Dalata Hotel (UK) Market Value
| DAL Stock | 375.00 15.00 4.17% |
| Symbol | Dalata |
Dalata Hotel '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 Dalata Hotel'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 Dalata Hotel.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Dalata Hotel on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Dalata Hotel Group or generate 0.0% return on investment in Dalata Hotel over 720 days. Dalata Hotel is related to or competes with Odfjell Drilling, Sabien Technology, Eastman Chemical, Vitec Software, Alfa Financial, Universal Display, and Check Point. Dalata Hotel is entity of United Kingdom More
Dalata Hotel 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 Dalata Hotel'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 Dalata Hotel Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.88 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (4.25) | |||
| Potential Upside | 4.44 |
Dalata Hotel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dalata Hotel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dalata Hotel's standard deviation. In reality, there are many statistical measures that can use Dalata Hotel historical prices to predict the future Dalata Hotel's volatility.| Risk Adjusted Performance | 0.0188 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0764 |
Dalata Hotel Group Backtested Returns
At this point, Dalata Hotel is very steady. Dalata Hotel Group secures Sharpe Ratio (or Efficiency) of 0.0158, which denotes the company had a 0.0158% return per unit of risk over the last 3 months. We have found thirty technical indicators for Dalata Hotel Group, which you can use to evaluate the volatility of the firm. Please confirm Dalata Hotel's Downside Deviation of 3.88, coefficient of variation of 6323.62, and Mean Deviation of 1.3 to check if the risk estimate we provide is consistent with the expected return of 0.037%. Dalata Hotel has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dalata Hotel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dalata Hotel is expected to be smaller as well. Dalata Hotel Group right now shows a risk of 2.34%. Please confirm Dalata Hotel Group standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Dalata Hotel Group will be following its price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Dalata Hotel Group has poor reverse predictability. Overlapping area represents the amount of predictability between Dalata Hotel time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 Dalata Hotel Group price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Dalata Hotel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 325.01 |
Dalata Hotel Group lagged returns against current returns
Autocorrelation, which is Dalata Hotel 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 Dalata Hotel's stock expected returns. We can calculate the autocorrelation of Dalata Hotel returns to help us make a trade decision. For example, suppose you find that Dalata Hotel 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 |
Dalata Hotel 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 Dalata Hotel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dalata Hotel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dalata Hotel stock over time.
Current vs Lagged Prices |
| Timeline |
Dalata Hotel Lagged Returns
When evaluating Dalata Hotel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dalata Hotel stock have on its future price. Dalata Hotel 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, Dalata Hotel autocorrelation shows the relationship between Dalata Hotel stock current value and its past values and can show if there is a momentum factor associated with investing in Dalata Hotel 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 Dalata Stock
Dalata Hotel financial ratios help investors to determine whether Dalata 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 Dalata with respect to the benefits of owning Dalata Hotel security.