DM WENCESLAO (Philippines) Market Value
| DMW Stock | 5.45 0.03 0.55% |
| Symbol | DMW |
DM WENCESLAO '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 DM WENCESLAO'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 DM WENCESLAO.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in DM WENCESLAO on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding DM WENCESLAO ASSOCIATES or generate 0.0% return on investment in DM WENCESLAO over 180 days. DM WENCESLAO is related to or competes with SM Investments, San Miguel, Ayala Corp, Ayala Land, BDO Unibank, PLDT, and Bank of the. More
DM WENCESLAO 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 DM WENCESLAO'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 DM WENCESLAO ASSOCIATES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 15.59 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 4.72 |
DM WENCESLAO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DM WENCESLAO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DM WENCESLAO's standard deviation. In reality, there are many statistical measures that can use DM WENCESLAO historical prices to predict the future DM WENCESLAO's volatility.| Risk Adjusted Performance | 0.0143 | |||
| Jensen Alpha | 0.0519 | |||
| Total Risk Alpha | (0.46) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.06) |
DM WENCESLAO ASSOCIATES Backtested Returns
DM WENCESLAO ASSOCIATES retains Efficiency (Sharpe Ratio) of -0.0201, which denotes the company had a -0.0201% return per unit of price deviation over the last 3 months. DM WENCESLAO exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DM WENCESLAO's Downside Deviation of 2.82, market risk adjusted performance of (0.05), and Standard Deviation of 2.85 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DM WENCESLAO are expected to decrease at a much lower rate. During the bear market, DM WENCESLAO is likely to outperform the market. At this point, DM WENCESLAO ASSOCIATES has a negative expected return of -0.0574%. Please make sure to confirm DM WENCESLAO's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if DM WENCESLAO ASSOCIATES performance from the past will be repeated sooner or later.
Auto-correlation | -0.2 |
Insignificant reverse predictability
DM WENCESLAO ASSOCIATES has insignificant reverse predictability. Overlapping area represents the amount of predictability between DM WENCESLAO time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DM WENCESLAO ASSOCIATES price movement. The serial correlation of -0.2 indicates that over 20.0% of current DM WENCESLAO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
DM WENCESLAO ASSOCIATES lagged returns against current returns
Autocorrelation, which is DM WENCESLAO 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 DM WENCESLAO's stock expected returns. We can calculate the autocorrelation of DM WENCESLAO returns to help us make a trade decision. For example, suppose you find that DM WENCESLAO 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 |
DM WENCESLAO 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 DM WENCESLAO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DM WENCESLAO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DM WENCESLAO stock over time.
Current vs Lagged Prices |
| Timeline |
DM WENCESLAO Lagged Returns
When evaluating DM WENCESLAO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DM WENCESLAO stock have on its future price. DM WENCESLAO 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, DM WENCESLAO autocorrelation shows the relationship between DM WENCESLAO stock current value and its past values and can show if there is a momentum factor associated with investing in DM WENCESLAO ASSOCIATES.
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.Other Information on Investing in DMW Stock
DM WENCESLAO financial ratios help investors to determine whether DMW 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 DMW with respect to the benefits of owning DM WENCESLAO security.