CHRISTIAN DIOR (Germany) Market Value
| DIO Stock | 555.00 6.50 1.16% |
| 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in CHRISTIAN DIOR on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding CHRISTIAN DIOR or generate 0.0% return on investment in CHRISTIAN DIOR over 90 days. CHRISTIAN DIOR is related to or competes with Natural Health, Warner Music, Infrastrutture Wireless, Siemens Healthineers, National Health, Office Properties, and OFFICE DEPOT. 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.0744 | |||
| Maximum Drawdown | 10.55 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 2.95 |
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 | 0.017 | |||
| Jensen Alpha | 0.0915 | |||
| Total Risk Alpha | 0.3085 | |||
| Sortino Ratio | 0.0726 | |||
| Treynor Ratio | 0.027 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CHRISTIAN DIOR'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.
CHRISTIAN DIOR Backtested Returns
CHRISTIAN DIOR secures Sharpe Ratio (or Efficiency) of -0.0601, which signifies that the company had a -0.0601 % return per unit of risk over the last 3 months. CHRISTIAN DIOR exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CHRISTIAN DIOR's mean deviation of 1.48, and Risk Adjusted Performance of 0.017 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.6, 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. At this point, CHRISTIAN DIOR has a negative expected return of -0.11%. Please make sure to confirm CHRISTIAN DIOR's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if CHRISTIAN DIOR performance from the past will be repeated in the future.
Auto-correlation | -0.5 |
Modest reverse predictability
CHRISTIAN DIOR has modest reverse predictability. Overlapping area represents the amount of predictability between CHRISTIAN DIOR time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 CHRISTIAN DIOR price movement. The serial correlation of -0.5 indicates that about 50.0% of current CHRISTIAN DIOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 388.97 |
CHRISTIAN DIOR 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.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for CHRISTIAN Stock Analysis
When running CHRISTIAN DIOR's price analysis, check to measure CHRISTIAN DIOR'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 CHRISTIAN DIOR is operating at the current time. Most of CHRISTIAN DIOR's value examination focuses on studying past and present price action to predict the probability of CHRISTIAN DIOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CHRISTIAN DIOR's price. Additionally, you may evaluate how the addition of CHRISTIAN DIOR to your portfolios can decrease your overall portfolio volatility.