DLSI (France) Market Value
| ALDLS Stock | EUR 12.80 0.10 0.79% |
| Symbol | DLSI |
DLSI '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 DLSI'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 DLSI.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in DLSI on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding DLSI or generate 0.0% return on investment in DLSI over 180 days. DLSI is related to or competes with Groupe Guillin, Groupe CRIT, Delfingen, Synergie, and Clasquin. DLSI provides human resource management services in France, Luxembourg, Germany, Poland, and Switzerland More
DLSI 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 DLSI'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 DLSI upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 14.98 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 1.71 |
DLSI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DLSI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DLSI's standard deviation. In reality, there are many statistical measures that can use DLSI historical prices to predict the future DLSI's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DLSI'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.
DLSI Backtested Returns
DLSI secures Sharpe Ratio (or Efficiency) of -0.04, which denotes the company had a -0.04% return per unit of volatility over the last 3 months. DLSI exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DLSI's Mean Deviation of 1.05, market risk adjusted performance of (0.27), and Standard Deviation of 2.05 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, DLSI's returns are expected to increase less than the market. However, during the bear market, the loss of holding DLSI is expected to be smaller as well. At this point, DLSI has a negative expected return of -0.0825%. Please make sure to confirm DLSI's skewness, as well as the relationship between the day median price and relative strength index , to decide if DLSI performance from the past will be repeated at future time.
Auto-correlation | 0.27 |
Poor predictability
DLSI has poor predictability. Overlapping area represents the amount of predictability between DLSI time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 DLSI price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current DLSI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
DLSI lagged returns against current returns
Autocorrelation, which is DLSI 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 DLSI's stock expected returns. We can calculate the autocorrelation of DLSI returns to help us make a trade decision. For example, suppose you find that DLSI 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 |
DLSI 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 DLSI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DLSI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DLSI stock over time.
Current vs Lagged Prices |
| Timeline |
DLSI Lagged Returns
When evaluating DLSI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DLSI stock have on its future price. DLSI 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, DLSI autocorrelation shows the relationship between DLSI stock current value and its past values and can show if there is a momentum factor associated with investing in DLSI.
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 DLSI Stock Analysis
When running DLSI's price analysis, check to measure DLSI'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 DLSI is operating at the current time. Most of DLSI's value examination focuses on studying past and present price action to predict the probability of DLSI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DLSI's price. Additionally, you may evaluate how the addition of DLSI to your portfolios can decrease your overall portfolio volatility.