DLF (India) Market Value
| DLF Stock | 833.50 6.60 0.80% |
| Symbol | DLF |
DLF '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 DLF'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 DLF.
| 06/15/2025 |
| 07/15/2025 |
If you would invest 0.00 in DLF on June 15, 2025 and sell it all today you would earn a total of 0.00 from holding DLF Limited or generate 0.0% return on investment in DLF over 30 days. DLF is related to or competes with Oriental Hotels, Hathway Cable, Chalet Hotels, Home First, Kamat Hotels, Viceroy Hotels, and Robust Hotels. DLF is entity of India. It is traded as Stock on NSE exchange. More
DLF 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 DLF'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 DLF Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0922 | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 3.04 |
DLF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DLF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DLF's standard deviation. In reality, there are many statistical measures that can use DLF historical prices to predict the future DLF's volatility.| Risk Adjusted Performance | 0.302 | |||
| Jensen Alpha | 0.4407 | |||
| Total Risk Alpha | 0.0617 | |||
| Sortino Ratio | 0.1208 | |||
| Treynor Ratio | 27.62 |
DLF Limited Backtested Returns
DLF appears to be very steady, given 3 months investment horizon. DLF Limited secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had a 0.2 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for DLF Limited, which you can use to evaluate the volatility of the firm. Please utilize DLF's mean deviation of 1.5, and Downside Deviation of 1.6 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DLF holds a performance score of 15. The firm shows a Beta (market volatility) of 0.0161, which means not very significant fluctuations relative to the market. As returns on the market increase, DLF's returns are expected to increase less than the market. However, during the bear market, the loss of holding DLF is expected to be smaller as well. Please check DLF's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether DLF's price patterns will revert.
Auto-correlation | 0.47 |
Average predictability
DLF Limited has average predictability. Overlapping area represents the amount of predictability between DLF time series from 15th of June 2025 to 30th of June 2025 and 30th of June 2025 to 15th 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 DLF Limited price movement. The serial correlation of 0.47 indicates that about 47.0% of current DLF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 56.34 |
DLF Limited lagged returns against current returns
Autocorrelation, which is DLF 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 DLF's stock expected returns. We can calculate the autocorrelation of DLF returns to help us make a trade decision. For example, suppose you find that DLF 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 |
DLF 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 DLF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DLF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DLF stock over time.
Current vs Lagged Prices |
| Timeline |
DLF Lagged Returns
When evaluating DLF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DLF stock have on its future price. DLF 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, DLF autocorrelation shows the relationship between DLF stock current value and its past values and can show if there is a momentum factor associated with investing in DLF Limited.
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.Other Information on Investing in DLF Stock
DLF financial ratios help investors to determine whether DLF 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 DLF with respect to the benefits of owning DLF security.