DAIRY FARM (Germany) Market Value
| DFA1 Stock | 2.06 0.02 0.98% |
| Symbol | DAIRY |
DAIRY FARM '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 DAIRY FARM'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 DAIRY FARM.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in DAIRY FARM on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding DAIRY FARM INTL or generate 0.0% return on investment in DAIRY FARM over 90 days. DAIRY FARM is related to or competes with CSSC Offshore, Alstria Office, WT OFFSHORE, Scandinavian Tobacco, BW OFFSHORE, and BORR DRILLING. More
DAIRY FARM 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 DAIRY FARM'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 DAIRY FARM INTL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.94 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 1.9 |
DAIRY FARM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DAIRY FARM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DAIRY FARM's standard deviation. In reality, there are many statistical measures that can use DAIRY FARM historical prices to predict the future DAIRY FARM's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | 0.1413 | |||
| Treynor Ratio | (0.53) |
DAIRY FARM INTL Backtested Returns
DAIRY FARM INTL secures Sharpe Ratio (or Efficiency) of -0.0386, which denotes the company had a -0.0386 % return per unit of return volatility over the last 3 months. DAIRY FARM INTL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DAIRY FARM's standard deviation of 2.15, and Mean Deviation of 1.32 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, DAIRY FARM's returns are expected to increase less than the market. However, during the bear market, the loss of holding DAIRY FARM is expected to be smaller as well. At this point, DAIRY FARM INTL has a negative expected return of -0.0849%. Please make sure to confirm DAIRY FARM's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if DAIRY FARM INTL performance from the past will be repeated at some future date.
Auto-correlation | 0.71 |
Good predictability
DAIRY FARM INTL has good predictability. Overlapping area represents the amount of predictability between DAIRY FARM 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 DAIRY FARM INTL price movement. The serial correlation of 0.71 indicates that around 71.0% of current DAIRY FARM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
DAIRY FARM INTL lagged returns against current returns
Autocorrelation, which is DAIRY FARM 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 DAIRY FARM's stock expected returns. We can calculate the autocorrelation of DAIRY FARM returns to help us make a trade decision. For example, suppose you find that DAIRY FARM 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 |
DAIRY FARM 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 DAIRY FARM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DAIRY FARM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DAIRY FARM stock over time.
Current vs Lagged Prices |
| Timeline |
DAIRY FARM Lagged Returns
When evaluating DAIRY FARM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DAIRY FARM stock have on its future price. DAIRY FARM 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, DAIRY FARM autocorrelation shows the relationship between DAIRY FARM stock current value and its past values and can show if there is a momentum factor associated with investing in DAIRY FARM INTL.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DAIRY Stock Analysis
When running DAIRY FARM's price analysis, check to measure DAIRY FARM'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 DAIRY FARM is operating at the current time. Most of DAIRY FARM's value examination focuses on studying past and present price action to predict the probability of DAIRY FARM's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DAIRY FARM's price. Additionally, you may evaluate how the addition of DAIRY FARM to your portfolios can decrease your overall portfolio volatility.