or competes with Eramet SA, Trigano SA, Soitec SA, and Rubis SCA. Derichebourg provides environmental services to businesses, and local and municipal authorities worldwide More
Derichebourg 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 Derichebourg'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 Derichebourg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.1881 | |||
| Maximum Drawdown | 9.54 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 3.92 |
Derichebourg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Derichebourg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Derichebourg's standard deviation. In reality, there are many statistical measures that can use Derichebourg historical prices to predict the future Derichebourg's volatility.| Risk Adjusted Performance | 0.1265 | |||
| Jensen Alpha | 0.2785 | |||
| Total Risk Alpha | 0.52 | |||
| Sortino Ratio | 0.1992 | |||
| Treynor Ratio | 2.94 |
Derichebourg Backtested Returns
Derichebourg appears to be somewhat reliable, given 3 months investment horizon. Derichebourg secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Derichebourg, which you can use to evaluate the volatility of the firm. Please utilize Derichebourg's Downside Deviation of 1.9, coefficient of variation of 720.66, and Mean Deviation of 1.52 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Derichebourg holds a performance score of 11. The firm shows a Beta (market volatility) of 0.0913, which means not very significant fluctuations relative to the market. As returns on the market increase, Derichebourg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Derichebourg is expected to be smaller as well. Please check Derichebourg's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Derichebourg's price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Derichebourg has poor predictability. Overlapping area represents the amount of predictability between Derichebourg time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Derichebourg price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Derichebourg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Derichebourg lagged returns against current returns
Autocorrelation, which is Derichebourg 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 Derichebourg's stock expected returns. We can calculate the autocorrelation of Derichebourg returns to help us make a trade decision. For example, suppose you find that Derichebourg 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 |
Derichebourg 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 Derichebourg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Derichebourg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Derichebourg stock over time.
Current vs Lagged Prices |
| Timeline |
Derichebourg Lagged Returns
When evaluating Derichebourg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Derichebourg stock have on its future price. Derichebourg 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, Derichebourg autocorrelation shows the relationship between Derichebourg stock current value and its past values and can show if there is a momentum factor associated with investing in Derichebourg.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Derichebourg Stock
Derichebourg financial ratios help investors to determine whether Derichebourg 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 Derichebourg with respect to the benefits of owning Derichebourg security.