DSC Investment (Korea) Market Value
| 241520 Stock | KRW 2,825 15.00 0.53% |
| Symbol | DSC |
DSC Investment '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 DSC Investment'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 DSC Investment.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in DSC Investment on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding DSC Investment or generate 0.0% return on investment in DSC Investment over 90 days. DSC Investment is related to or competes with Nh Investment, and YeSUN Tech. DSC Investment Inc. is a venture capital firm specializing in startups More
DSC Investment 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 DSC Investment'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 DSC Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 8.84 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 1.93 |
DSC Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DSC Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DSC Investment's standard deviation. In reality, there are many statistical measures that can use DSC Investment historical prices to predict the future DSC Investment's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (1.04) |
DSC Investment Backtested Returns
DSC Investment retains Efficiency (Sharpe Ratio) of -0.0842, which denotes the company had a -0.0842% return per unit of risk over the last 3 months. DSC Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DSC Investment's Standard Deviation of 1.56, variance of 2.42, and Market Risk Adjusted Performance of (1.03) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, DSC Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding DSC Investment is expected to be smaller as well. At this point, DSC Investment has a negative expected return of -0.13%. Please make sure to confirm DSC Investment's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if DSC Investment performance from the past will be repeated in the future.
Auto-correlation | 0.44 |
Average predictability
DSC Investment has average predictability. Overlapping area represents the amount of predictability between DSC Investment time series from 28th of August 2024 to 12th of October 2024 and 12th of October 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 DSC Investment price movement. The serial correlation of 0.44 indicates that just about 44.0% of current DSC Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 5576.88 |
DSC Investment lagged returns against current returns
Autocorrelation, which is DSC Investment 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 DSC Investment's stock expected returns. We can calculate the autocorrelation of DSC Investment returns to help us make a trade decision. For example, suppose you find that DSC Investment 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 |
DSC Investment 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 DSC Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DSC Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DSC Investment stock over time.
Current vs Lagged Prices |
| Timeline |
DSC Investment Lagged Returns
When evaluating DSC Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DSC Investment stock have on its future price. DSC Investment 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, DSC Investment autocorrelation shows the relationship between DSC Investment stock current value and its past values and can show if there is a momentum factor associated with investing in DSC Investment.
Regressed Prices |
| Timeline |
Pair Trading with DSC Investment
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 DSC Investment 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 DSC Investment will appreciate offsetting losses from the drop in the long position's value.Moving against DSC Stock
The ability to find closely correlated positions to DSC Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace DSC Investment 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 DSC Investment - 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 DSC Investment to buy it.
The correlation of DSC Investment 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 DSC Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if DSC Investment 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 DSC Investment 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 DSC Stock
DSC Investment financial ratios help investors to determine whether DSC 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 DSC with respect to the benefits of owning DSC Investment security.