Disco Stock Market Value
| DISPF Stock | USD 408.99 50.40 14.06% |
| Symbol | Disco |
Disco '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 Disco's otc 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 Disco.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Disco on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Disco or generate 0.0% return on investment in Disco over 30 days. Disco is related to or competes with Sumco Corp, Asm Pacific, Lasertec, Tokyo Electron, Advantest Corp, Disco Corp, and BE Semiconductor. Disco Corporation manufactures and sells precision cutting, grinding, and polishing machines in Japan and internationall... More
Disco 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 Disco's otc 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 Disco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.98 | |||
| Information Ratio | 0.0462 | |||
| Maximum Drawdown | 18.48 | |||
| Value At Risk | (4.60) | |||
| Potential Upside | 5.27 |
Disco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Disco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disco's standard deviation. In reality, there are many statistical measures that can use Disco historical prices to predict the future Disco's volatility.| Risk Adjusted Performance | 0.0588 | |||
| Jensen Alpha | 0.2338 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0288 | |||
| Treynor Ratio | (0.51) |
Disco Backtested Returns
Disco appears to be very steady, given 3 months investment horizon. Disco secures Sharpe Ratio (or Efficiency) of 0.0717, which denotes the company had a 0.0717 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Disco, which you can use to evaluate the volatility of the firm. Please utilize Disco's Mean Deviation of 1.39, downside deviation of 4.98, and Coefficient Of Variation of 1428.11 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Disco holds a performance score of 5. The firm shows a Beta (market volatility) of -0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Disco are expected to decrease at a much lower rate. During the bear market, Disco is likely to outperform the market. Please check Disco's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Disco's price patterns will revert.
Auto-correlation | 0.41 |
Average predictability
Disco has average predictability. Overlapping area represents the amount of predictability between Disco time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Disco price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Disco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 257.74 |
Disco lagged returns against current returns
Autocorrelation, which is Disco otc 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 Disco's otc stock expected returns. We can calculate the autocorrelation of Disco returns to help us make a trade decision. For example, suppose you find that Disco has exhibited high autocorrelation historically, and you observe that the otc 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 |
Disco 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 Disco otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Disco otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Disco otc stock over time.
Current vs Lagged Prices |
| Timeline |
Disco Lagged Returns
When evaluating Disco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Disco otc stock have on its future price. Disco 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, Disco autocorrelation shows the relationship between Disco otc stock current value and its past values and can show if there is a momentum factor associated with investing in Disco.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Disco OTC Stock
Disco financial ratios help investors to determine whether Disco OTC Stock 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 Disco with respect to the benefits of owning Disco security.