Dmci Holdings Adr Stock Market Value
| DMCHY Stock | USD 2.00 0.00 0.00% |
| Symbol | DMCI |
DMCI Holdings '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 DMCI Holdings' pink sheet 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 DMCI Holdings.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in DMCI Holdings on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding DMCI Holdings ADR or generate 0.0% return on investment in DMCI Holdings over 30 days. DMCI Holdings is related to or competes with Qingling Motors, Mo BRUK, W SCOPE, Thoresen Thai, and Velan. DMCI Holdings, Inc., through its subsidiaries, engages in the general construction, coal and nickel mining, power genera... More
DMCI Holdings 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 DMCI Holdings' pink sheet 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 DMCI Holdings ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.17 |
DMCI Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DMCI Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DMCI Holdings' standard deviation. In reality, there are many statistical measures that can use DMCI Holdings historical prices to predict the future DMCI Holdings' volatility.| Risk Adjusted Performance | 0.087 | |||
| Jensen Alpha | 0.0592 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.73) |
DMCI Holdings ADR Backtested Returns
At this stage we consider DMCI Pink Sheet to be somewhat reliable. DMCI Holdings ADR retains Efficiency (Sharpe Ratio) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for DMCI Holdings, which you can use to evaluate the volatility of the firm. Please confirm DMCI Holdings' Variance of 0.263, standard deviation of 0.5129, and Market Risk Adjusted Performance of (0.72) to check if the risk estimate we provide is consistent with the expected return of 0.0651%. DMCI Holdings has a performance score of 9 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.0725, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DMCI Holdings are expected to decrease at a much lower rate. During the bear market, DMCI Holdings is likely to outperform the market. DMCI Holdings ADR at this time owns a risk of 0.52%. Please confirm DMCI Holdings ADR market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if DMCI Holdings ADR will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
DMCI Holdings ADR has no correlation between past and present. Overlapping area represents the amount of predictability between DMCI Holdings time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 DMCI Holdings ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current DMCI Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DMCI Holdings ADR lagged returns against current returns
Autocorrelation, which is DMCI Holdings pink sheet'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 DMCI Holdings' pink sheet expected returns. We can calculate the autocorrelation of DMCI Holdings returns to help us make a trade decision. For example, suppose you find that DMCI Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
DMCI Holdings 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 DMCI Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DMCI Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DMCI Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
DMCI Holdings Lagged Returns
When evaluating DMCI Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DMCI Holdings pink sheet have on its future price. DMCI Holdings 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, DMCI Holdings autocorrelation shows the relationship between DMCI Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DMCI Holdings ADR.
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 DMCI Pink Sheet Analysis
When running DMCI Holdings' price analysis, check to measure DMCI Holdings' 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 DMCI Holdings is operating at the current time. Most of DMCI Holdings' value examination focuses on studying past and present price action to predict the probability of DMCI Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DMCI Holdings' price. Additionally, you may evaluate how the addition of DMCI Holdings to your portfolios can decrease your overall portfolio volatility.