Defsec Technologies Stock Market Value
| DFSC Stock | 2.72 0.24 9.68% |
| Symbol | DEFSEC |
DEFSEC Technologies '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 DEFSEC Technologies' 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 DEFSEC Technologies.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in DEFSEC Technologies on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding DEFSEC Technologies or generate 0.0% return on investment in DEFSEC Technologies over 30 days. DEFSEC Technologies is related to or competes with Verizon Communications, Canadian General, Westshore Terminals, Sparx Technology, Brookfield Office, Constellation Software, and Uniserve Communications. DEFSEC Technologies is entity of Canada. It is traded as Stock on V exchange. More
DEFSEC Technologies 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 DEFSEC Technologies' 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 DEFSEC Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 47.36 | |||
| Value At Risk | (15.22) | |||
| Potential Upside | 8.0 |
DEFSEC Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DEFSEC Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DEFSEC Technologies' standard deviation. In reality, there are many statistical measures that can use DEFSEC Technologies historical prices to predict the future DEFSEC Technologies' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | (12.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DEFSEC Technologies' 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.
DEFSEC Technologies Backtested Returns
DEFSEC Technologies secures Sharpe Ratio (or Efficiency) of -0.0913, which denotes the company had a -0.0913 % return per unit of return volatility over the last 3 months. DEFSEC Technologies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DEFSEC Technologies' mean deviation of 4.73, and Standard Deviation of 7.44 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0442, which means not very significant fluctuations relative to the market. As returns on the market increase, DEFSEC Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding DEFSEC Technologies is expected to be smaller as well. At this point, DEFSEC Technologies has a negative expected return of -0.68%. Please make sure to confirm DEFSEC Technologies' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if DEFSEC Technologies performance from the past will be repeated in the future.
Auto-correlation | -0.45 |
Modest reverse predictability
DEFSEC Technologies has modest reverse predictability. Overlapping area represents the amount of predictability between DEFSEC Technologies time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 DEFSEC Technologies price movement. The serial correlation of -0.45 indicates that just about 45.0% of current DEFSEC Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
DEFSEC Technologies lagged returns against current returns
Autocorrelation, which is DEFSEC Technologies 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 DEFSEC Technologies' stock expected returns. We can calculate the autocorrelation of DEFSEC Technologies returns to help us make a trade decision. For example, suppose you find that DEFSEC Technologies 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 |
DEFSEC Technologies 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 DEFSEC Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DEFSEC Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DEFSEC Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
DEFSEC Technologies Lagged Returns
When evaluating DEFSEC Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DEFSEC Technologies stock have on its future price. DEFSEC Technologies 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, DEFSEC Technologies autocorrelation shows the relationship between DEFSEC Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in DEFSEC Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for DEFSEC Stock Analysis
When running DEFSEC Technologies' price analysis, check to measure DEFSEC Technologies' 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 DEFSEC Technologies is operating at the current time. Most of DEFSEC Technologies' value examination focuses on studying past and present price action to predict the probability of DEFSEC Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DEFSEC Technologies' price. Additionally, you may evaluate how the addition of DEFSEC Technologies to your portfolios can decrease your overall portfolio volatility.