Derwent London (Germany) Market Value
| DLN Stock | EUR 29.12 0.36 1.22% |
| Symbol | Derwent |
Derwent London '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 Derwent London'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 Derwent London.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Derwent London on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Derwent London PLC or generate 0.0% return on investment in Derwent London over 90 days. Derwent London is related to or competes with Townsquare Media, Live Nation, Dave Busters, FLOW TRADERS, RETAIL FOOD, and CANON MARKETING. DeLonghi S.p.A., together with its subsidiaries, manufactures and distributes coffee making products, food preparation a... More
Derwent London 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 Derwent London'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 Derwent London PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 10.12 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 3.65 |
Derwent London Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Derwent London's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Derwent London's standard deviation. In reality, there are many statistical measures that can use Derwent London historical prices to predict the future Derwent London's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 0.1062 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0114 | |||
| Treynor Ratio | 0.3961 |
Derwent London PLC Backtested Returns
Derwent London appears to be very steady, given 3 months investment horizon. Derwent London PLC secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Derwent London PLC, which you can use to evaluate the volatility of the firm. Please utilize Derwent London's Coefficient Of Variation of 924.79, downside deviation of 1.43, and Mean Deviation of 1.29 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Derwent London holds a performance score of 11. The firm shows a Beta (market volatility) of 0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, Derwent London's returns are expected to increase less than the market. However, during the bear market, the loss of holding Derwent London is expected to be smaller as well. Please check Derwent London's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Derwent London's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Derwent London PLC has below average predictability. Overlapping area represents the amount of predictability between Derwent London 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 Derwent London PLC price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Derwent London price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.83 |
Derwent London PLC lagged returns against current returns
Autocorrelation, which is Derwent London 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 Derwent London's stock expected returns. We can calculate the autocorrelation of Derwent London returns to help us make a trade decision. For example, suppose you find that Derwent London 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 |
Derwent London 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 Derwent London stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Derwent London stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Derwent London stock over time.
Current vs Lagged Prices |
| Timeline |
Derwent London Lagged Returns
When evaluating Derwent London's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Derwent London stock have on its future price. Derwent London 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, Derwent London autocorrelation shows the relationship between Derwent London stock current value and its past values and can show if there is a momentum factor associated with investing in Derwent London PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Derwent Stock
Derwent London financial ratios help investors to determine whether Derwent 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 Derwent with respect to the benefits of owning Derwent London security.