Dieteren Nv Adr Stock Market Value
| SIETY Stock | USD 82.14 0.03 0.04% |
| Symbol | D’Ieteren |
D’Ieteren '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 D’Ieteren'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 D’Ieteren.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in D’Ieteren on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding DIeteren NV ADR or generate 0.0% return on investment in D’Ieteren over 720 days. D’Ieteren is related to or competes with MGIC Investment, PennantPark Floating, Tradeweb Markets, Summit Hotel, and Western Acquisition. DIeteren Group SA, operates as an investment company worldwide More
D’Ieteren 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 D’Ieteren'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 DIeteren NV ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.59 | |||
| Information Ratio | 0.1502 | |||
| Maximum Drawdown | 187.58 | |||
| Value At Risk | (47.16) | |||
| Potential Upside | 92.55 |
D’Ieteren Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for D’Ieteren's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as D’Ieteren's standard deviation. In reality, there are many statistical measures that can use D’Ieteren historical prices to predict the future D’Ieteren's volatility.| Risk Adjusted Performance | 0.1375 | |||
| Jensen Alpha | 5.68 | |||
| Total Risk Alpha | 1.65 | |||
| Sortino Ratio | 0.1866 | |||
| Treynor Ratio | (7.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of D’Ieteren's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
DIeteren NV ADR Backtested Returns
D’Ieteren is slightly risky given 3 months investment horizon. DIeteren NV ADR secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 5.62% are justified by taking the suggested risk. Use D’Ieteren Semi Deviation of 15.9, downside deviation of 29.59, and Mean Deviation of 20.09 to evaluate company specific risk that cannot be diversified away. D’Ieteren holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning D’Ieteren are expected to decrease at a much lower rate. During the bear market, D’Ieteren is likely to outperform the market. Use D’Ieteren sortino ratio, as well as the relationship between the semi variance and day median price , to analyze future returns on D’Ieteren.
Auto-correlation | -0.17 |
Insignificant reverse predictability
DIeteren NV ADR has insignificant reverse predictability. Overlapping area represents the amount of predictability between D’Ieteren time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DIeteren NV ADR price movement. The serial correlation of -0.17 indicates that over 17.0% of current D’Ieteren price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 507.5 |
DIeteren NV ADR lagged returns against current returns
Autocorrelation, which is D’Ieteren 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 D’Ieteren's pink sheet expected returns. We can calculate the autocorrelation of D’Ieteren returns to help us make a trade decision. For example, suppose you find that D’Ieteren 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 |
D’Ieteren 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 D’Ieteren pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if D’Ieteren pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in D’Ieteren pink sheet over time.
Current vs Lagged Prices |
| Timeline |
D’Ieteren Lagged Returns
When evaluating D’Ieteren's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of D’Ieteren pink sheet have on its future price. D’Ieteren 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, D’Ieteren autocorrelation shows the relationship between D’Ieteren pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DIeteren NV ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for D’Ieteren Pink Sheet Analysis
When running D’Ieteren's price analysis, check to measure D’Ieteren's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy D’Ieteren is operating at the current time. Most of D’Ieteren's value examination focuses on studying past and present price action to predict the probability of D’Ieteren's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move D’Ieteren's price. Additionally, you may evaluate how the addition of D’Ieteren to your portfolios can decrease your overall portfolio volatility.