Dentalcorp Holdings Stock Market Value
| DNTCF Stock | 7.95 0.02 0.25% |
| Symbol | Dentalcorp |
Dentalcorp 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 Dentalcorp 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 Dentalcorp Holdings.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Dentalcorp Holdings on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding dentalcorp Holdings or generate 0.0% return on investment in Dentalcorp Holdings over 30 days.
Dentalcorp 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 Dentalcorp 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 dentalcorp Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.65 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.46 |
Dentalcorp Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dentalcorp Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dentalcorp Holdings' standard deviation. In reality, there are many statistical measures that can use Dentalcorp Holdings historical prices to predict the future Dentalcorp Holdings' volatility.| Risk Adjusted Performance | 0.028 | |||
| Jensen Alpha | 0.055 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dentalcorp Holdings' 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.
dentalcorp Holdings Backtested Returns
At this point, Dentalcorp Holdings is somewhat reliable. dentalcorp Holdings secures Sharpe Ratio (or Efficiency) of 0.0275, which denotes the company had a 0.0275 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for dentalcorp Holdings, which you can use to evaluate the volatility of the firm. Please confirm Dentalcorp Holdings' Risk Adjusted Performance of 0.028, semi deviation of 1.37, and Downside Deviation of 3.01 to check if the risk estimate we provide is consistent with the expected return of 0.0475%. Dentalcorp Holdings has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dentalcorp Holdings are expected to decrease at a much lower rate. During the bear market, Dentalcorp Holdings is likely to outperform the market. dentalcorp Holdings right now shows a risk of 1.72%. Please confirm dentalcorp Holdings downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to decide if dentalcorp Holdings will be following its price patterns.
Auto-correlation | 0.66 |
Good predictability
dentalcorp Holdings has good predictability. Overlapping area represents the amount of predictability between Dentalcorp Holdings time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd 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 dentalcorp Holdings price movement. The serial correlation of 0.66 indicates that around 66.0% of current Dentalcorp Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
dentalcorp Holdings lagged returns against current returns
Autocorrelation, which is Dentalcorp 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 Dentalcorp Holdings' pink sheet expected returns. We can calculate the autocorrelation of Dentalcorp Holdings returns to help us make a trade decision. For example, suppose you find that Dentalcorp 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 |
Dentalcorp 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 Dentalcorp Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dentalcorp 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 Dentalcorp Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dentalcorp Holdings Lagged Returns
When evaluating Dentalcorp Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dentalcorp Holdings pink sheet have on its future price. Dentalcorp 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, Dentalcorp Holdings autocorrelation shows the relationship between Dentalcorp Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in dentalcorp Holdings.
Regressed Prices |
| Timeline |