BV Delftsch (Netherlands) Market Value
| PORF Stock | EUR 11.50 0.00 0.00% |
| Symbol | PORF |
BV Delftsch '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 BV Delftsch'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 BV Delftsch.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in BV Delftsch on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding BV Delftsch Aardewerkfabriek or generate 0.0% return on investment in BV Delftsch over 30 days. BV Delftsch is related to or competes with Ctac NV, Value8 NV, and NV Nederlandsche. Delftsch Aardewerkfabriek De Porceleyne Fles Anno 1653 manufactures and sells Delft Blue ornamental and modern earthenwa... More
BV Delftsch 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 BV Delftsch'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 BV Delftsch Aardewerkfabriek upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 17.09 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 3.88 |
BV Delftsch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BV Delftsch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BV Delftsch's standard deviation. In reality, there are many statistical measures that can use BV Delftsch historical prices to predict the future BV Delftsch's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 0.3936 |
BV Delftsch Aardewer Backtested Returns
BV Delftsch Aardewer retains Efficiency (Sharpe Ratio) of -0.0658, which signifies that the company had a -0.0658 % return per unit of price deviation over the last 3 months. BV Delftsch exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BV Delftsch's Variance of 7.85, information ratio of (0.09), and Market Risk Adjusted Performance of 0.4036 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BV Delftsch are expected to decrease at a much lower rate. During the bear market, BV Delftsch is likely to outperform the market. At this point, BV Delftsch Aardewer has a negative expected return of -0.18%. Please make sure to confirm BV Delftsch's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if BV Delftsch Aardewer performance from the past will be repeated sooner or later.
Auto-correlation | -0.18 |
Insignificant reverse predictability
BV Delftsch Aardewerkfabriek has insignificant reverse predictability. Overlapping area represents the amount of predictability between BV Delftsch time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th of January 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 BV Delftsch Aardewer price movement. The serial correlation of -0.18 indicates that over 18.0% of current BV Delftsch price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BV Delftsch Aardewer lagged returns against current returns
Autocorrelation, which is BV Delftsch 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 BV Delftsch's stock expected returns. We can calculate the autocorrelation of BV Delftsch returns to help us make a trade decision. For example, suppose you find that BV Delftsch 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 |
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BV Delftsch 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 BV Delftsch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BV Delftsch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BV Delftsch stock over time.
Current vs Lagged Prices |
| Timeline |
BV Delftsch Lagged Returns
When evaluating BV Delftsch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BV Delftsch stock have on its future price. BV Delftsch 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, BV Delftsch autocorrelation shows the relationship between BV Delftsch stock current value and its past values and can show if there is a momentum factor associated with investing in BV Delftsch Aardewerkfabriek.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for PORF Stock Analysis
When running BV Delftsch's price analysis, check to measure BV Delftsch'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 BV Delftsch is operating at the current time. Most of BV Delftsch's value examination focuses on studying past and present price action to predict the probability of BV Delftsch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BV Delftsch's price. Additionally, you may evaluate how the addition of BV Delftsch to your portfolios can decrease your overall portfolio volatility.