Dürr Aktiengesellscha (Germany) Market Value
| DUE Stock | 22.66 0.34 1.48% |
| Symbol | Dürr |
Dürr Aktiengesellscha '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 Dürr Aktiengesellscha'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 Dürr Aktiengesellscha.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Dürr Aktiengesellscha on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Drr Aktiengesellschaft or generate 0.0% return on investment in Dürr Aktiengesellscha over 720 days. Dürr Aktiengesellscha is related to or competes with Flowers Foods, SENECA FOODS, Apollo Medical, AVITA Medical, MEDICAL FACILITIES, THAI BEVERAGE, and Avanos Medical. More
Dürr Aktiengesellscha 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 Dürr Aktiengesellscha'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 Drr Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.1279 | |||
| Maximum Drawdown | 11.21 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.57 |
Dürr Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dürr Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dürr Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Dürr Aktiengesellscha historical prices to predict the future Dürr Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.1346 | |||
| Jensen Alpha | 0.3331 | |||
| Total Risk Alpha | 0.0975 | |||
| Sortino Ratio | 0.1568 | |||
| Treynor Ratio | 1.65 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dürr Aktiengesellscha'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.
Drr Aktiengesellschaft Backtested Returns
Dürr Aktiengesellscha appears to be not too volatile, given 3 months investment horizon. Drr Aktiengesellschaft secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Drr Aktiengesellschaft, which you can use to evaluate the volatility of the firm. Please utilize Dürr Aktiengesellscha's Downside Deviation of 1.67, mean deviation of 1.42, and Coefficient Of Variation of 565.93 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dürr Aktiengesellscha holds a performance score of 10. The firm shows a Beta (market volatility) of 0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, Dürr Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dürr Aktiengesellscha is expected to be smaller as well. Please check Dürr Aktiengesellscha's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Dürr Aktiengesellscha's price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Drr Aktiengesellschaft has weak reverse predictability. Overlapping area represents the amount of predictability between Dürr Aktiengesellscha time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Drr Aktiengesellschaft price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Dürr Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2.18 |
Drr Aktiengesellschaft lagged returns against current returns
Autocorrelation, which is Dürr Aktiengesellscha 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 Dürr Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of Dürr Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Dürr Aktiengesellscha 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 |
Dürr Aktiengesellscha 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 Dürr Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dürr Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dürr Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
Dürr Aktiengesellscha Lagged Returns
When evaluating Dürr Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dürr Aktiengesellscha stock have on its future price. Dürr Aktiengesellscha 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, Dürr Aktiengesellscha autocorrelation shows the relationship between Dürr Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in Drr Aktiengesellschaft.
Regressed Prices |
| Timeline |
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When running Dürr Aktiengesellscha's price analysis, check to measure Dürr Aktiengesellscha'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 Dürr Aktiengesellscha is operating at the current time. Most of Dürr Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Dürr Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dürr Aktiengesellscha's price. Additionally, you may evaluate how the addition of Dürr Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.