Dottikon (Switzerland) Market Value
| DESN Stock | CHF 359.00 5.50 1.51% |
| Symbol | Dottikon |
Dottikon '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 Dottikon'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 Dottikon.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Dottikon on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Dottikon Es Holding or generate 0.0% return on investment in Dottikon over 360 days. Dottikon is related to or competes with Bachem Holding, Clariant, Gurit Holding, CPH Chemie, Zwahlen Et, and EMS CHEMIE. Dottikon Es Holding AG manufactures and sells performance chemicals, intermediates, and active pharmaceutical ingredient... More
Dottikon 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 Dottikon'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 Dottikon Es Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.0498 | |||
| Maximum Drawdown | 11.55 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.68 |
Dottikon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dottikon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dottikon's standard deviation. In reality, there are many statistical measures that can use Dottikon historical prices to predict the future Dottikon's volatility.| Risk Adjusted Performance | 0.0842 | |||
| Jensen Alpha | 0.1599 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0691 | |||
| Treynor Ratio | 0.7079 |
Dottikon Es Holding Backtested Returns
Dottikon appears to be very steady, given 3 months investment horizon. Dottikon Es Holding secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dottikon Es Holding, which you can use to evaluate the volatility of the firm. Please utilize Dottikon's Mean Deviation of 1.17, coefficient of variation of 886.38, and Downside Deviation of 1.25 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dottikon holds a performance score of 10. The firm shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Dottikon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dottikon is expected to be smaller as well. Please check Dottikon's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Dottikon's price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Dottikon Es Holding has very good predictability. Overlapping area represents the amount of predictability between Dottikon time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Dottikon Es Holding price movement. The serial correlation of 0.8 indicates that around 80.0% of current Dottikon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 440.11 |
Dottikon Es Holding lagged returns against current returns
Autocorrelation, which is Dottikon 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 Dottikon's stock expected returns. We can calculate the autocorrelation of Dottikon returns to help us make a trade decision. For example, suppose you find that Dottikon 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 |
Dottikon 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 Dottikon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dottikon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dottikon stock over time.
Current vs Lagged Prices |
| Timeline |
Dottikon Lagged Returns
When evaluating Dottikon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dottikon stock have on its future price. Dottikon 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, Dottikon autocorrelation shows the relationship between Dottikon stock current value and its past values and can show if there is a momentum factor associated with investing in Dottikon Es Holding.
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 Dottikon Stock Analysis
When running Dottikon's price analysis, check to measure Dottikon'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 Dottikon is operating at the current time. Most of Dottikon's value examination focuses on studying past and present price action to predict the probability of Dottikon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dottikon's price. Additionally, you may evaluate how the addition of Dottikon to your portfolios can decrease your overall portfolio volatility.