Digitalbox PLC (UK) Market Value
| DBOX Stock | 4.65 0.00 0.00% |
| Symbol | Digitalbox |
Digitalbox PLC '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 Digitalbox PLC'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 Digitalbox PLC.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Digitalbox PLC on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Digitalbox PLC or generate 0.0% return on investment in Digitalbox PLC over 30 days. Digitalbox PLC is related to or competes with Systemair, Silver Bullet, Extra Space, Wizz Air, Datagroup, Fair Oaks, and Amedeo Air. Digitalbox PLC is entity of United Kingdom More
Digitalbox PLC 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 Digitalbox PLC'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 Digitalbox PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.006 | |||
| Maximum Drawdown | 17.96 |
Digitalbox PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Digitalbox PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Digitalbox PLC's standard deviation. In reality, there are many statistical measures that can use Digitalbox PLC historical prices to predict the future Digitalbox PLC's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.0709 | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.8344 |
Digitalbox PLC Backtested Returns
Currently, Digitalbox PLC is slightly risky. Digitalbox PLC secures Sharpe Ratio (or Efficiency) of 0.0428, which denotes the company had a 0.0428 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Digitalbox PLC, which you can use to evaluate the volatility of the firm. Please confirm Digitalbox PLC's Variance of 4.43, mean deviation of 0.4778, and Standard Deviation of 2.11 to check if the risk estimate we provide is consistent with the expected return of 0.0939%. Digitalbox PLC has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.092, which means not very significant fluctuations relative to the market. As returns on the market increase, Digitalbox PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Digitalbox PLC is expected to be smaller as well. Digitalbox PLC right now shows a risk of 2.19%. Please confirm Digitalbox PLC variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Digitalbox PLC will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Digitalbox PLC has no correlation between past and present. Overlapping area represents the amount of predictability between Digitalbox PLC time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Digitalbox PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Digitalbox PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Digitalbox PLC lagged returns against current returns
Autocorrelation, which is Digitalbox PLC 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 Digitalbox PLC's stock expected returns. We can calculate the autocorrelation of Digitalbox PLC returns to help us make a trade decision. For example, suppose you find that Digitalbox PLC 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 |
Digitalbox PLC 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 Digitalbox PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Digitalbox PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Digitalbox PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Digitalbox PLC Lagged Returns
When evaluating Digitalbox PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Digitalbox PLC stock have on its future price. Digitalbox PLC 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, Digitalbox PLC autocorrelation shows the relationship between Digitalbox PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Digitalbox PLC.
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 Digitalbox Stock Analysis
When running Digitalbox PLC's price analysis, check to measure Digitalbox PLC'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 Digitalbox PLC is operating at the current time. Most of Digitalbox PLC's value examination focuses on studying past and present price action to predict the probability of Digitalbox PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Digitalbox PLC's price. Additionally, you may evaluate how the addition of Digitalbox PLC to your portfolios can decrease your overall portfolio volatility.