DALATA HOTEL (Germany) Market Value
| DHG Stock | 4.18 0.01 0.24% |
| Symbol | DALATA |
DALATA HOTEL '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 DALATA HOTEL'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 DALATA HOTEL.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in DALATA HOTEL on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding DALATA HOTEL or generate 0.0% return on investment in DALATA HOTEL over 360 days. DALATA HOTEL is related to or competes with Automatic Data, DICKER DATA, Public Storage, Sims Metal, CeoTronics, FEMALE HEALTH, and Data3. More
DALATA HOTEL 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 DALATA HOTEL'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 DALATA HOTEL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.53 | |||
| Information Ratio | 0.0154 | |||
| Maximum Drawdown | 20.89 | |||
| Value At Risk | (7.95) | |||
| Potential Upside | 9.19 |
DALATA HOTEL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DALATA HOTEL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DALATA HOTEL's standard deviation. In reality, there are many statistical measures that can use DALATA HOTEL historical prices to predict the future DALATA HOTEL's volatility.| Risk Adjusted Performance | 0.0432 | |||
| Jensen Alpha | 0.1931 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0138 | |||
| Treynor Ratio | (1.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DALATA HOTEL'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.
DALATA HOTEL Backtested Returns
Currently, DALATA HOTEL is unstable. DALATA HOTEL secures Sharpe Ratio (or Efficiency) of 0.046, which denotes the company had a 0.046% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for DALATA HOTEL, which you can use to evaluate the volatility of the entity. Please confirm DALATA HOTEL's Downside Deviation of 4.53, mean deviation of 2.06, and Semi Deviation of 3.3 to check if the risk estimate we provide is consistent with the expected return of 0.19%. DALATA HOTEL has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DALATA HOTEL are expected to decrease at a much lower rate. During the bear market, DALATA HOTEL is likely to outperform the market. DALATA HOTEL at this time shows a risk of 4.06%. Please confirm DALATA HOTEL potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to decide if DALATA HOTEL will be following its price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
DALATA HOTEL has insignificant reverse predictability. Overlapping area represents the amount of predictability between DALATA HOTEL time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 DALATA HOTEL price movement. The serial correlation of -0.12 indicates that less than 12.0% of current DALATA HOTEL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
DALATA HOTEL lagged returns against current returns
Autocorrelation, which is DALATA HOTEL 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 DALATA HOTEL's stock expected returns. We can calculate the autocorrelation of DALATA HOTEL returns to help us make a trade decision. For example, suppose you find that DALATA HOTEL 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 |
DALATA HOTEL 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 DALATA HOTEL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DALATA HOTEL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DALATA HOTEL stock over time.
Current vs Lagged Prices |
| Timeline |
DALATA HOTEL Lagged Returns
When evaluating DALATA HOTEL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DALATA HOTEL stock have on its future price. DALATA HOTEL 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, DALATA HOTEL autocorrelation shows the relationship between DALATA HOTEL stock current value and its past values and can show if there is a momentum factor associated with investing in DALATA HOTEL.
Regressed Prices |
| Timeline |
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Additional Tools for DALATA Stock Analysis
When running DALATA HOTEL's price analysis, check to measure DALATA HOTEL'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 DALATA HOTEL is operating at the current time. Most of DALATA HOTEL's value examination focuses on studying past and present price action to predict the probability of DALATA HOTEL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DALATA HOTEL's price. Additionally, you may evaluate how the addition of DALATA HOTEL to your portfolios can decrease your overall portfolio volatility.