Dream Unlimited Corp Stock Market Value
| DRM Stock | CAD 21.88 0.20 0.92% |
| Symbol | Dream |
Dream Unlimited '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 Dream Unlimited'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 Dream Unlimited.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Dream Unlimited on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Dream Unlimited Corp or generate 0.0% return on investment in Dream Unlimited over 90 days. Dream Unlimited is related to or competes with Andlauer Healthcare, Colliers International, Kadestone Capital, Melcor Developments, Quarterhill, Stingray, and Wells Fargo. Dream Unlimited Corp. formerly known as Dundee Realty Corporation is a real estate investment firm More
Dream Unlimited 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 Dream Unlimited'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 Dream Unlimited Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1056 | |||
| Maximum Drawdown | 8.03 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.3 |
Dream Unlimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dream Unlimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dream Unlimited's standard deviation. In reality, there are many statistical measures that can use Dream Unlimited historical prices to predict the future Dream Unlimited's volatility.| Risk Adjusted Performance | 0.1887 | |||
| Jensen Alpha | 0.3191 | |||
| Total Risk Alpha | 0.0723 | |||
| Sortino Ratio | 0.1039 | |||
| Treynor Ratio | (2.48) |
Dream Unlimited Corp Backtested Returns
Dream Unlimited appears to be very steady, given 3 months investment horizon. Dream Unlimited Corp secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dream Unlimited Corp, which you can use to evaluate the volatility of the firm. Please utilize Dream Unlimited's Downside Deviation of 1.6, semi deviation of 1.29, and Mean Deviation of 1.19 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dream Unlimited holds a performance score of 15. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dream Unlimited are expected to decrease at a much lower rate. During the bear market, Dream Unlimited is likely to outperform the market. Please check Dream Unlimited's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Dream Unlimited's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Dream Unlimited Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Dream Unlimited 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 Dream Unlimited Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Dream Unlimited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
Dream Unlimited Corp lagged returns against current returns
Autocorrelation, which is Dream Unlimited 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 Dream Unlimited's stock expected returns. We can calculate the autocorrelation of Dream Unlimited returns to help us make a trade decision. For example, suppose you find that Dream Unlimited 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 |
Dream Unlimited 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 Dream Unlimited stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dream Unlimited stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dream Unlimited stock over time.
Current vs Lagged Prices |
| Timeline |
Dream Unlimited Lagged Returns
When evaluating Dream Unlimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dream Unlimited stock have on its future price. Dream Unlimited 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, Dream Unlimited autocorrelation shows the relationship between Dream Unlimited stock current value and its past values and can show if there is a momentum factor associated with investing in Dream Unlimited Corp.
Regressed Prices |
| Timeline |
Pair Trading with Dream Unlimited
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 Dream Unlimited 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 Dream Unlimited will appreciate offsetting losses from the drop in the long position's value.Moving together with Dream Stock
| 0.71 | LQWD | LQwD FinTech Corp Earnings Call This Week | PairCorr |
Moving against Dream Stock
The ability to find closely correlated positions to Dream Unlimited could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dream Unlimited 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 Dream Unlimited - 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 Dream Unlimited Corp to buy it.
The correlation of Dream Unlimited 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 Dream Unlimited moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dream Unlimited Corp 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 Dream Unlimited 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.Other Information on Investing in Dream Stock
Dream Unlimited financial ratios help investors to determine whether Dream 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 Dream with respect to the benefits of owning Dream Unlimited security.