Daito Trust (Germany) Market Value

4D7 Stock  EUR 93.50  0.50  0.54%   
Daito Trust's market value is the price at which a share of Daito Trust trades on a public exchange. It measures the collective expectations of Daito Trust Construction investors about its performance. Daito Trust is trading at 93.50 as of the 15th of March 2025. This is a 0.54 percent increase since the beginning of the trading day. The stock's lowest day price was 93.5.
With this module, you can estimate the performance of a buy and hold strategy of Daito Trust Construction and determine expected loss or profit from investing in Daito Trust over a given investment horizon. Check out Daito Trust Correlation, Daito Trust Volatility and Daito Trust Alpha and Beta module to complement your research on Daito Trust.
Symbol

Please note, there is a significant difference between Daito Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Daito Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Daito Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Daito Trust '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 Daito Trust'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 Daito Trust.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Daito Trust on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Daito Trust Construction or generate 0.0% return on investment in Daito Trust over 90 days. Daito Trust is related to or competes with Mitsui Chemicals, UNIQA INSURANCE, SILICON LABORATOR, UNICREDIT SPA, COREBRIDGE FINANCIAL, Sekisui Chemical, and Sinopec Shanghai. Daito Trust Construction Co., Ltd. designs and constructs apartments, condominiums, rental office buildings, factories, ... More

Daito Trust 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 Daito Trust'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 Daito Trust Construction upside and downside potential and time the market with a certain degree of confidence.

Daito Trust Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Daito Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daito Trust's standard deviation. In reality, there are many statistical measures that can use Daito Trust historical prices to predict the future Daito Trust's volatility.
Hype
Prediction
LowEstimatedHigh
92.3293.5094.68
Details
Intrinsic
Valuation
LowRealHigh
85.1586.33102.85
Details

Daito Trust Construction Backtested Returns

Daito Trust Construction secures Sharpe Ratio (or Efficiency) of -0.2, which denotes the company had a -0.2 % return per unit of risk over the last 3 months. Daito Trust Construction exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Daito Trust's Standard Deviation of 1.18, variance of 1.4, and Mean Deviation of 0.9729 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0471, which means not very significant fluctuations relative to the market. As returns on the market increase, Daito Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daito Trust is expected to be smaller as well. At this point, Daito Trust Construction has a negative expected return of -0.23%. Please make sure to confirm Daito Trust's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Daito Trust Construction performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.39  

Below average predictability

Daito Trust Construction has below average predictability. Overlapping area represents the amount of predictability between Daito Trust time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Daito Trust Construction price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Daito Trust price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test0.03
Residual Average0.0
Price Variance3.95

Daito Trust Construction lagged returns against current returns

Autocorrelation, which is Daito Trust 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 Daito Trust's stock expected returns. We can calculate the autocorrelation of Daito Trust returns to help us make a trade decision. For example, suppose you find that Daito Trust 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  

Daito Trust 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 Daito Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daito Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daito Trust stock over time.
   Current vs Lagged Prices   
       Timeline  

Daito Trust Lagged Returns

When evaluating Daito Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daito Trust stock have on its future price. Daito Trust 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, Daito Trust autocorrelation shows the relationship between Daito Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Daito Trust Construction.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in Daito Stock

Daito Trust financial ratios help investors to determine whether Daito 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 Daito with respect to the benefits of owning Daito Trust security.