DIASORIN (34DSG) (Germany) Market Value
| 34D Stock | 73.64 1.02 1.40% |
| Symbol | DIASORIN |
DIASORIN (34DSG) '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 DIASORIN (34DSG)'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 DIASORIN (34DSG).
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in DIASORIN (34DSG) on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding DIASORIN or generate 0.0% return on investment in DIASORIN (34DSG) over 30 days. DIASORIN (34DSG) is related to or competes with New Residential, Postal Savings, HK Electric, CapitaLand Investment, China Communications, SmarTone Telecommunicatio, and Westshore Terminals. More
DIASORIN (34DSG) 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 DIASORIN (34DSG)'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 DIASORIN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.8 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 18.17 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 4.24 |
DIASORIN (34DSG) Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DIASORIN (34DSG)'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DIASORIN (34DSG)'s standard deviation. In reality, there are many statistical measures that can use DIASORIN (34DSG) historical prices to predict the future DIASORIN (34DSG)'s volatility.| Risk Adjusted Performance | 0.0253 | |||
| Jensen Alpha | 0.082 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DIASORIN (34DSG)'s price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
DIASORIN (34DSG) Backtested Returns
Currently, DIASORIN is very steady. DIASORIN (34DSG) retains Efficiency (Sharpe Ratio) of 0.0187, which denotes the company had a 0.0187 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for DIASORIN (34DSG), which you can use to evaluate the volatility of the firm. Please confirm DIASORIN (34DSG)'s Market Risk Adjusted Performance of (0.20), downside deviation of 3.8, and Coefficient Of Variation of 4146.19 to check if the risk estimate we provide is consistent with the expected return of 0.0535%. DIASORIN (34DSG) has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DIASORIN (34DSG) are expected to decrease at a much lower rate. During the bear market, DIASORIN (34DSG) is likely to outperform the market. DIASORIN (34DSG) at this moment owns a risk of 2.86%. Please confirm DIASORIN mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if DIASORIN will be following its current price history.
Auto-correlation | 0.86 |
Very good predictability
DIASORIN has very good predictability. Overlapping area represents the amount of predictability between DIASORIN (34DSG) time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 DIASORIN (34DSG) price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current DIASORIN (34DSG) price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 3.24 |
DIASORIN (34DSG) lagged returns against current returns
Autocorrelation, which is DIASORIN (34DSG) 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 DIASORIN (34DSG)'s stock expected returns. We can calculate the autocorrelation of DIASORIN (34DSG) returns to help us make a trade decision. For example, suppose you find that DIASORIN (34DSG) 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 |
DIASORIN (34DSG) 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 DIASORIN (34DSG) stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DIASORIN (34DSG) stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DIASORIN (34DSG) stock over time.
Current vs Lagged Prices |
| Timeline |
DIASORIN (34DSG) Lagged Returns
When evaluating DIASORIN (34DSG)'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DIASORIN (34DSG) stock have on its future price. DIASORIN (34DSG) 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, DIASORIN (34DSG) autocorrelation shows the relationship between DIASORIN (34DSG) stock current value and its past values and can show if there is a momentum factor associated with investing in DIASORIN.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DIASORIN Stock Analysis
When running DIASORIN (34DSG)'s price analysis, check to measure DIASORIN (34DSG)'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 DIASORIN (34DSG) is operating at the current time. Most of DIASORIN (34DSG)'s value examination focuses on studying past and present price action to predict the probability of DIASORIN (34DSG)'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DIASORIN (34DSG)'s price. Additionally, you may evaluate how the addition of DIASORIN (34DSG) to your portfolios can decrease your overall portfolio volatility.