Dosilicon (China) Market Value
| 688110 Stock | 24.76 0.05 0.20% |
| Symbol | Dosilicon |
Dosilicon '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 Dosilicon'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 Dosilicon.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Dosilicon on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Dosilicon Co or generate 0.0% return on investment in Dosilicon over 60 days. Dosilicon is related to or competes with New China, Ming Yang, Loctek Ergonomic, Yes Optoelectronics, Hunan Nanling, Guangdong Tianhe, and Shandong Ruifeng. Dosilicon is entity of China. It is traded as Stock on SHG exchange. More
Dosilicon 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 Dosilicon'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 Dosilicon Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.95 | |||
| Information Ratio | 0.1404 | |||
| Maximum Drawdown | 28.09 | |||
| Value At Risk | (6.77) | |||
| Potential Upside | 10.9 |
Dosilicon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dosilicon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dosilicon's standard deviation. In reality, there are many statistical measures that can use Dosilicon historical prices to predict the future Dosilicon's volatility.| Risk Adjusted Performance | 0.1257 | |||
| Jensen Alpha | 0.8181 | |||
| Total Risk Alpha | 0.7278 | |||
| Sortino Ratio | 0.2031 | |||
| Treynor Ratio | (2.99) |
Dosilicon Backtested Returns
At this point, Dosilicon is not too volatile. Dosilicon secures Sharpe Ratio (or Efficiency) of 0.0253, which denotes the company had a 0.0253% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dosilicon Co, which you can use to evaluate the volatility of the firm. Please confirm Dosilicon's Downside Deviation of 3.95, mean deviation of 3.84, and Coefficient Of Variation of 692.95 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Dosilicon has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dosilicon are expected to decrease at a much lower rate. During the bear market, Dosilicon is likely to outperform the market. Dosilicon right now shows a risk of 4.61%. Please confirm Dosilicon total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Dosilicon will be following its price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Dosilicon Co has good reverse predictability. Overlapping area represents the amount of predictability between Dosilicon time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Dosilicon price movement. The serial correlation of -0.54 indicates that about 54.0% of current Dosilicon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.98 |
Dosilicon lagged returns against current returns
Autocorrelation, which is Dosilicon 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 Dosilicon's stock expected returns. We can calculate the autocorrelation of Dosilicon returns to help us make a trade decision. For example, suppose you find that Dosilicon 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 |
Dosilicon 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 Dosilicon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dosilicon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dosilicon stock over time.
Current vs Lagged Prices |
| Timeline |
Dosilicon Lagged Returns
When evaluating Dosilicon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dosilicon stock have on its future price. Dosilicon 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, Dosilicon autocorrelation shows the relationship between Dosilicon stock current value and its past values and can show if there is a momentum factor associated with investing in Dosilicon Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dosilicon Stock
Dosilicon financial ratios help investors to determine whether Dosilicon 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 Dosilicon with respect to the benefits of owning Dosilicon security.