Dieteren Nv Adr Stock Market Value
| SIETY Stock | USD 108.04 0.00 0.00% |
| 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.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in D’Ieteren on December 13, 2022 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 National Beverage, U Power, Tesla, PACCAR, SunOpta, Marfrig Global, and BBB Foods. 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.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 13.69 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 2.52 |
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 | (0.04) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | 2.58 |
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
DIeteren NV ADR secures Sharpe Ratio (or Efficiency) of -0.0599, which denotes the company had a -0.0599% return per unit of standard deviation over the last 3 months. DIeteren NV ADR exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm D’Ieteren's Coefficient Of Variation of (1,670), mean deviation of 1.11, and Standard Deviation of 2.38 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.059, which means not very significant fluctuations relative to the market. 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. At this point, DIeteren NV ADR has a negative expected return of -0.14%. Please make sure to confirm D’Ieteren's coefficient of variation, value at risk, as well as the relationship between the Value At Risk and day typical price , to decide if DIeteren NV ADR performance from the past will be repeated at some future point.
Auto-correlation | -0.09 |
Very weak reverse predictability
DIeteren NV ADR has very weak reverse predictability. Overlapping area represents the amount of predictability between D’Ieteren time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 DIeteren NV ADR price movement. The serial correlation of -0.09 indicates that less than 9.0% of current D’Ieteren price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 61.08 |
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.