Dhler SA (Brazil) Market Value
| DOHL4 Preferred Stock | BRL 4.00 0.03 0.76% |
| Symbol | Dhler |
Dhler SA '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 Dhler SA's preferred 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 Dhler SA.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Dhler SA on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Dhler SA or generate 0.0% return on investment in Dhler SA over 30 days. Dhler SA is related to or competes with Companhia, Springs Global, Companhia, Marcopolo, and Inepar SA. Dhler S.A. manufactures and sells textile products in Brazil More
Dhler SA 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 Dhler SA's preferred 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 Dhler SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 2.0 |
Dhler SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dhler SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dhler SA's standard deviation. In reality, there are many statistical measures that can use Dhler SA historical prices to predict the future Dhler SA's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.14) |
Dhler SA Backtested Returns
Dhler SA secures Sharpe Ratio (or Efficiency) of -0.05, which denotes the company had a -0.05% return per unit of risk over the last 3 months. Dhler SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dhler SA's Standard Deviation of 1.29, mean deviation of 0.7495, and Variance of 1.65 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dhler SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dhler SA is expected to be smaller as well. At this point, Dhler SA has a negative expected return of -0.0643%. Please make sure to confirm Dhler SA's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Dhler SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Dhler SA has average predictability. Overlapping area represents the amount of predictability between Dhler SA time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Dhler SA price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Dhler SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dhler SA lagged returns against current returns
Autocorrelation, which is Dhler SA preferred 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 Dhler SA's preferred stock expected returns. We can calculate the autocorrelation of Dhler SA returns to help us make a trade decision. For example, suppose you find that Dhler SA has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Dhler SA 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 Dhler SA preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dhler SA preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dhler SA preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Dhler SA Lagged Returns
When evaluating Dhler SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dhler SA preferred stock have on its future price. Dhler SA 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, Dhler SA autocorrelation shows the relationship between Dhler SA preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Dhler SA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Dhler Preferred Stock Analysis
When running Dhler SA's price analysis, check to measure Dhler SA'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 Dhler SA is operating at the current time. Most of Dhler SA's value examination focuses on studying past and present price action to predict the probability of Dhler SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dhler SA's price. Additionally, you may evaluate how the addition of Dhler SA to your portfolios can decrease your overall portfolio volatility.