Diebold Nixdorf, Incorporated Stock Market Value
| DBD Stock | USD 45.69 1.46 3.30% |
| Symbol | Diebold |
Diebold Nixdorf, '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 Diebold Nixdorf,'s pink sheet 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 Diebold Nixdorf,.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Diebold Nixdorf, on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Diebold Nixdorf, Incorporated or generate 0.0% return on investment in Diebold Nixdorf, over 360 days. Diebold Nixdorf, is related to or competes with HeartCore Enterprises, Infobird, CXApp, Quhuo, Surgepays, Viant Technology, and Beamr Imaging. Diebold Nixdorf, Incorporated provides connected commerce solutions to financial institutions and retailers in Western E... More
Diebold Nixdorf, 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 Diebold Nixdorf,'s pink sheet 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 Diebold Nixdorf, Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.71 | |||
| Information Ratio | 0.0583 | |||
| Maximum Drawdown | 19.13 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 3.57 |
Diebold Nixdorf, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diebold Nixdorf,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diebold Nixdorf,'s standard deviation. In reality, there are many statistical measures that can use Diebold Nixdorf, historical prices to predict the future Diebold Nixdorf,'s volatility.| Risk Adjusted Performance | 0.0887 | |||
| Jensen Alpha | 0.1347 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.043 | |||
| Treynor Ratio | 0.2326 |
Diebold Nixdorf, Backtested Returns
Diebold Nixdorf, appears to be very steady, given 3 months investment horizon. Diebold Nixdorf, secures Sharpe Ratio (or Efficiency) of 0.0769, which denotes the company had a 0.0769% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Diebold Nixdorf, Incorporated, which you can use to evaluate the volatility of the firm. Please utilize Diebold Nixdorf,'s Semi Deviation of 3.43, mean deviation of 1.84, and Downside Deviation of 3.71 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Diebold Nixdorf, holds a performance score of 6. The firm shows a Beta (market volatility) of 1.2, 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, Diebold Nixdorf, will likely underperform. Please check Diebold Nixdorf,'s semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Diebold Nixdorf,'s price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Diebold Nixdorf, Incorporated has poor predictability. Overlapping area represents the amount of predictability between Diebold Nixdorf, time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 Diebold Nixdorf, price movement. The serial correlation of 0.25 indicates that over 25.0% of current Diebold Nixdorf, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 8.09 |
Diebold Nixdorf, lagged returns against current returns
Autocorrelation, which is Diebold Nixdorf, pink sheet'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 Diebold Nixdorf,'s pink sheet expected returns. We can calculate the autocorrelation of Diebold Nixdorf, returns to help us make a trade decision. For example, suppose you find that Diebold Nixdorf, has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Diebold Nixdorf, 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 Diebold Nixdorf, pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diebold Nixdorf, pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diebold Nixdorf, pink sheet over time.
Current vs Lagged Prices |
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Diebold Nixdorf, Lagged Returns
When evaluating Diebold Nixdorf,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diebold Nixdorf, pink sheet have on its future price. Diebold Nixdorf, 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, Diebold Nixdorf, autocorrelation shows the relationship between Diebold Nixdorf, pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Diebold Nixdorf, Incorporated.
Regressed Prices |
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Also Currently Popular
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.Other Information on Investing in Diebold Pink Sheet
Diebold Nixdorf, financial ratios help investors to determine whether Diebold Pink Sheet 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 Diebold with respect to the benefits of owning Diebold Nixdorf, security.