Diamond Estates Wines Stock Market Value
| DWS Stock | CAD 0.17 0.00 0.00% |
| Symbol | Diamond |
Diamond Estates '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 Diamond Estates' 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 Diamond Estates.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in Diamond Estates on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding Diamond Estates Wines or generate 0.0% return on investment in Diamond Estates over 90 days. Diamond Estates is related to or competes with Alphabet, NVIDIA CDR, Microsoft Corp, Tesla, INTEL CDR, Micron Technology,, and QUALCOMM Incorporated. Diamond Estates Wines Spirits Inc. produces, markets, and sells wines in Canada, China, and internationally More
Diamond Estates 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 Diamond Estates' 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 Diamond Estates Wines upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.41 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 26.76 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 10.0 |
Diamond Estates Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diamond Estates' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diamond Estates' standard deviation. In reality, there are many statistical measures that can use Diamond Estates historical prices to predict the future Diamond Estates' volatility.| Risk Adjusted Performance | 0.0133 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.73) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0596 |
Diamond Estates Wines Backtested Returns
At this stage we consider Diamond Stock to be out of control. Diamond Estates Wines secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for Diamond Estates Wines, which you can use to evaluate the volatility of the firm. Please confirm Diamond Estates' Mean Deviation of 2.68, downside deviation of 8.41, and Semi Deviation of 3.83 to check if the risk estimate we provide is consistent with the expected return of 0.028%. The firm shows a Beta (market volatility) of 0.34, which means possible diversification benefits within a given portfolio. As returns on the market increase, Diamond Estates' returns are expected to increase less than the market. However, during the bear market, the loss of holding Diamond Estates is expected to be smaller as well. Diamond Estates Wines right now shows a risk of 4.94%. Please confirm Diamond Estates Wines downside deviation, value at risk, day median price, as well as the relationship between the total risk alpha and expected short fall , to decide if Diamond Estates Wines will be following its price patterns.
Auto-correlation | -0.56 |
Good reverse predictability
Diamond Estates Wines has good reverse predictability. Overlapping area represents the amount of predictability between Diamond Estates time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 Diamond Estates Wines price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Diamond Estates price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Diamond Estates Wines lagged returns against current returns
Autocorrelation, which is Diamond Estates 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 Diamond Estates' stock expected returns. We can calculate the autocorrelation of Diamond Estates returns to help us make a trade decision. For example, suppose you find that Diamond Estates 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 |
Diamond Estates 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 Diamond Estates stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diamond Estates stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diamond Estates stock over time.
Current vs Lagged Prices |
| Timeline |
Diamond Estates Lagged Returns
When evaluating Diamond Estates' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diamond Estates stock have on its future price. Diamond Estates 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, Diamond Estates autocorrelation shows the relationship between Diamond Estates stock current value and its past values and can show if there is a momentum factor associated with investing in Diamond Estates Wines.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Diamond Stock Analysis
When running Diamond Estates' price analysis, check to measure Diamond Estates' 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 Diamond Estates is operating at the current time. Most of Diamond Estates' value examination focuses on studying past and present price action to predict the probability of Diamond Estates' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Diamond Estates' price. Additionally, you may evaluate how the addition of Diamond Estates to your portfolios can decrease your overall portfolio volatility.