01 Communique (Germany) Market Value
| DFK Stock | EUR 0.19 0.04 26.67% |
| Symbol | DFK |
01 Communique '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 01 Communique'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 01 Communique.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in 01 Communique on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding 01 Communique Laboratory or generate 0.0% return on investment in 01 Communique over 30 days. 01 Communique is related to or competes with Intuit, Palo Alto, Synopsys, Cadence Design, Dassault Systmes, Fortinet, and Autodesk. 01 Communique Laboratory Inc. develops and markets communications software primarily in the United States, Japan, and Ca... More
01 Communique 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 01 Communique'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 01 Communique Laboratory upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.39 | |||
| Information Ratio | 0.2207 | |||
| Maximum Drawdown | 133.4 | |||
| Value At Risk | (21.67) | |||
| Potential Upside | 59.09 |
01 Communique Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 01 Communique's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 01 Communique's standard deviation. In reality, there are many statistical measures that can use 01 Communique historical prices to predict the future 01 Communique's volatility.| Risk Adjusted Performance | 0.1876 | |||
| Jensen Alpha | 5.47 | |||
| Total Risk Alpha | 4.31 | |||
| Sortino Ratio | 0.2613 | |||
| Treynor Ratio | (1.66) |
01 Communique Laboratory Backtested Returns
01 Communique is out of control given 3 months investment horizon. 01 Communique Laboratory retains Efficiency (Sharpe Ratio) of 0.23, which signifies that the company had a 0.23% return per unit of price deviation over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 5.63% are justified by taking the suggested risk. Use 01 Communique Laboratory Coefficient Of Variation of 449.3, market risk adjusted performance of (1.65), and Standard Deviation of 24.13 to evaluate company specific risk that cannot be diversified away. 01 Communique holds a performance score of 17 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -3.24, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 01 Communique are expected to decrease by larger amounts. On the other hand, during market turmoil, 01 Communique is expected to outperform it. Use 01 Communique Laboratory market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on 01 Communique Laboratory.
Auto-correlation | 0.05 |
Virtually no predictability
01 Communique Laboratory has virtually no predictability. Overlapping area represents the amount of predictability between 01 Communique time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th of December 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 01 Communique Laboratory price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current 01 Communique price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
01 Communique Laboratory lagged returns against current returns
Autocorrelation, which is 01 Communique 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 01 Communique's stock expected returns. We can calculate the autocorrelation of 01 Communique returns to help us make a trade decision. For example, suppose you find that 01 Communique 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 |
01 Communique 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 01 Communique stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 01 Communique stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 01 Communique stock over time.
Current vs Lagged Prices |
| Timeline |
01 Communique Lagged Returns
When evaluating 01 Communique's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 01 Communique stock have on its future price. 01 Communique 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, 01 Communique autocorrelation shows the relationship between 01 Communique stock current value and its past values and can show if there is a momentum factor associated with investing in 01 Communique Laboratory.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DFK Stock
01 Communique financial ratios help investors to determine whether DFK 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 DFK with respect to the benefits of owning 01 Communique security.