Digistar Bhd (Malaysia) Market Value

0029 Stock   0.06  0.01  9.09%   
Digistar Bhd's market value is the price at which a share of Digistar Bhd trades on a public exchange. It measures the collective expectations of Digistar Bhd investors about its performance. Digistar Bhd is selling for 0.06 as of the 25th of November 2024. This is a 9.09 percent increase since the beginning of the trading day. The stock's lowest day price was 0.055.
With this module, you can estimate the performance of a buy and hold strategy of Digistar Bhd and determine expected loss or profit from investing in Digistar Bhd over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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Digistar Bhd '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 Digistar Bhd'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 Digistar Bhd.
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10/26/2024
No Change 0.00  0.0 
In 31 days
11/25/2024
0.00
If you would invest  0.00  in Digistar Bhd on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Digistar Bhd or generate 0.0% return on investment in Digistar Bhd over 30 days.

Digistar Bhd 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 Digistar Bhd'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 Digistar Bhd upside and downside potential and time the market with a certain degree of confidence.

Digistar Bhd Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Digistar Bhd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Digistar Bhd's standard deviation. In reality, there are many statistical measures that can use Digistar Bhd historical prices to predict the future Digistar Bhd's volatility.

Digistar Bhd Backtested Returns

Digistar Bhd appears to be out of control, given 3 months investment horizon. Digistar Bhd secures Sharpe Ratio (or Efficiency) of 0.0341, which denotes the company had a 0.0341% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Digistar Bhd, which you can use to evaluate the volatility of the firm. Please utilize Digistar Bhd's Downside Deviation of 10.94, coefficient of variation of 6752.8, and Mean Deviation of 3.83 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Digistar Bhd holds a performance score of 2. The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Digistar Bhd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Digistar Bhd is expected to be smaller as well. Please check Digistar Bhd's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Digistar Bhd's price patterns will revert.

Auto-correlation

    
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No correlation between past and present

Digistar Bhd has no correlation between past and present. Overlapping area represents the amount of predictability between Digistar Bhd time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Digistar Bhd price movement. The serial correlation of 0.0 indicates that just 0.0% of current Digistar Bhd price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.43
Residual Average0.0
Price Variance0.0

Digistar Bhd lagged returns against current returns

Autocorrelation, which is Digistar Bhd 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 Digistar Bhd's stock expected returns. We can calculate the autocorrelation of Digistar Bhd returns to help us make a trade decision. For example, suppose you find that Digistar Bhd 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  

Digistar Bhd 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 Digistar Bhd stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Digistar Bhd stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Digistar Bhd stock over time.
   Current vs Lagged Prices   
       Timeline  

Digistar Bhd Lagged Returns

When evaluating Digistar Bhd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Digistar Bhd stock have on its future price. Digistar Bhd 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, Digistar Bhd autocorrelation shows the relationship between Digistar Bhd stock current value and its past values and can show if there is a momentum factor associated with investing in Digistar Bhd.
   Regressed Prices   
       Timeline  

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