CHRISTIAN DIOR (Germany) Market Value
| DIO0 Stock | EUR 145.00 2.00 1.36% |
| 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.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in CHRISTIAN DIOR on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding CHRISTIAN DIOR ADR14EO2 or generate 0.0% return on investment in CHRISTIAN DIOR over 180 days. CHRISTIAN DIOR is related to or competes with LVMH Moët, LVMH Mot, LVMH Mot, Herms International, Christian Dior, and Swatch. 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 ADR14EO2 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0232 | |||
| Maximum Drawdown | 14.76 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 3.8 |
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 | 0.0357 | |||
| Jensen Alpha | 0.0694 | |||
| Total Risk Alpha | 0.0106 | |||
| Sortino Ratio | 0.024 | |||
| Treynor Ratio | 0.2129 |
CHRISTIAN DIOR ADR14EO2 Backtested Returns
At this point, CHRISTIAN DIOR is very steady. CHRISTIAN DIOR ADR14EO2 secures Sharpe Ratio (or Efficiency) of 0.0553, which signifies that the company had a 0.0553% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CHRISTIAN DIOR ADR14EO2, which you can use to evaluate the volatility of the firm. Please confirm CHRISTIAN DIOR's risk adjusted performance of 0.0357, and Mean Deviation of 1.69 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. CHRISTIAN DIOR has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.36, 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 ADR14EO2 now shows a risk of 2.36%. Please confirm CHRISTIAN DIOR ADR14EO2 sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if CHRISTIAN DIOR ADR14EO2 will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
CHRISTIAN DIOR ADR14EO2 has poor predictability. Overlapping area represents the amount of predictability between CHRISTIAN DIOR time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 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 ADR14EO2 price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current CHRISTIAN DIOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 54.2 |
CHRISTIAN DIOR ADR14EO2 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 ADR14EO2.
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.