Dena Co Stock Market Value
| DNACF Stock | USD 16.15 0.00 0.00% |
| Symbol | DeNA |
DeNA Co '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 DeNA Co's 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 DeNA Co.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in DeNA Co on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding DeNA Co or generate 0.0% return on investment in DeNA Co over 180 days. DeNA Co is related to or competes with Mixi, Paradox Interactive, Embracer Group, VTech Holdings, Soitec SA, AIXTRON SE, and Hilan. DeNA Co., Ltd. develops and operates mobile and online services worldwide More
DeNA Co 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 DeNA Co's 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 DeNA Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0189 | |||
| Maximum Drawdown | 46.7 |
DeNA Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DeNA Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DeNA Co's standard deviation. In reality, there are many statistical measures that can use DeNA Co historical prices to predict the future DeNA Co's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 0.1821 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DeNA Co's 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.
DeNA Co Backtested Returns
DeNA Co appears to be somewhat reliable, given 3 months investment horizon. DeNA Co secures Sharpe Ratio (or Efficiency) of 0.0534, which denotes the company had a 0.0534 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for DeNA Co, which you can use to evaluate the volatility of the firm. Please utilize DeNA Co's Mean Deviation of 1.15, coefficient of variation of 2910.67, and Standard Deviation of 4.41 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DeNA Co holds a performance score of 4. The firm shows a Beta (market volatility) of -0.7, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning DeNA Co are expected to decrease at a much lower rate. During the bear market, DeNA Co is likely to outperform the market. Please check DeNA Co's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to make a quick decision on whether DeNA Co's price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
DeNA Co has below average predictability. Overlapping area represents the amount of predictability between DeNA Co time series from 28th of June 2025 to 26th of September 2025 and 26th of September 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 DeNA Co price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current DeNA Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 2.35 |
DeNA Co lagged returns against current returns
Autocorrelation, which is DeNA Co 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 DeNA Co's pink sheet expected returns. We can calculate the autocorrelation of DeNA Co returns to help us make a trade decision. For example, suppose you find that DeNA Co 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 |
DeNA Co 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 DeNA Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DeNA Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DeNA Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
DeNA Co Lagged Returns
When evaluating DeNA Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DeNA Co pink sheet have on its future price. DeNA Co 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, DeNA Co autocorrelation shows the relationship between DeNA Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DeNA Co.
Regressed Prices |
| Timeline |
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Other Information on Investing in DeNA Pink Sheet
DeNA Co financial ratios help investors to determine whether DeNA Pink Sheet 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 DeNA with respect to the benefits of owning DeNA Co security.