Defsec Technologies Stock Market Value
| DFSC Stock | 1.79 0.14 7.25% |
| Symbol | DEFSEC |
Is Aerospace & Defense space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of DEFSEC Technologies. If investors know DEFSEC will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about DEFSEC Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of DEFSEC Technologies is measured differently than its book value, which is the value of DEFSEC that is recorded on the company's balance sheet. Investors also form their own opinion of DEFSEC Technologies' value that differs from its market value or its book value, called intrinsic value, which is DEFSEC Technologies' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because DEFSEC Technologies' market value can be influenced by many factors that don't directly affect DEFSEC Technologies' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between DEFSEC Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if DEFSEC Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DEFSEC Technologies' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in DEFSEC Technologies on November 24, 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 SUNation Energy, Expion360, Astrotech Corp, Erayak Power, Rail Vision, Iveda Solutions, and Globavend Holdings. 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 | (0.11) | |||
| Maximum Drawdown | 48.93 | |||
| Value At Risk | (17.35) | |||
| Potential Upside | 8.41 |
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 | (0.06) | |||
| Jensen Alpha | (0.88) | |||
| Total Risk Alpha | (1.37) | |||
| Treynor Ratio | (0.31) |
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 -0.0973, which denotes the company had a -0.0973 % 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 4.8, and Standard Deviation of 7.56 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.38, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, DEFSEC Technologies will likely underperform. At this point, DEFSEC Technologies has a negative expected return of -0.74%. Please make sure to confirm DEFSEC Technologies' skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if DEFSEC Technologies performance from the past will be repeated in the future.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
DEFSEC Technologies has almost perfect reverse predictability. Overlapping area represents the amount of predictability between DEFSEC Technologies time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 -0.72 indicates that around 72.0% of current DEFSEC Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
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 |
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.When determining whether DEFSEC Technologies is a strong investment it is important to analyze DEFSEC Technologies' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact DEFSEC Technologies' future performance. For an informed investment choice regarding DEFSEC Stock, refer to the following important reports:Check out DEFSEC Technologies Correlation, DEFSEC Technologies Volatility and DEFSEC Technologies Alpha and Beta module to complement your research on DEFSEC Technologies. For information on how to trade DEFSEC Stock refer to our How to Trade DEFSEC Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
DEFSEC Technologies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.