Dieteren Group Sa Stock Market Value
| SIEVF Stock | USD 213.00 5.83 2.81% |
| Symbol | DIeteren |
DIeteren Group '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 DIeteren Group'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 DIeteren Group.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in DIeteren Group on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding DIeteren Group SA or generate 0.0% return on investment in DIeteren Group over 300 days. DIeteren Group is related to or competes with Vroom, CarMax, SunCar Technology, U Power, and Camping World. DIeteren Group SA, operates as an investment company worldwide More
DIeteren Group 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 DIeteren Group'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 Group SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 13.52 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 2.55 |
DIeteren Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DIeteren Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DIeteren Group's standard deviation. In reality, there are many statistical measures that can use DIeteren Group historical prices to predict the future DIeteren Group's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (3.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DIeteren Group'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 Group SA Backtested Returns
DIeteren Group SA secures Sharpe Ratio (or Efficiency) of -0.0844, which denotes the company had a -0.0844% return per unit of standard deviation over the last 3 months. DIeteren Group SA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DIeteren Group's Coefficient Of Variation of (1,212), mean deviation of 0.7037, and Standard Deviation of 1.74 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0442, which means not very significant fluctuations relative to the market. As returns on the market increase, DIeteren Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding DIeteren Group is expected to be smaller as well. At this point, DIeteren Group SA has a negative expected return of -0.15%. Please make sure to confirm DIeteren Group's jensen alpha, as well as the relationship between the skewness and day median price , to decide if DIeteren Group SA performance from the past will be repeated at some future point.
Auto-correlation | 0.35 |
Below average predictability
DIeteren Group SA has below average predictability. Overlapping area represents the amount of predictability between DIeteren Group time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 DIeteren Group SA price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current DIeteren Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 31.55 |
DIeteren Group SA lagged returns against current returns
Autocorrelation, which is DIeteren Group 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 DIeteren Group's pink sheet expected returns. We can calculate the autocorrelation of DIeteren Group returns to help us make a trade decision. For example, suppose you find that DIeteren Group 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 |
DIeteren Group 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 DIeteren Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DIeteren Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DIeteren Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
DIeteren Group Lagged Returns
When evaluating DIeteren Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DIeteren Group pink sheet have on its future price. DIeteren Group 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, DIeteren Group autocorrelation shows the relationship between DIeteren Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DIeteren Group SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DIeteren Pink Sheet
DIeteren Group financial ratios help investors to determine whether DIeteren Pink Sheet 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 DIeteren with respect to the benefits of owning DIeteren Group security.