Dorma Kaba's market value is the price at which a share of Dorma Kaba trades on a public exchange. It measures the collective expectations of Dorma Kaba Holding investors about its performance. Dorma Kaba is selling for under 753.00 as of the 24th of July 2025; that is 1.57 percent decrease since the beginning of the trading day. The stock's lowest day price was 753.0. With this module, you can estimate the performance of a buy and hold strategy of Dorma Kaba Holding and determine expected loss or profit from investing in Dorma Kaba over a given investment horizon. Check out Dorma Kaba Correlation, Dorma Kaba Volatility and Dorma Kaba Alpha and Beta module to complement your research on Dorma Kaba.
Please note, there is a significant difference between Dorma Kaba's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dorma Kaba is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dorma Kaba's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dorma Kaba '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 Dorma Kaba'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 Dorma Kaba.
0.00
04/25/2025
No Change 0.00
0.0
In 2 months and 31 days
07/24/2025
0.00
If you would invest 0.00 in Dorma Kaba on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Dorma Kaba Holding or generate 0.0% return on investment in Dorma Kaba over 90 days. Dorma Kaba is related to or competes with Bucher Industries, Emmi AG, EMS CHEMIE, VAT Group, and Barry Callebaut. dormakaba Holding AG provides access control and security solutions worldwide More
Dorma Kaba 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 Dorma Kaba'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 Dorma Kaba Holding upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dorma Kaba's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dorma Kaba's standard deviation. In reality, there are many statistical measures that can use Dorma Kaba historical prices to predict the future Dorma Kaba's volatility.
Dorma Kaba appears to be very steady, given 3 months investment horizon. Dorma Kaba Holding secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Dorma Kaba Holding, which you can use to evaluate the volatility of the firm. Please utilize Dorma Kaba's Coefficient Of Variation of 721.84, mean deviation of 1.14, and Downside Deviation of 1.08 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dorma Kaba holds a performance score of 12. The firm shows a Beta (market volatility) of 0.0432, which means not very significant fluctuations relative to the market. As returns on the market increase, Dorma Kaba's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dorma Kaba is expected to be smaller as well. Please check Dorma Kaba's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Dorma Kaba's price patterns will revert.
Auto-correlation
0.31
Below average predictability
Dorma Kaba Holding has below average predictability. Overlapping area represents the amount of predictability between Dorma Kaba time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Dorma Kaba Holding price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Dorma Kaba price fluctuation can be explain by its past prices.
Correlation Coefficient
0.31
Spearman Rank Test
0.38
Residual Average
0.0
Price Variance
586.7
Dorma Kaba Holding lagged returns against current returns
Autocorrelation, which is Dorma Kaba 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 Dorma Kaba's stock expected returns. We can calculate the autocorrelation of Dorma Kaba returns to help us make a trade decision. For example, suppose you find that Dorma Kaba 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
Dorma Kaba 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 Dorma Kaba stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dorma Kaba stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dorma Kaba stock over time.
Current vs Lagged Prices
Timeline
Dorma Kaba Lagged Returns
When evaluating Dorma Kaba's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dorma Kaba stock have on its future price. Dorma Kaba 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, Dorma Kaba autocorrelation shows the relationship between Dorma Kaba stock current value and its past values and can show if there is a momentum factor associated with investing in Dorma Kaba Holding.
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.
When running Dorma Kaba's price analysis, check to measure Dorma Kaba'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 Dorma Kaba is operating at the current time. Most of Dorma Kaba's value examination focuses on studying past and present price action to predict the probability of Dorma Kaba's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dorma Kaba's price. Additionally, you may evaluate how the addition of Dorma Kaba to your portfolios can decrease your overall portfolio volatility.