Daiwa House (Germany) Market Value
| DWH Stock | EUR 29.20 0.40 1.39% |
| Symbol | Daiwa |
Daiwa House '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 Daiwa House'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 Daiwa House.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Daiwa House on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Daiwa House Industry or generate 0.0% return on investment in Daiwa House over 30 days. Daiwa House is related to or competes with Sun Hung, China Overseas, CHINA VANKE, Longfor Group, Mitsui Fudosan, Mitsubishi Estate, and Daiwa House. Daiwa House Industry Co., Ltd. engages in the construction business worldwide More
Daiwa House 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 Daiwa House'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 Daiwa House Industry upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.14 |
Daiwa House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daiwa House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daiwa House's standard deviation. In reality, there are many statistical measures that can use Daiwa House historical prices to predict the future Daiwa House's volatility.| Risk Adjusted Performance | 0.0631 | |||
| Jensen Alpha | 0.0332 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1934 |
Daiwa House Industry Backtested Returns
At this point, Daiwa House is very steady. Daiwa House Industry secures Sharpe Ratio (or Efficiency) of 0.0991, which denotes the company had a 0.0991% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Daiwa House Industry, which you can use to evaluate the volatility of the firm. Please confirm Daiwa House's Mean Deviation of 0.9164, coefficient of variation of 1285.61, and Downside Deviation of 1.21 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Daiwa House has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, Daiwa House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daiwa House is expected to be smaller as well. Daiwa House Industry right now shows a risk of 1.19%. Please confirm Daiwa House Industry sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to decide if Daiwa House Industry will be following its price patterns.
Auto-correlation | 0.61 |
Good predictability
Daiwa House Industry has good predictability. Overlapping area represents the amount of predictability between Daiwa House time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Daiwa House Industry price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Daiwa House price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Daiwa House Industry lagged returns against current returns
Autocorrelation, which is Daiwa House 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 Daiwa House's stock expected returns. We can calculate the autocorrelation of Daiwa House returns to help us make a trade decision. For example, suppose you find that Daiwa House 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 |
Daiwa House 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 Daiwa House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daiwa House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daiwa House stock over time.
Current vs Lagged Prices |
| Timeline |
Daiwa House Lagged Returns
When evaluating Daiwa House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daiwa House stock have on its future price. Daiwa House 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, Daiwa House autocorrelation shows the relationship between Daiwa House stock current value and its past values and can show if there is a momentum factor associated with investing in Daiwa House Industry.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Daiwa Stock
Daiwa House financial ratios help investors to determine whether Daiwa 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 Daiwa with respect to the benefits of owning Daiwa House security.