DATAWALK B-H (Germany) Market Value
| 01R Stock | EUR 34.45 0.45 1.29% |
| Symbol | DATAWALK |
DATAWALK B-H '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 DATAWALK B-H'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 DATAWALK B-H.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in DATAWALK B-H on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding DATAWALK B H ZY or generate 0.0% return on investment in DATAWALK B-H over 90 days. DATAWALK B-H is related to or competes with Microsoft, Adobe, CrowdStrike Holdings, VeriSign, Palantir Technologies, KASPIKZ (SPGDR, and MongoDB. DataWalk S.A. provides enterprise-class software platform for data analysis in Poland and internationally More
DATAWALK B-H 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 DATAWALK B-H'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 DATAWALK B H ZY upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.26 | |||
| Information Ratio | 0.1426 | |||
| Maximum Drawdown | 16.35 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 10.0 |
DATAWALK B-H Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DATAWALK B-H's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DATAWALK B-H's standard deviation. In reality, there are many statistical measures that can use DATAWALK B-H historical prices to predict the future DATAWALK B-H's volatility.| Risk Adjusted Performance | 0.1298 | |||
| Jensen Alpha | 0.6102 | |||
| Total Risk Alpha | 0.056 | |||
| Sortino Ratio | 0.1775 | |||
| Treynor Ratio | 0.9584 |
DATAWALK B H Backtested Returns
DATAWALK B-H appears to be not too volatile, given 3 months investment horizon. DATAWALK B H secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21 % return per unit of volatility over the last 3 months. By examining DATAWALK B-H's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please utilize DATAWALK B-H's Downside Deviation of 3.26, mean deviation of 2.83, and Market Risk Adjusted Performance of 0.9684 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DATAWALK B-H holds a performance score of 16. The firm shows a Beta (market volatility) of 0.72, which means possible diversification benefits within a given portfolio. As returns on the market increase, DATAWALK B-H's returns are expected to increase less than the market. However, during the bear market, the loss of holding DATAWALK B-H is expected to be smaller as well. Please check DATAWALK B-H's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether DATAWALK B-H's price patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
DATAWALK B H ZY has good reverse predictability. Overlapping area represents the amount of predictability between DATAWALK B-H time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DATAWALK B H price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current DATAWALK B-H price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 22.78 |
DATAWALK B H lagged returns against current returns
Autocorrelation, which is DATAWALK B-H 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 DATAWALK B-H's stock expected returns. We can calculate the autocorrelation of DATAWALK B-H returns to help us make a trade decision. For example, suppose you find that DATAWALK B-H 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 |
DATAWALK B-H 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 DATAWALK B-H stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DATAWALK B-H stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DATAWALK B-H stock over time.
Current vs Lagged Prices |
| Timeline |
DATAWALK B-H Lagged Returns
When evaluating DATAWALK B-H's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DATAWALK B-H stock have on its future price. DATAWALK B-H 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, DATAWALK B-H autocorrelation shows the relationship between DATAWALK B-H stock current value and its past values and can show if there is a momentum factor associated with investing in DATAWALK B H ZY.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DATAWALK Stock
DATAWALK B-H financial ratios help investors to determine whether DATAWALK 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 DATAWALK with respect to the benefits of owning DATAWALK B-H security.