Australian Dairy (Australia) Market Value
| AHF Stock | 0.04 0 2.44% |
| Symbol | Australian |
Australian Dairy '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 Australian Dairy'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 Australian Dairy.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Australian Dairy on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Australian Dairy Nutritionals or generate 0.0% return on investment in Australian Dairy over 90 days. Australian Dairy is related to or competes with Gold Road, Medibank Private, Sports Entertainment, BNK Banking, and DUG Technology. Australian Dairy is entity of Australia. It is traded as Stock on AU exchange. More
Australian Dairy 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 Australian Dairy'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 Australian Dairy Nutritionals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 30.63 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
Australian Dairy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Dairy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Dairy's standard deviation. In reality, there are many statistical measures that can use Australian Dairy historical prices to predict the future Australian Dairy's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.97) | |||
| Treynor Ratio | (0.07) |
Australian Dairy Nut Backtested Returns
Currently, Australian Dairy Nutritionals is out of control. Australian Dairy Nut secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Australian Dairy Nutritionals, which you can use to evaluate the volatility of the firm. Please confirm Australian Dairy's Mean Deviation of 3.27, insignificant risk adjusted performance, and Standard Deviation of 4.86 to double-check if the risk estimate we provide is consistent with the expected return of 0.0038%. The firm shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Australian Dairy returns are very sensitive to returns on the market. As the market goes up or down, Australian Dairy is expected to follow. Australian Dairy Nut right now shows a risk of 4.83%. Please confirm Australian Dairy Nut value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Australian Dairy Nut will be following its price patterns.
Auto-correlation | 0.31 |
Below average predictability
Australian Dairy Nutritionals has below average predictability. Overlapping area represents the amount of predictability between Australian Dairy time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 Australian Dairy Nut price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Australian Dairy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australian Dairy Nut lagged returns against current returns
Autocorrelation, which is Australian Dairy 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 Australian Dairy's stock expected returns. We can calculate the autocorrelation of Australian Dairy returns to help us make a trade decision. For example, suppose you find that Australian Dairy 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 |
Australian Dairy 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 Australian Dairy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Dairy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Dairy stock over time.
Current vs Lagged Prices |
| Timeline |
Australian Dairy Lagged Returns
When evaluating Australian Dairy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Dairy stock have on its future price. Australian Dairy 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, Australian Dairy autocorrelation shows the relationship between Australian Dairy stock current value and its past values and can show if there is a momentum factor associated with investing in Australian Dairy Nutritionals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Australian Stock Analysis
When running Australian Dairy's price analysis, check to measure Australian Dairy'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 Australian Dairy is operating at the current time. Most of Australian Dairy's value examination focuses on studying past and present price action to predict the probability of Australian Dairy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Australian Dairy's price. Additionally, you may evaluate how the addition of Australian Dairy to your portfolios can decrease your overall portfolio volatility.