Daifuku Co Stock Market Value
| DFKCY Stock | USD 12.75 0.49 4.00% |
| Symbol | Daifuku |
Daifuku '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 Daifuku's pink sheet 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 Daifuku.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Daifuku on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Daifuku Co or generate 0.0% return on investment in Daifuku over 90 days. Daifuku is related to or competes with Eaton PLC, Nel ASA, Next Hydrogen, Nel ASA, SMC Corp, Schneider Electric, and Atlas Copco. Daifuku Co., Ltd. provides consulting, engineering, design, manufacture, installation, and after-sales services for logi... More
Daifuku 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 Daifuku's pink sheet 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 Daifuku Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.1272 | |||
| Maximum Drawdown | 16.12 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.8 |
Daifuku Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daifuku's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daifuku's standard deviation. In reality, there are many statistical measures that can use Daifuku historical prices to predict the future Daifuku's volatility.| Risk Adjusted Performance | 0.0829 | |||
| Jensen Alpha | 0.3062 | |||
| Total Risk Alpha | 0.524 | |||
| Sortino Ratio | 0.1736 | |||
| Treynor Ratio | 0.2378 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Daifuku's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Daifuku Backtested Returns
Daifuku appears to be not too volatile, given 3 months investment horizon. Daifuku secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Daifuku Co, which you can use to evaluate the volatility of the firm. Please utilize Daifuku's Coefficient Of Variation of 1140.11, downside deviation of 1.84, and Mean Deviation of 1.67 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Daifuku holds a performance score of 9. The firm shows a Beta (market volatility) of 0.88, which means possible diversification benefits within a given portfolio. Daifuku returns are very sensitive to returns on the market. As the market goes up or down, Daifuku is expected to follow. Please check Daifuku's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Daifuku's price patterns will revert.
Auto-correlation | -0.69 |
Very good reverse predictability
Daifuku Co has very good reverse predictability. Overlapping area represents the amount of predictability between Daifuku time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Daifuku price movement. The serial correlation of -0.69 indicates that around 69.0% of current Daifuku price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
Daifuku lagged returns against current returns
Autocorrelation, which is Daifuku pink sheet'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 Daifuku's pink sheet expected returns. We can calculate the autocorrelation of Daifuku returns to help us make a trade decision. For example, suppose you find that Daifuku has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Daifuku 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 Daifuku pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daifuku pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daifuku pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Daifuku Lagged Returns
When evaluating Daifuku's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daifuku pink sheet have on its future price. Daifuku 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, Daifuku autocorrelation shows the relationship between Daifuku pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Daifuku Co.
Regressed Prices |
| Timeline |
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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.Additional Tools for Daifuku Pink Sheet Analysis
When running Daifuku's price analysis, check to measure Daifuku'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 Daifuku is operating at the current time. Most of Daifuku's value examination focuses on studying past and present price action to predict the probability of Daifuku's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daifuku's price. Additionally, you may evaluate how the addition of Daifuku to your portfolios can decrease your overall portfolio volatility.