Dorma Kaba (Switzerland) Market Value
| DOKA Stock | CHF 680.00 6.00 0.89% |
| Symbol | Dorma |
Dorma Kaba '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 Dorma Kaba'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 Dorma Kaba.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Dorma Kaba on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Dorma Kaba Holding or generate 0.0% return on investment in Dorma Kaba over 90 days. Dorma Kaba is related to or competes with Bucher Industries, Emmi AG, EMS CHEMIE, VAT Group, and Barry Callebaut. dormakaba Holding AG provides access control and security solutions worldwide More
Dorma Kaba 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 Dorma Kaba'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 Dorma Kaba Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | 0.0755 | |||
| Maximum Drawdown | 12.25 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.19 |
Dorma Kaba Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dorma Kaba's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dorma Kaba's standard deviation. In reality, there are many statistical measures that can use Dorma Kaba historical prices to predict the future Dorma Kaba's volatility.| Risk Adjusted Performance | 0.0215 | |||
| Jensen Alpha | 0.0268 | |||
| Total Risk Alpha | 0.2422 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | 0.6819 |
Dorma Kaba Holding Backtested Returns
At this stage we consider Dorma Stock to be very steady. Dorma Kaba Holding secures Sharpe Ratio (or Efficiency) of 0.0555, which denotes the company had a 0.0555 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Dorma Kaba Holding, which you can use to evaluate the volatility of the firm. Please confirm Dorma Kaba's Downside Deviation of 2.04, mean deviation of 1.24, and Coefficient Of Variation of 5282.42 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Dorma Kaba has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0339, which means not very significant fluctuations relative to the market. As returns on the market increase, Dorma Kaba's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dorma Kaba is expected to be smaller as well. Dorma Kaba Holding right now shows a risk of 1.81%. Please confirm Dorma Kaba Holding jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Dorma Kaba Holding will be following its price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Dorma Kaba Holding has virtually no predictability. Overlapping area represents the amount of predictability between Dorma Kaba time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Dorma Kaba Holding price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Dorma Kaba price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 561.98 |
Dorma Kaba Holding lagged returns against current returns
Autocorrelation, which is Dorma Kaba 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 Dorma Kaba's stock expected returns. We can calculate the autocorrelation of Dorma Kaba returns to help us make a trade decision. For example, suppose you find that Dorma Kaba 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 |
Dorma Kaba 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 Dorma Kaba stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dorma Kaba stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dorma Kaba stock over time.
Current vs Lagged Prices |
| Timeline |
Dorma Kaba Lagged Returns
When evaluating Dorma Kaba's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dorma Kaba stock have on its future price. Dorma Kaba 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, Dorma Kaba autocorrelation shows the relationship between Dorma Kaba stock current value and its past values and can show if there is a momentum factor associated with investing in Dorma Kaba Holding.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Dorma Stock Analysis
When running Dorma Kaba's price analysis, check to measure Dorma Kaba'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 Dorma Kaba is operating at the current time. Most of Dorma Kaba's value examination focuses on studying past and present price action to predict the probability of Dorma Kaba's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dorma Kaba's price. Additionally, you may evaluate how the addition of Dorma Kaba to your portfolios can decrease your overall portfolio volatility.