Dollarama's market value is the price at which a share of Dollarama trades on a public exchange. It measures the collective expectations of Dollarama investors about its performance. Dollarama is trading at 135.57 as of the 2nd of August 2025. This is a 0.35 percent increase since the beginning of the trading day. The stock's lowest day price was 135.44. With this module, you can estimate the performance of a buy and hold strategy of Dollarama and determine expected loss or profit from investing in Dollarama over a given investment horizon. Check out Dollarama Correlation, Dollarama Volatility and Dollarama Alpha and Beta module to complement your research on Dollarama.
Please note, there is a significant difference between Dollarama's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dollarama is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dollarama'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.
Dollarama '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 Dollarama's pink sheet 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 Dollarama.
0.00
05/04/2025
No Change 0.00
0.0
In 3 months and 1 day
08/02/2025
0.00
If you would invest 0.00 in Dollarama on May 4, 2025 and sell it all today you would earn a total of 0.00 from holding Dollarama or generate 0.0% return on investment in Dollarama over 90 days. Dollarama is related to or competes with Wal Mart, Pan Pacific, Dollar Tree, Dollar General, Metro, National Bank, and Loblaw Companies. Its stores offer general merchandise, consumables, and seasonal products More
Dollarama 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 Dollarama's pink sheet 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 Dollarama 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 Dollarama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dollarama's standard deviation. In reality, there are many statistical measures that can use Dollarama historical prices to predict the future Dollarama's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dollarama. Your research has to be compared to or analyzed against Dollarama's peers to derive any actionable benefits. When done correctly, Dollarama's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Dollarama.
Dollarama Backtested Returns
At this point, Dollarama is very steady. Dollarama secures Sharpe Ratio (or Efficiency) of 0.0987, which denotes the company had a 0.0987 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Dollarama, which you can use to evaluate the volatility of the firm. Please confirm Dollarama's Downside Deviation of 1.16, mean deviation of 0.9553, and Coefficient Of Variation of 1013.34 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Dollarama has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Dollarama's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dollarama is expected to be smaller as well. Dollarama right now shows a risk of 1.65%. Please confirm Dollarama jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Dollarama will be following its price patterns.
Auto-correlation
-0.8
Almost perfect reverse predictability
Dollarama has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Dollarama time series from 4th of May 2025 to 18th of June 2025 and 18th of June 2025 to 2nd of August 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 Dollarama price movement. The serial correlation of -0.8 indicates that around 80.0% of current Dollarama price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.8
Spearman Rank Test
-0.64
Residual Average
0.0
Price Variance
3.78
Dollarama lagged returns against current returns
Autocorrelation, which is Dollarama pink sheet'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 Dollarama's pink sheet expected returns. We can calculate the autocorrelation of Dollarama returns to help us make a trade decision. For example, suppose you find that Dollarama has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Dollarama 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 Dollarama pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dollarama pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dollarama pink sheet over time.
Current vs Lagged Prices
Timeline
Dollarama Lagged Returns
When evaluating Dollarama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dollarama pink sheet have on its future price. Dollarama 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, Dollarama autocorrelation shows the relationship between Dollarama pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dollarama.
Other Information on Investing in Dollarama Pink Sheet
Dollarama financial ratios help investors to determine whether Dollarama Pink Sheet 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 Dollarama with respect to the benefits of owning Dollarama security.