DSJ Keep (India) Market Value
| KEEPLEARN | 4.60 0.06 1.29% |
| Symbol | DSJ |
DSJ Keep '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 DSJ Keep'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 DSJ Keep.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in DSJ Keep on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding DSJ Keep Learning or generate 0.0% return on investment in DSJ Keep over 30 days. DSJ Keep is related to or competes with Ortel Communications, Niraj Ispat, VIP Clothing, Praxis Home, S P, Osia Hyper, and Iris Clothings. DSJ Keep is entity of India. It is traded as Stock on NSE exchange. More
DSJ Keep 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 DSJ Keep'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 DSJ Keep Learning upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.8 | |||
| Information Ratio | 0.0396 | |||
| Maximum Drawdown | 15.1 | |||
| Value At Risk | (5.10) | |||
| Potential Upside | 4.97 |
DSJ Keep Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DSJ Keep's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DSJ Keep's standard deviation. In reality, there are many statistical measures that can use DSJ Keep historical prices to predict the future DSJ Keep's volatility.| Risk Adjusted Performance | 0.0695 | |||
| Jensen Alpha | 0.1055 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0437 | |||
| Treynor Ratio | 0.211 |
DSJ Keep Learning Backtested Returns
DSJ Keep appears to be moderately volatile, given 3 months investment horizon. DSJ Keep Learning secures Sharpe Ratio (or Efficiency) of 0.0667, which denotes the company had a 0.0667% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for DSJ Keep Learning, which you can use to evaluate the volatility of the firm. Please utilize DSJ Keep's downside deviation of 2.8, and Mean Deviation of 2.6 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DSJ Keep holds a performance score of 5. The firm shows a Beta (market volatility) of 1.14, which means a somewhat significant risk relative to the market. DSJ Keep returns are very sensitive to returns on the market. As the market goes up or down, DSJ Keep is expected to follow. Please check DSJ Keep's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether DSJ Keep's price patterns will revert.
Auto-correlation | 0.03 |
Virtually no predictability
DSJ Keep Learning has virtually no predictability. Overlapping area represents the amount of predictability between DSJ Keep time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 DSJ Keep Learning price movement. The serial correlation of 0.03 indicates that only 3.0% of current DSJ Keep price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
DSJ Keep Learning lagged returns against current returns
Autocorrelation, which is DSJ Keep 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 DSJ Keep's stock expected returns. We can calculate the autocorrelation of DSJ Keep returns to help us make a trade decision. For example, suppose you find that DSJ Keep 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 |
DSJ Keep 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 DSJ Keep stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DSJ Keep stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DSJ Keep stock over time.
Current vs Lagged Prices |
| Timeline |
DSJ Keep Lagged Returns
When evaluating DSJ Keep's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DSJ Keep stock have on its future price. DSJ Keep 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, DSJ Keep autocorrelation shows the relationship between DSJ Keep stock current value and its past values and can show if there is a momentum factor associated with investing in DSJ Keep Learning.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in DSJ Stock
DSJ Keep financial ratios help investors to determine whether DSJ 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 DSJ with respect to the benefits of owning DSJ Keep security.