DTC Enterprise (Thailand) Market Value
| DTCENT Stock | 1.12 0.01 0.88% |
| Symbol | DTC |
DTC Enterprise '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 DTC Enterprise'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 DTC Enterprise.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in DTC Enterprise on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding DTC Enterprise PCL or generate 0.0% return on investment in DTC Enterprise over 30 days. DTC Enterprise is related to or competes with SCG Packaging, Regional Container, Sabuy Technology, and Berli Jucker. More
DTC Enterprise 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 DTC Enterprise'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 DTC Enterprise PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 2.34 |
DTC Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DTC Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DTC Enterprise's standard deviation. In reality, there are many statistical measures that can use DTC Enterprise historical prices to predict the future DTC Enterprise's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.52) |
DTC Enterprise PCL Backtested Returns
DTC Enterprise is out of control given 3 months investment horizon. DTC Enterprise PCL retains Efficiency (Sharpe Ratio) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We were able to break down twenty-four different technical indicators, which can help you to evaluate if expected returns of 14.14% are justified by taking the suggested risk. Use DTC Enterprise PCL Variance of 2.39, standard deviation of 1.55, and Market Risk Adjusted Performance of (0.51) to evaluate company specific risk that cannot be diversified away. DTC Enterprise holds a performance score of 8 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, DTC Enterprise's returns are expected to increase less than the market. However, during the bear market, the loss of holding DTC Enterprise is expected to be smaller as well. Use DTC Enterprise PCL jensen alpha, accumulation distribution, relative strength index, as well as the relationship between the value at risk and day typical price , to analyze future returns on DTC Enterprise PCL.
Auto-correlation | 0.52 |
Modest predictability
DTC Enterprise PCL has modest predictability. Overlapping area represents the amount of predictability between DTC Enterprise time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 DTC Enterprise PCL price movement. The serial correlation of 0.52 indicates that about 52.0% of current DTC Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DTC Enterprise PCL lagged returns against current returns
Autocorrelation, which is DTC Enterprise 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 DTC Enterprise's stock expected returns. We can calculate the autocorrelation of DTC Enterprise returns to help us make a trade decision. For example, suppose you find that DTC Enterprise 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 |
DTC Enterprise 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 DTC Enterprise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DTC Enterprise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DTC Enterprise stock over time.
Current vs Lagged Prices |
| Timeline |
DTC Enterprise Lagged Returns
When evaluating DTC Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DTC Enterprise stock have on its future price. DTC Enterprise 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, DTC Enterprise autocorrelation shows the relationship between DTC Enterprise stock current value and its past values and can show if there is a momentum factor associated with investing in DTC Enterprise PCL.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in DTC Stock
DTC Enterprise financial ratios help investors to determine whether DTC 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 DTC with respect to the benefits of owning DTC Enterprise security.