Datchat Stock Market Value
| DATS Stock | USD 1.89 0.04 2.16% |
| Symbol | DatChat |
DatChat Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of DatChat. If investors know DatChat will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about DatChat listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.89) | Quarterly Revenue Growth (0.12) | Return On Assets (0.57) | Return On Equity (0.91) |
The market value of DatChat is measured differently than its book value, which is the value of DatChat that is recorded on the company's balance sheet. Investors also form their own opinion of DatChat's value that differs from its market value or its book value, called intrinsic value, which is DatChat's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because DatChat's market value can be influenced by many factors that don't directly affect DatChat's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between DatChat's value and its price as these two are different measures arrived at by different means. Investors typically determine if DatChat is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DatChat'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.
DatChat '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 DatChat'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 DatChat.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in DatChat on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding DatChat or generate 0.0% return on investment in DatChat over 30 days. DatChat is related to or competes with Nextplat Corp, HUMANA, Barloworld, Thrivent High, Morningstar Unconstrained, High-yield Municipal, and Via Renewables. DatChat, Inc. a communication software company, develops mobile messaging application More
DatChat 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 DatChat'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 DatChat upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.2 | |||
| Information Ratio | 0.0868 | |||
| Maximum Drawdown | 45.05 | |||
| Value At Risk | (8.50) | |||
| Potential Upside | 13.28 |
DatChat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DatChat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DatChat's standard deviation. In reality, there are many statistical measures that can use DatChat historical prices to predict the future DatChat's volatility.| Risk Adjusted Performance | 0.088 | |||
| Jensen Alpha | 0.5245 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0928 | |||
| Treynor Ratio | 0.3489 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DatChat'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.
DatChat Backtested Returns
DatChat is extremely dangerous given 3 months investment horizon. DatChat secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.06% are justified by taking the suggested risk. Use DatChat Downside Deviation of 7.2, mean deviation of 5.48, and Coefficient Of Variation of 969.51 to evaluate company specific risk that cannot be diversified away. DatChat holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.25, 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, DatChat will likely underperform. Use DatChat value at risk, as well as the relationship between the skewness and day median price , to analyze future returns on DatChat.
Auto-correlation | -0.66 |
Very good reverse predictability
DatChat has very good reverse predictability. Overlapping area represents the amount of predictability between DatChat time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 DatChat price movement. The serial correlation of -0.66 indicates that around 66.0% of current DatChat price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
DatChat lagged returns against current returns
Autocorrelation, which is DatChat 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 DatChat's stock expected returns. We can calculate the autocorrelation of DatChat returns to help us make a trade decision. For example, suppose you find that DatChat 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 |
DatChat 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 DatChat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DatChat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DatChat stock over time.
Current vs Lagged Prices |
| Timeline |
DatChat Lagged Returns
When evaluating DatChat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DatChat stock have on its future price. DatChat 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, DatChat autocorrelation shows the relationship between DatChat stock current value and its past values and can show if there is a momentum factor associated with investing in DatChat.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DatChat Stock Analysis
When running DatChat's price analysis, check to measure DatChat'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 DatChat is operating at the current time. Most of DatChat's value examination focuses on studying past and present price action to predict the probability of DatChat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DatChat's price. Additionally, you may evaluate how the addition of DatChat to your portfolios can decrease your overall portfolio volatility.