Delta Electronics (Germany) Market Value
| NVAW Stock | EUR 3.54 0.16 4.73% |
| Symbol | Delta |
Delta Electronics '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 Delta Electronics' 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 Delta Electronics.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Delta Electronics on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Delta Electronics Public or generate 0.0% return on investment in Delta Electronics over 90 days. Delta Electronics is related to or competes with ORMAT TECHNOLOGIES, ACCSYS TECHPLC, Golden Entertainment, Axcelis Technologies, RCS MediaGroup, Addtech AB, and Prosiebensat. Delta Electronics Public Company Limited, together with its subsidiaries, researches and develops, manufactures, and dis... More
Delta Electronics 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 Delta Electronics' 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 Delta Electronics Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.67 | |||
| Information Ratio | 0.2287 | |||
| Maximum Drawdown | 24.18 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 12.15 |
Delta Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delta Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delta Electronics' standard deviation. In reality, there are many statistical measures that can use Delta Electronics historical prices to predict the future Delta Electronics' volatility.| Risk Adjusted Performance | 0.2491 | |||
| Jensen Alpha | 1.14 | |||
| Total Risk Alpha | 0.5549 | |||
| Sortino Ratio | 0.2979 | |||
| Treynor Ratio | 1.86 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Delta Electronics' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Delta Electronics Public Backtested Returns
Delta Electronics is unstable given 3 months investment horizon. Delta Electronics Public secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the company had a 0.25 % return per unit of risk over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.11% are justified by taking the suggested risk. Use Delta Electronics Mean Deviation of 3.4, downside deviation of 3.67, and Coefficient Of Variation of 387.47 to evaluate company specific risk that cannot be diversified away. Delta Electronics holds a performance score of 19 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.66, which means possible diversification benefits within a given portfolio. As returns on the market increase, Delta Electronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Delta Electronics is expected to be smaller as well. Use Delta Electronics information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Delta Electronics.
Auto-correlation | 0.14 |
Insignificant predictability
Delta Electronics Public has insignificant predictability. Overlapping area represents the amount of predictability between Delta Electronics time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Delta Electronics Public price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Delta Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Delta Electronics Public lagged returns against current returns
Autocorrelation, which is Delta Electronics 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 Delta Electronics' stock expected returns. We can calculate the autocorrelation of Delta Electronics returns to help us make a trade decision. For example, suppose you find that Delta Electronics 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 |
Delta Electronics 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 Delta Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delta Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delta Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
Delta Electronics Lagged Returns
When evaluating Delta Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delta Electronics stock have on its future price. Delta Electronics 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, Delta Electronics autocorrelation shows the relationship between Delta Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in Delta Electronics Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Delta Stock
Delta Electronics financial ratios help investors to determine whether Delta 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 Delta with respect to the benefits of owning Delta Electronics security.