Dc Infotech (India) Market Value
| DCI Stock | 300.15 2.90 0.96% |
| Symbol | DCI |
Dc Infotech '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 Dc Infotech'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 Dc Infotech.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Dc Infotech on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Dc Infotech And or generate 0.0% return on investment in Dc Infotech over 30 days. Dc Infotech is related to or competes with Total Transport, Hilton Metal, Indian Metals, State Trading, Welspun Investments, UTI Asset, and ILFS Investment. Dc Infotech is entity of India. It is traded as Stock on NSE exchange. More
Dc Infotech 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 Dc Infotech'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 Dc Infotech And upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.0 | |||
| Value At Risk | (4.99) | |||
| Potential Upside | 5.0 |
Dc Infotech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dc Infotech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dc Infotech's standard deviation. In reality, there are many statistical measures that can use Dc Infotech historical prices to predict the future Dc Infotech's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.45) |
Dc Infotech And Backtested Returns
Dc Infotech And retains Efficiency (Sharpe Ratio) of -0.0211, which denotes the company had a -0.0211 % return per unit of price deviation over the last 3 months. Dc Infotech exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dc Infotech's Information Ratio of (0.03), standard deviation of 3.84, and Market Risk Adjusted Performance of (0.44) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, Dc Infotech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dc Infotech is expected to be smaller as well. At this point, Dc Infotech And has a negative expected return of -0.0823%. Please make sure to confirm Dc Infotech's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Dc Infotech And performance from the past will be repeated at some future date.
Auto-correlation | -0.28 |
Weak reverse predictability
Dc Infotech And has weak reverse predictability. Overlapping area represents the amount of predictability between Dc Infotech time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dc Infotech And price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Dc Infotech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 172.93 |
Dc Infotech And lagged returns against current returns
Autocorrelation, which is Dc Infotech 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 Dc Infotech's stock expected returns. We can calculate the autocorrelation of Dc Infotech returns to help us make a trade decision. For example, suppose you find that Dc Infotech 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 |
Dc Infotech 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 Dc Infotech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dc Infotech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dc Infotech stock over time.
Current vs Lagged Prices |
| Timeline |
Dc Infotech Lagged Returns
When evaluating Dc Infotech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dc Infotech stock have on its future price. Dc Infotech 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, Dc Infotech autocorrelation shows the relationship between Dc Infotech stock current value and its past values and can show if there is a momentum factor associated with investing in Dc Infotech And.
Regressed Prices |
| Timeline |
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 DCI Stock
Dc Infotech financial ratios help investors to determine whether DCI Stock 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 DCI with respect to the benefits of owning Dc Infotech security.