Djerriwarrh Investments (Australia) Market Value
| DJW Stock | 3.23 0.01 0.31% |
| Symbol | Djerriwarrh |
Djerriwarrh Investments '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 Djerriwarrh Investments' 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 Djerriwarrh Investments.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Djerriwarrh Investments on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Djerriwarrh Investments or generate 0.0% return on investment in Djerriwarrh Investments over 30 days. Djerriwarrh Investments is related to or competes with Australian Foundation, MFF Capital, Metrics Master, Wam Capital, BKI Investment, and Australian United. Djerriwarrh Investments is entity of Australia More
Djerriwarrh Investments 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 Djerriwarrh Investments' 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 Djerriwarrh Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8332 | |||
| Information Ratio | (0.001) | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.25 |
Djerriwarrh Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Djerriwarrh Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Djerriwarrh Investments' standard deviation. In reality, there are many statistical measures that can use Djerriwarrh Investments historical prices to predict the future Djerriwarrh Investments' volatility.| Risk Adjusted Performance | 0.0226 | |||
| Jensen Alpha | 0.0111 | |||
| Total Risk Alpha | 3.0E-4 | |||
| Sortino Ratio | (0.0009) | |||
| Treynor Ratio | 0.2554 |
Djerriwarrh Investments Backtested Returns
Currently, Djerriwarrh Investments is not too volatile. Djerriwarrh Investments secures Sharpe Ratio (or Efficiency) of 0.017, which denotes the company had a 0.017% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Djerriwarrh Investments, which you can use to evaluate the volatility of the firm. Please confirm Djerriwarrh Investments' Semi Deviation of 0.6685, downside deviation of 0.8332, and Mean Deviation of 0.5738 to check if the risk estimate we provide is consistent with the expected return of 0.0128%. Djerriwarrh Investments has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0455, which means not very significant fluctuations relative to the market. As returns on the market increase, Djerriwarrh Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Djerriwarrh Investments is expected to be smaller as well. Djerriwarrh Investments right now shows a risk of 0.76%. Please confirm Djerriwarrh Investments downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Djerriwarrh Investments will be following its price patterns.
Auto-correlation | -0.83 |
Excellent reverse predictability
Djerriwarrh Investments has excellent reverse predictability. Overlapping area represents the amount of predictability between Djerriwarrh Investments time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 Djerriwarrh Investments price movement. The serial correlation of -0.83 indicates that around 83.0% of current Djerriwarrh Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Djerriwarrh Investments lagged returns against current returns
Autocorrelation, which is Djerriwarrh Investments 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 Djerriwarrh Investments' stock expected returns. We can calculate the autocorrelation of Djerriwarrh Investments returns to help us make a trade decision. For example, suppose you find that Djerriwarrh Investments 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 |
Djerriwarrh Investments 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 Djerriwarrh Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Djerriwarrh Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Djerriwarrh Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Djerriwarrh Investments Lagged Returns
When evaluating Djerriwarrh Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Djerriwarrh Investments stock have on its future price. Djerriwarrh Investments 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, Djerriwarrh Investments autocorrelation shows the relationship between Djerriwarrh Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Djerriwarrh Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Djerriwarrh Stock Analysis
When running Djerriwarrh Investments' price analysis, check to measure Djerriwarrh Investments' 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 Djerriwarrh Investments is operating at the current time. Most of Djerriwarrh Investments' value examination focuses on studying past and present price action to predict the probability of Djerriwarrh Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Djerriwarrh Investments' price. Additionally, you may evaluate how the addition of Djerriwarrh Investments to your portfolios can decrease your overall portfolio volatility.