Digerati Technologies Stock Market Value
| DTGI Stock | USD 0.02 0.01 24.12% |
| Symbol | Digerati |
Digerati Technologies '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 Digerati Technologies' otc 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 Digerati Technologies.
| 02/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Digerati Technologies on February 9, 2023 and sell it all today you would earn a total of 0.00 from holding Digerati Technologies or generate 0.0% return on investment in Digerati Technologies over 660 days. Digerati Technologies is related to or competes with Proximus, Singapore Telecommunicatio, TelstraLimited, MTN Group, Telefonica, Verizon Communications, and ATT. Digerati Technologies, Inc., through its subsidiaries, provides Internet-based telephony products and services through i... More
Digerati Technologies 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 Digerati Technologies' otc 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 Digerati Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.65 | |||
| Information Ratio | 0.05 | |||
| Maximum Drawdown | 57.31 | |||
| Value At Risk | (16.00) | |||
| Potential Upside | 28.89 |
Digerati Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Digerati Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Digerati Technologies' standard deviation. In reality, there are many statistical measures that can use Digerati Technologies historical prices to predict the future Digerati Technologies' volatility.| Risk Adjusted Performance | 0.057 | |||
| Jensen Alpha | 0.5241 | |||
| Total Risk Alpha | (1.18) | |||
| Sortino Ratio | 0.0579 | |||
| Treynor Ratio | 0.5391 |
Digerati Technologies Backtested Returns
Digerati Technologies appears to be out of control, given 3 months investment horizon. Digerati Technologies secures Sharpe Ratio (or Efficiency) of 0.0604, which denotes the company had a 0.0604% return per unit of risk over the last 3 months. By reviewing Digerati Technologies' technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please utilize Digerati Technologies' Coefficient Of Variation of 1604.02, mean deviation of 6.98, and Downside Deviation of 9.65 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Digerati Technologies holds a performance score of 4. The firm shows a Beta (market volatility) of 1.27, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Digerati Technologies will likely underperform. Please check Digerati Technologies' downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Digerati Technologies' price patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Digerati Technologies has modest predictability. Overlapping area represents the amount of predictability between Digerati Technologies time series from 9th of February 2023 to 5th of January 2024 and 5th of January 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 Digerati Technologies price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Digerati Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Digerati Technologies lagged returns against current returns
Autocorrelation, which is Digerati Technologies otc 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 Digerati Technologies' otc stock expected returns. We can calculate the autocorrelation of Digerati Technologies returns to help us make a trade decision. For example, suppose you find that Digerati Technologies has exhibited high autocorrelation historically, and you observe that the otc 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 |
Digerati Technologies 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 Digerati Technologies otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Digerati Technologies otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Digerati Technologies otc stock over time.
Current vs Lagged Prices |
| Timeline |
Digerati Technologies Lagged Returns
When evaluating Digerati Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Digerati Technologies otc stock have on its future price. Digerati Technologies 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, Digerati Technologies autocorrelation shows the relationship between Digerati Technologies otc stock current value and its past values and can show if there is a momentum factor associated with investing in Digerati Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Digerati OTC Stock
Digerati Technologies financial ratios help investors to determine whether Digerati OTC 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 Digerati with respect to the benefits of owning Digerati Technologies security.