Davide Campari Milano Nv Stock Market Value
| DVDCF Stock | USD 6.40 0.18 2.74% |
| Symbol | Davide |
Davide Campari-Milano '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 Davide Campari-Milano's pink sheet 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 Davide Campari-Milano.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Davide Campari-Milano on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Davide Campari Milano NV or generate 0.0% return on investment in Davide Campari-Milano over 90 days. Davide Campari-Milano is related to or competes with Pernod Ricard, Brown Forman, Brown Forman, Constellation Brands, and MGP Ingredients. Davide Campari-Milano N.V., together with its subsidiaries, markets and distributes alcoholic and non-alcoholic beverage... More
Davide Campari-Milano 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 Davide Campari-Milano's pink sheet 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 Davide Campari Milano NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | 0.0691 | |||
| Maximum Drawdown | 10.74 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.36 |
Davide Campari-Milano Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davide Campari-Milano's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davide Campari-Milano's standard deviation. In reality, there are many statistical measures that can use Davide Campari-Milano historical prices to predict the future Davide Campari-Milano's volatility.| Risk Adjusted Performance | 0.0356 | |||
| Jensen Alpha | 0.0793 | |||
| Total Risk Alpha | 0.424 | |||
| Sortino Ratio | 0.0681 | |||
| Treynor Ratio | (6.95) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Davide Campari-Milano'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.
Davide Campari Milano Backtested Returns
At this point, Davide Campari-Milano is slightly risky. Davide Campari Milano secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Davide Campari Milano NV, which you can use to evaluate the volatility of the firm. Please confirm Davide Campari-Milano's Coefficient Of Variation of 3027.98, mean deviation of 1.92, and Downside Deviation of 2.78 to check if the risk estimate we provide is consistent with the expected return of 0.0205%. The firm shows a Beta (market volatility) of -0.0116, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Davide Campari-Milano are expected to decrease at a much lower rate. During the bear market, Davide Campari-Milano is likely to outperform the market. Davide Campari Milano right now shows a risk of 2.62%. Please confirm Davide Campari Milano skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Davide Campari Milano will be following its price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Davide Campari Milano NV has modest reverse predictability. Overlapping area represents the amount of predictability between Davide Campari-Milano time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Davide Campari Milano price movement. The serial correlation of -0.46 indicates that about 46.0% of current Davide Campari-Milano price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Davide Campari Milano lagged returns against current returns
Autocorrelation, which is Davide Campari-Milano pink sheet'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 Davide Campari-Milano's pink sheet expected returns. We can calculate the autocorrelation of Davide Campari-Milano returns to help us make a trade decision. For example, suppose you find that Davide Campari-Milano has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Davide Campari-Milano 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 Davide Campari-Milano pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Davide Campari-Milano pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Davide Campari-Milano pink sheet over time.
Current vs Lagged Prices |
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Davide Campari-Milano Lagged Returns
When evaluating Davide Campari-Milano's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Davide Campari-Milano pink sheet have on its future price. Davide Campari-Milano 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, Davide Campari-Milano autocorrelation shows the relationship between Davide Campari-Milano pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Davide Campari Milano NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Davide Pink Sheet
Davide Campari-Milano financial ratios help investors to determine whether Davide Pink Sheet 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 Davide with respect to the benefits of owning Davide Campari-Milano security.