Dividend 15 Split Preferred Stock Market Value
| DF-PA Preferred Stock | CAD 10.66 0.01 0.09% |
| Symbol | Dividend |
Dividend '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 Dividend's preferred 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 Dividend.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Dividend on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Dividend 15 Split or generate 0.0% return on investment in Dividend over 90 days. Dividend is related to or competes with Canlan Ice, IDEX Metals, Dream Office, HOME DEPOT, Precious Metals, and Andean Precious. More
Dividend 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 Dividend's preferred 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 Dividend 15 Split upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2614 | |||
| Information Ratio | (0.87) | |||
| Maximum Drawdown | 1.14 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.377 |
Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dividend's standard deviation. In reality, there are many statistical measures that can use Dividend historical prices to predict the future Dividend's volatility.| Risk Adjusted Performance | 0.0073 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.77) | |||
| Treynor Ratio | 0.0146 |
Dividend 15 Split Backtested Returns
Currently, Dividend 15 Split is very steady. Dividend 15 Split secures Sharpe Ratio (or Efficiency) of 0.0401, which denotes the company had a 0.0401 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dividend 15 Split, which you can use to evaluate the volatility of the firm. Please confirm Dividend's Coefficient Of Variation of 2494.79, downside deviation of 0.2614, and Mean Deviation of 0.1577 to check if the risk estimate we provide is consistent with the expected return of 0.0092%. Dividend has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0539, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dividend are expected to decrease at a much lower rate. During the bear market, Dividend is likely to outperform the market. Dividend 15 Split right now shows a risk of 0.23%. Please confirm Dividend 15 Split treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Dividend 15 Split will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Dividend 15 Split has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dividend time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Dividend 15 Split price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dividend 15 Split lagged returns against current returns
Autocorrelation, which is Dividend preferred 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 Dividend's preferred stock expected returns. We can calculate the autocorrelation of Dividend returns to help us make a trade decision. For example, suppose you find that Dividend has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Dividend 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 Dividend preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dividend preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dividend preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Dividend Lagged Returns
When evaluating Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dividend preferred stock have on its future price. Dividend 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, Dividend autocorrelation shows the relationship between Dividend preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Dividend 15 Split.
Regressed Prices |
| Timeline |
Pair Trading with Dividend
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dividend position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dividend will appreciate offsetting losses from the drop in the long position's value.Moving together with Dividend Preferred Stock
Moving against Dividend Preferred Stock
| 0.55 | BRK | Berkshire Hathaway CDR | PairCorr |
| 0.47 | VZ | Verizon Communications | PairCorr |
| 0.36 | WMT | Walmart Inc CDR | PairCorr |
The ability to find closely correlated positions to Dividend could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dividend when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dividend - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dividend 15 Split to buy it.
The correlation of Dividend is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dividend moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dividend 15 Split moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dividend can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Dividend Preferred Stock Analysis
When running Dividend's price analysis, check to measure Dividend'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 Dividend is operating at the current time. Most of Dividend's value examination focuses on studying past and present price action to predict the probability of Dividend's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dividend's price. Additionally, you may evaluate how the addition of Dividend to your portfolios can decrease your overall portfolio volatility.