Christian Dior (Germany) Market Value
| DIO Stock | EUR 581.00 0.50 0.09% |
| Symbol | Christian |
Christian Dior '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 Christian Dior'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 Christian Dior.
| 10/23/2024 |
| 12/22/2024 |
If you would invest 0.00 in Christian Dior on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Christian Dior SE or generate 0.0% return on investment in Christian Dior over 60 days. Christian Dior is related to or competes with LVMH Moët, LVMH Mot, LVMH Mot, Herms International, CHRISTIAN DIOR, Swatch, and Compagnie Financire. Christian Dior SE, through its subsidiaries, engages in the production, distribution, and retail of fashion and leather ... More
Christian Dior 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 Christian Dior'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 Christian Dior SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0099 | |||
| Maximum Drawdown | 14.55 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 4.3 |
Christian Dior Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Christian Dior's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Christian Dior's standard deviation. In reality, there are many statistical measures that can use Christian Dior historical prices to predict the future Christian Dior's volatility.| Risk Adjusted Performance | 0.0256 | |||
| Jensen Alpha | 0.0358 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0117 | |||
| Treynor Ratio | 0.1112 |
Christian Dior SE Backtested Returns
At this point, Christian Dior is very steady. Christian Dior SE secures Sharpe Ratio (or Efficiency) of 0.0451, which signifies that the company had a 0.0451% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Christian Dior SE, which you can use to evaluate the volatility of the firm. Please confirm Christian Dior's Risk Adjusted Performance of 0.0256, mean deviation of 1.52, and Downside Deviation of 1.92 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Christian Dior has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Christian Dior's returns are expected to increase less than the market. However, during the bear market, the loss of holding Christian Dior is expected to be smaller as well. Christian Dior SE right now shows a risk of 2.24%. Please confirm Christian Dior SE total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Christian Dior SE will be following its price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
Christian Dior SE has very good reverse predictability. Overlapping area represents the amount of predictability between Christian Dior time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd 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 Christian Dior SE price movement. The serial correlation of -0.67 indicates that around 67.0% of current Christian Dior price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 482.89 |
Christian Dior SE lagged returns against current returns
Autocorrelation, which is Christian Dior 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 Christian Dior's stock expected returns. We can calculate the autocorrelation of Christian Dior returns to help us make a trade decision. For example, suppose you find that Christian Dior 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 |
Christian Dior 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 Christian Dior stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Christian Dior stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Christian Dior stock over time.
Current vs Lagged Prices |
| Timeline |
Christian Dior Lagged Returns
When evaluating Christian Dior's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Christian Dior stock have on its future price. Christian Dior 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, Christian Dior autocorrelation shows the relationship between Christian Dior stock current value and its past values and can show if there is a momentum factor associated with investing in Christian Dior SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Christian Stock
Christian Dior financial ratios help investors to determine whether Christian 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 Christian with respect to the benefits of owning Christian Dior security.