Drive Shack Stock Market Value
| DSHK Stock | 12.00 0.50 4.00% |
| Symbol | Drive |
Drive Shack '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 Drive Shack'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 Drive Shack.
| 07/05/2025 |
| 01/01/2026 |
If you would invest 0.00 in Drive Shack on July 5, 2025 and sell it all today you would earn a total of 0.00 from holding Drive Shack or generate 0.0% return on investment in Drive Shack over 180 days. Drive Shack is related to or competes with Kenilworth Systems, Henderson Investment, Real American, and Cxj Group. More
Drive Shack 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 Drive Shack'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 Drive Shack upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.04 | |||
| Information Ratio | 0.0996 | |||
| Maximum Drawdown | 37.46 | |||
| Value At Risk | (5.87) | |||
| Potential Upside | 12.39 |
Drive Shack Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Drive Shack's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Drive Shack's standard deviation. In reality, there are many statistical measures that can use Drive Shack historical prices to predict the future Drive Shack's volatility.| Risk Adjusted Performance | 0.0857 | |||
| Jensen Alpha | 0.6908 | |||
| Total Risk Alpha | 0.2423 | |||
| Sortino Ratio | 0.1555 | |||
| Treynor Ratio | (2.25) |
Drive Shack Backtested Returns
Drive Shack appears to be slightly risky, given 3 months investment horizon. Drive Shack secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. By reviewing Drive Shack's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize Drive Shack's Coefficient Of Variation of 918.4, downside deviation of 4.04, and Mean Deviation of 3.82 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Drive Shack holds a performance score of 8. The firm shows a Beta (market volatility) of -0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Drive Shack are expected to decrease at a much lower rate. During the bear market, Drive Shack is likely to outperform the market. Please check Drive Shack's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Drive Shack's price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Drive Shack has below average predictability. Overlapping area represents the amount of predictability between Drive Shack time series from 5th of July 2025 to 3rd of October 2025 and 3rd of October 2025 to 1st 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 Drive Shack price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Drive Shack price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 2.45 |
Drive Shack lagged returns against current returns
Autocorrelation, which is Drive Shack 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 Drive Shack's pink sheet expected returns. We can calculate the autocorrelation of Drive Shack returns to help us make a trade decision. For example, suppose you find that Drive Shack 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 |
Drive Shack 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 Drive Shack pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Drive Shack pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Drive Shack pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Drive Shack Lagged Returns
When evaluating Drive Shack's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Drive Shack pink sheet have on its future price. Drive Shack 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, Drive Shack autocorrelation shows the relationship between Drive Shack pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Drive Shack.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in Drive Pink Sheet
Drive Shack financial ratios help investors to determine whether Drive 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 Drive with respect to the benefits of owning Drive Shack security.