DS Smith (UK) Market Value
| SMDS Stock | 582.00 12.00 2.02% |
| Symbol | SMDS |
DS Smith '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 DS Smith'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 DS Smith.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in DS Smith on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding DS Smith PLC or generate 0.0% return on investment in DS Smith over 720 days. DS Smith is related to or competes with Norwegian Air, Impax Environmental, Aeorema Communications, Cellnex Telecom, Wizz Air, and Zoom Video. DS Smith is entity of United Kingdom. It is traded as Stock on LSE exchange. More
DS Smith 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 DS Smith'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 DS Smith PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.1227 | |||
| Maximum Drawdown | 15.46 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.5 |
DS Smith Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DS Smith's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DS Smith's standard deviation. In reality, there are many statistical measures that can use DS Smith historical prices to predict the future DS Smith's volatility.| Risk Adjusted Performance | 0.1448 | |||
| Jensen Alpha | 0.3796 | |||
| Total Risk Alpha | 0.0423 | |||
| Sortino Ratio | 0.2001 | |||
| Treynor Ratio | 2.92 |
DS Smith PLC Backtested Returns
DS Smith appears to be very steady, given 3 months investment horizon. DS Smith PLC retains Efficiency (Sharpe Ratio) of 0.18, which denotes the company had a 0.18% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for DS Smith, which you can use to evaluate the volatility of the firm. Please utilize DS Smith's Downside Deviation of 1.38, standard deviation of 2.25, and Market Risk Adjusted Performance of 2.93 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DS Smith holds a performance score of 14. The firm owns a Beta (Systematic Risk) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, DS Smith's returns are expected to increase less than the market. However, during the bear market, the loss of holding DS Smith is expected to be smaller as well. Please check DS Smith's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether DS Smith's current price history will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
DS Smith PLC has very good reverse predictability. Overlapping area represents the amount of predictability between DS Smith time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 DS Smith PLC price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current DS Smith price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 6583.41 |
DS Smith PLC lagged returns against current returns
Autocorrelation, which is DS Smith 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 DS Smith's stock expected returns. We can calculate the autocorrelation of DS Smith returns to help us make a trade decision. For example, suppose you find that DS Smith 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 |
DS Smith 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 DS Smith stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DS Smith stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DS Smith stock over time.
Current vs Lagged Prices |
| Timeline |
DS Smith Lagged Returns
When evaluating DS Smith's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DS Smith stock have on its future price. DS Smith 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, DS Smith autocorrelation shows the relationship between DS Smith stock current value and its past values and can show if there is a momentum factor associated with investing in DS Smith PLC.
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 SMDS Stock Analysis
When running DS Smith's price analysis, check to measure DS Smith'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 DS Smith is operating at the current time. Most of DS Smith's value examination focuses on studying past and present price action to predict the probability of DS Smith's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DS Smith's price. Additionally, you may evaluate how the addition of DS Smith to your portfolios can decrease your overall portfolio volatility.