Dai Ichi Life Holdings Stock Market Value
| DCNSF Stock | USD 7.85 0.00 0.00% |
| Symbol | Dai |
Dai Ichi '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 Dai Ichi'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 Dai Ichi.
| 01/14/2025 |
| 01/09/2026 |
If you would invest 0.00 in Dai Ichi on January 14, 2025 and sell it all today you would earn a total of 0.00 from holding Dai ichi Life Holdings or generate 0.0% return on investment in Dai Ichi over 360 days. Dai Ichi is related to or competes with Power Of, Prudential Plc, New China, MSAD Insurance, Talanx AG, MSAD Insurance, and Bank Leumi. Dai-ichi Life Holdings, Inc., through its subsidiaries, provides life insurance products in Japan, the United States, an... More
Dai Ichi 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 Dai Ichi'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 Dai ichi Life Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 15.03 | |||
| Value At Risk | (1.88) |
Dai Ichi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dai Ichi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dai Ichi's standard deviation. In reality, there are many statistical measures that can use Dai Ichi historical prices to predict the future Dai Ichi's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.1473 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dai Ichi'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.
Dai ichi Life Backtested Returns
At this point, Dai Ichi is somewhat reliable. Dai ichi Life secures Sharpe Ratio (or Efficiency) of 0.0307, which denotes the company had a 0.0307 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Dai ichi Life Holdings, which you can use to evaluate the volatility of the firm. Please confirm Dai Ichi's Standard Deviation of 2.05, mean deviation of 0.5301, and Variance of 4.19 to check if the risk estimate we provide is consistent with the expected return of 0.0606%. Dai Ichi has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dai Ichi are expected to decrease at a much lower rate. During the bear market, Dai Ichi is likely to outperform the market. Dai ichi Life right now shows a risk of 1.97%. Please confirm Dai ichi Life jensen alpha, as well as the relationship between the kurtosis and relative strength index , to decide if Dai ichi Life will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Dai ichi Life Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Dai Ichi time series from 14th of January 2025 to 13th of July 2025 and 13th of July 2025 to 9th 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 Dai ichi Life price movement. The serial correlation of -0.22 indicates that over 22.0% of current Dai Ichi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Dai ichi Life lagged returns against current returns
Autocorrelation, which is Dai Ichi 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 Dai Ichi's pink sheet expected returns. We can calculate the autocorrelation of Dai Ichi returns to help us make a trade decision. For example, suppose you find that Dai Ichi 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 |
Dai Ichi 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 Dai Ichi pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dai Ichi pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dai Ichi pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dai Ichi Lagged Returns
When evaluating Dai Ichi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dai Ichi pink sheet have on its future price. Dai Ichi 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, Dai Ichi autocorrelation shows the relationship between Dai Ichi pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dai ichi Life Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dai Pink Sheet
Dai Ichi financial ratios help investors to determine whether Dai 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 Dai with respect to the benefits of owning Dai Ichi security.