Dosilicon's market value is the price at which a share of Dosilicon trades on a public exchange. It measures the collective expectations of Dosilicon Co investors about its performance. Dosilicon is trading at 24.53 as of the 12th of January 2025, a 1.88 percent decrease since the beginning of the trading day. The stock's open price was 25.0. With this module, you can estimate the performance of a buy and hold strategy of Dosilicon Co and determine expected loss or profit from investing in Dosilicon over a given investment horizon. Check out Dosilicon Correlation, Dosilicon Volatility and Dosilicon Alpha and Beta module to complement your research on Dosilicon.
Please note, there is a significant difference between Dosilicon's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dosilicon is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dosilicon's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dosilicon '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 Dosilicon'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 Dosilicon.
0.00
12/13/2024
No Change 0.00
0.0
In 31 days
01/12/2025
0.00
If you would invest 0.00 in Dosilicon on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Dosilicon Co or generate 0.0% return on investment in Dosilicon over 30 days. Dosilicon is related to or competes with Beijing Kaiwen, Zijin Mining, Shandong Publishing, Zhejiang Publishing, COL Digital, Uroica Mining, and Chinese Universe. Dosilicon is entity of China. It is traded as Stock on SHG exchange. More
Dosilicon 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 Dosilicon'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 Dosilicon Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dosilicon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dosilicon's standard deviation. In reality, there are many statistical measures that can use Dosilicon historical prices to predict the future Dosilicon's volatility.
Dosilicon appears to be not too volatile, given 3 months investment horizon. Dosilicon secures Sharpe Ratio (or Efficiency) of 0.0752, which denotes the company had a 0.0752% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dosilicon Co, which you can use to evaluate the volatility of the firm. Please utilize Dosilicon's Coefficient Of Variation of 1748.4, downside deviation of 3.83, and Mean Deviation of 3.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dosilicon holds a performance score of 5. The firm shows a Beta (market volatility) of 0.0018, which means not very significant fluctuations relative to the market. As returns on the market increase, Dosilicon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dosilicon is expected to be smaller as well. Please check Dosilicon'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 Dosilicon's price patterns will revert.
Auto-correlation
-0.36
Poor reverse predictability
Dosilicon Co has poor reverse predictability. Overlapping area represents the amount of predictability between Dosilicon time series from 13th of December 2024 to 28th of December 2024 and 28th of December 2024 to 12th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dosilicon price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Dosilicon price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.36
Spearman Rank Test
0.01
Residual Average
0.0
Price Variance
0.65
Dosilicon lagged returns against current returns
Autocorrelation, which is Dosilicon 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 Dosilicon's stock expected returns. We can calculate the autocorrelation of Dosilicon returns to help us make a trade decision. For example, suppose you find that Dosilicon 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
Dosilicon 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 Dosilicon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dosilicon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dosilicon stock over time.
Current vs Lagged Prices
Timeline
Dosilicon Lagged Returns
When evaluating Dosilicon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dosilicon stock have on its future price. Dosilicon 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, Dosilicon autocorrelation shows the relationship between Dosilicon stock current value and its past values and can show if there is a momentum factor associated with investing in Dosilicon Co.
Dosilicon financial ratios help investors to determine whether Dosilicon 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 Dosilicon with respect to the benefits of owning Dosilicon security.