Dustin Group (UK) Market Value
| 0R5W Stock | 87.20 80.84 1,271% |
| Symbol | Dustin |
Dustin Group '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 Dustin Group'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 Dustin Group.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Dustin Group on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Dustin Group AB or generate 0.0% return on investment in Dustin Group over 300 days. Dustin Group is related to or competes with Aeorema Communications, Charter Communications, Roebuck Food, Wyndham Hotels, Austevoll Seafood, Host Hotels, and Creo Medical. Dustin Group is entity of United Kingdom More
Dustin Group 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 Dustin Group'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 Dustin Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.26 | |||
| Information Ratio | 0.1172 | |||
| Maximum Drawdown | 19.05 | |||
| Value At Risk | (3.82) | |||
| Potential Upside | 1.95 |
Dustin Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dustin Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dustin Group's standard deviation. In reality, there are many statistical measures that can use Dustin Group historical prices to predict the future Dustin Group's volatility.| Risk Adjusted Performance | 0.1001 | |||
| Jensen Alpha | 15.12 | |||
| Total Risk Alpha | (5.85) | |||
| Sortino Ratio | 5.64 | |||
| Treynor Ratio | 0.6497 |
Dustin Group AB Backtested Returns
Dustin Group is out of control given 3 months investment horizon. Dustin Group AB secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-eight different technical indicators, which can help you to evaluate if expected returns of 14.82% are justified by taking the suggested risk. Use Dustin Group Coefficient Of Variation of 847.44, standard deviation of 156.84, and Mean Deviation of 38.02 to evaluate company specific risk that cannot be diversified away. Dustin Group holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 28.47, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Dustin Group will likely underperform. Use Dustin Group standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Dustin Group.
Auto-correlation | -0.05 |
Very weak reverse predictability
Dustin Group AB has very weak reverse predictability. Overlapping area represents the amount of predictability between Dustin Group time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Dustin Group AB price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Dustin Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 59.77 |
Dustin Group AB lagged returns against current returns
Autocorrelation, which is Dustin Group 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 Dustin Group's stock expected returns. We can calculate the autocorrelation of Dustin Group returns to help us make a trade decision. For example, suppose you find that Dustin Group 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 |
Dustin Group 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 Dustin Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dustin Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dustin Group stock over time.
Current vs Lagged Prices |
| Timeline |
Dustin Group Lagged Returns
When evaluating Dustin Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dustin Group stock have on its future price. Dustin Group 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, Dustin Group autocorrelation shows the relationship between Dustin Group stock current value and its past values and can show if there is a momentum factor associated with investing in Dustin Group AB.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Dustin Stock Analysis
When running Dustin Group's price analysis, check to measure Dustin Group's 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 Dustin Group is operating at the current time. Most of Dustin Group's value examination focuses on studying past and present price action to predict the probability of Dustin Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dustin Group's price. Additionally, you may evaluate how the addition of Dustin Group to your portfolios can decrease your overall portfolio volatility.