Delivra Health Brands Stock Market Value
| DHBUF Stock | USD 0.11 0.03 21.43% |
| Symbol | Delivra |
Delivra Health '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 Delivra Health's otc 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 Delivra Health.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Delivra Health on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Delivra Health Brands or generate 0.0% return on investment in Delivra Health over 30 days. Delivra Health is related to or competes with Avicanna, Goodness Growth, and C21 Investments. Harvest One Cannabis Inc., through its subsidiaries, develops and provides lifestyle and wellness products to consumers ... More
Delivra Health 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 Delivra Health's otc 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 Delivra Health Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.15 | |||
| Information Ratio | 0.0132 | |||
| Maximum Drawdown | 44.85 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 16.67 |
Delivra Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delivra Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delivra Health's standard deviation. In reality, there are many statistical measures that can use Delivra Health historical prices to predict the future Delivra Health's volatility.| Risk Adjusted Performance | 0.018 | |||
| Jensen Alpha | 0.106 | |||
| Total Risk Alpha | 0.4094 | |||
| Sortino Ratio | 0.0091 | |||
| Treynor Ratio | 4.61 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Delivra Health'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.
Delivra Health Brands Backtested Returns
Delivra Health appears to be out of control, given 3 months investment horizon. Delivra Health Brands secures Sharpe Ratio (or Efficiency) of 0.0367, which denotes the company had a 0.0367 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Delivra Health Brands, which you can use to evaluate the volatility of the firm. Please utilize Delivra Health's Mean Deviation of 6.49, coefficient of variation of 8431.84, and Downside Deviation of 14.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Delivra Health holds a performance score of 2. The firm shows a Beta (market volatility) of 0.0229, which means not very significant fluctuations relative to the market. As returns on the market increase, Delivra Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delivra Health is expected to be smaller as well. Please check Delivra Health's total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to make a quick decision on whether Delivra Health's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Delivra Health Brands has good reverse predictability. Overlapping area represents the amount of predictability between Delivra Health time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Delivra Health Brands price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Delivra Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Delivra Health Brands lagged returns against current returns
Autocorrelation, which is Delivra Health otc 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 Delivra Health's otc stock expected returns. We can calculate the autocorrelation of Delivra Health returns to help us make a trade decision. For example, suppose you find that Delivra Health has exhibited high autocorrelation historically, and you observe that the otc 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 |
Delivra Health 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 Delivra Health otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delivra Health otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delivra Health otc stock over time.
Current vs Lagged Prices |
| Timeline |
Delivra Health Lagged Returns
When evaluating Delivra Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delivra Health otc stock have on its future price. Delivra Health 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, Delivra Health autocorrelation shows the relationship between Delivra Health otc stock current value and its past values and can show if there is a momentum factor associated with investing in Delivra Health Brands.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Delivra OTC Stock
Delivra Health financial ratios help investors to determine whether Delivra OTC 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 Delivra with respect to the benefits of owning Delivra Health security.