Dbm Global Stock Market Value
| DBMG Stock | USD 75.00 0.00 0.00% |
| Symbol | DBM |
DBM Global '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 DBM Global'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 DBM Global.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in DBM Global on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding DBM Global or generate 0.0% return on investment in DBM Global over 540 days. DBM Global is related to or competes with Butler National, AFC Energy, Firan Technology, COSCO SHIPPING, Eurocell Plc, and Aumann AG. DBM Global Inc., together with its subsidiaries, operates as steel fabrication and erection contractor in Canada, Austra... More
DBM Global 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 DBM Global'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 DBM Global upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1578 | |||
| Maximum Drawdown | 48.84 | |||
| Potential Upside | 5.6 |
DBM Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DBM Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DBM Global's standard deviation. In reality, there are many statistical measures that can use DBM Global historical prices to predict the future DBM Global's volatility.| Risk Adjusted Performance | 0.1295 | |||
| Jensen Alpha | 1.0 | |||
| Total Risk Alpha | 0.2601 | |||
| Treynor Ratio | 1.53 |
DBM Global Backtested Returns
DBM Global is very steady given 3 months investment horizon. DBM Global secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18 % return per unit of risk over the last 3 months. We have collected data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use DBM Global Mean Deviation of 2.02, coefficient of variation of 574.45, and Standard Deviation of 6.18 to evaluate company specific risk that cannot be diversified away. DBM Global holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.7, which means possible diversification benefits within a given portfolio. As returns on the market increase, DBM Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding DBM Global is expected to be smaller as well. Use DBM Global jensen alpha, as well as the relationship between the skewness and day median price , to analyze future returns on DBM Global.
Auto-correlation | -0.39 |
Poor reverse predictability
DBM Global has poor reverse predictability. Overlapping area represents the amount of predictability between DBM Global time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th 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 DBM Global price movement. The serial correlation of -0.39 indicates that just about 39.0% of current DBM Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 172.07 |
DBM Global lagged returns against current returns
Autocorrelation, which is DBM Global 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 DBM Global's pink sheet expected returns. We can calculate the autocorrelation of DBM Global returns to help us make a trade decision. For example, suppose you find that DBM Global 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 |
| Timeline |
DBM Global 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 DBM Global pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DBM Global pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DBM Global pink sheet over time.
Current vs Lagged Prices |
| Timeline |
DBM Global Lagged Returns
When evaluating DBM Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DBM Global pink sheet have on its future price. DBM Global 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, DBM Global autocorrelation shows the relationship between DBM Global pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DBM Global.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DBM Pink Sheet
DBM Global financial ratios help investors to determine whether DBM 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 DBM with respect to the benefits of owning DBM Global security.