Domino’s Pizza (UK) Market Value
| DOM Stock | 294.80 2.80 0.96% |
| Symbol | Domino’s |
Domino’s Pizza '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 Domino’s Pizza'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 Domino’s Pizza.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Domino’s Pizza on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Dominos Pizza Group or generate 0.0% return on investment in Domino’s Pizza over 30 days. Domino’s Pizza is related to or competes with JB Hunt, Various Eateries, International Consolidated, Alaska Air, Delta Air, Science In, and JD Sports. Dominos Pizza is entity of United Kingdom More
Domino’s Pizza 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 Domino’s Pizza'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 Dominos Pizza Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 2.3 |
Domino’s Pizza Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Domino’s Pizza's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Domino’s Pizza's standard deviation. In reality, there are many statistical measures that can use Domino’s Pizza historical prices to predict the future Domino’s Pizza's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (1.54) |
Dominos Pizza Group Backtested Returns
Dominos Pizza Group secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12 % return per unit of risk over the last 3 months. Dominos Pizza Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Domino’s Pizza's Mean Deviation of 1.29, variance of 3.18, and Standard Deviation of 1.78 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Domino’s Pizza's returns are expected to increase less than the market. However, during the bear market, the loss of holding Domino’s Pizza is expected to be smaller as well. At this point, Dominos Pizza Group has a negative expected return of -0.22%. Please make sure to confirm Domino’s Pizza's jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and kurtosis , to decide if Dominos Pizza Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
Dominos Pizza Group has good predictability. Overlapping area represents the amount of predictability between Domino’s Pizza time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Dominos Pizza Group price movement. The serial correlation of 0.69 indicates that around 69.0% of current Domino’s Pizza price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 15.35 |
Dominos Pizza Group lagged returns against current returns
Autocorrelation, which is Domino’s Pizza 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 Domino’s Pizza's stock expected returns. We can calculate the autocorrelation of Domino’s Pizza returns to help us make a trade decision. For example, suppose you find that Domino’s Pizza 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 |
Domino’s Pizza 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 Domino’s Pizza stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Domino’s Pizza stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Domino’s Pizza stock over time.
Current vs Lagged Prices |
| Timeline |
Domino’s Pizza Lagged Returns
When evaluating Domino’s Pizza's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Domino’s Pizza stock have on its future price. Domino’s Pizza 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, Domino’s Pizza autocorrelation shows the relationship between Domino’s Pizza stock current value and its past values and can show if there is a momentum factor associated with investing in Dominos Pizza Group.
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.Other Information on Investing in Domino’s Stock
Domino’s Pizza financial ratios help investors to determine whether Domino’s 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 Domino’s with respect to the benefits of owning Domino’s Pizza security.