Duro Felguera (Spain) Market Value
| MDF Stock | EUR 0.31 0.04 14.81% |
| Symbol | Duro |
Duro Felguera '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 Duro Felguera'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 Duro Felguera.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Duro Felguera on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Duro Felguera or generate 0.0% return on investment in Duro Felguera over 90 days. Duro Felguera is related to or competes with Arteche Lantegi, Atrys Health, Arrienda Rental, Ebro Foods, and Bankinter. Duro Felguera, S.A. executes turnkey projects for the energy, industrial, and oil and gas facilities in Spain, Latin Ame... More
Duro Felguera 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 Duro Felguera'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 Duro Felguera upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 47.92 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 14.29 |
Duro Felguera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duro Felguera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duro Felguera's standard deviation. In reality, there are many statistical measures that can use Duro Felguera historical prices to predict the future Duro Felguera's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.9329 | |||
| Treynor Ratio | (0.17) |
Duro Felguera Backtested Returns
Duro Felguera appears to be out of control, given 3 months investment horizon. Duro Felguera secures Sharpe Ratio (or Efficiency) of 0.0814, which denotes the company had a 0.0814 % return per unit of risk over the last 3 months. By reviewing Duro Felguera's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please utilize Duro Felguera's Mean Deviation of 5.39, variance of 88.45, and Standard Deviation of 9.4 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Duro Felguera holds a performance score of 6. The firm shows a Beta (market volatility) of 1.47, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Duro Felguera will likely underperform. Please check Duro Felguera's value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to make a quick decision on whether Duro Felguera's price patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Duro Felguera has average predictability. Overlapping area represents the amount of predictability between Duro Felguera 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 Duro Felguera price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Duro Felguera price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Duro Felguera lagged returns against current returns
Autocorrelation, which is Duro Felguera 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 Duro Felguera's stock expected returns. We can calculate the autocorrelation of Duro Felguera returns to help us make a trade decision. For example, suppose you find that Duro Felguera 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 |
Duro Felguera 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 Duro Felguera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duro Felguera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duro Felguera stock over time.
Current vs Lagged Prices |
| Timeline |
Duro Felguera Lagged Returns
When evaluating Duro Felguera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duro Felguera stock have on its future price. Duro Felguera 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, Duro Felguera autocorrelation shows the relationship between Duro Felguera stock current value and its past values and can show if there is a momentum factor associated with investing in Duro Felguera.
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 Duro Stock
Duro Felguera financial ratios help investors to determine whether Duro 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 Duro with respect to the benefits of owning Duro Felguera security.