DeMem (Australia) Market Value
| DEM Stock | 0.11 0.01 10.00% |
| Symbol | DeMem |
DeMem '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 DeMem'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 DeMem.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in DeMem on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding DeMem or generate 0.0% return on investment in DeMem over 30 days. DeMem is related to or competes with D3 Energy, James Hardie, RHYTHM Biosciences, Golden Globe, Tamboran Resources, Ramsay Health, and Navigator Global. DeMem is entity of Australia. It is traded as Stock on AU exchange. More
DeMem 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 DeMem'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 DeMem upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.11 | |||
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 23.67 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.0 |
DeMem Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DeMem's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DeMem's standard deviation. In reality, there are many statistical measures that can use DeMem historical prices to predict the future DeMem's volatility.| Risk Adjusted Performance | 0.0459 | |||
| Jensen Alpha | 0.2264 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0247 | |||
| Treynor Ratio | 0.8206 |
DeMem Backtested Returns
DeMem appears to be out of control, given 3 months investment horizon. DeMem secures Sharpe Ratio (or Efficiency) of 0.0714, which denotes the company had a 0.0714 % return per unit of risk over the last 3 months. We have found thirty technical indicators for DeMem, which you can use to evaluate the volatility of the firm. Please utilize DeMem's Downside Deviation of 7.11, mean deviation of 2.65, and Semi Deviation of 3.14 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DeMem holds a performance score of 5. The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, DeMem's returns are expected to increase less than the market. However, during the bear market, the loss of holding DeMem is expected to be smaller as well. Please check DeMem's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether DeMem's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
DeMem has good predictability. Overlapping area represents the amount of predictability between DeMem time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 DeMem price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current DeMem price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DeMem lagged returns against current returns
Autocorrelation, which is DeMem 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 DeMem's stock expected returns. We can calculate the autocorrelation of DeMem returns to help us make a trade decision. For example, suppose you find that DeMem 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 |
DeMem 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 DeMem stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DeMem stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DeMem stock over time.
Current vs Lagged Prices |
| Timeline |
DeMem Lagged Returns
When evaluating DeMem's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DeMem stock have on its future price. DeMem 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, DeMem autocorrelation shows the relationship between DeMem stock current value and its past values and can show if there is a momentum factor associated with investing in DeMem.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DeMem Stock Analysis
When running DeMem's price analysis, check to measure DeMem'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 DeMem is operating at the current time. Most of DeMem's value examination focuses on studying past and present price action to predict the probability of DeMem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DeMem's price. Additionally, you may evaluate how the addition of DeMem to your portfolios can decrease your overall portfolio volatility.