DBT SA (France) Market Value
| ALDBT Stock | EUR 0.61 0.06 10.91% |
| Symbol | DBT |
DBT SA '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 DBT SA'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 DBT SA.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in DBT SA on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding DBT SA or generate 0.0% return on investment in DBT SA over 90 days. DBT SA is related to or competes with Biophytis, Drone Volt, and Novacyt. DBT SA primarily designs, manufactures, and distributes charging stations for electric vehicles in France More
DBT SA 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 DBT SA'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 DBT SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | 0.1206 | |||
| Maximum Drawdown | 35.59 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 5.56 |
DBT SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DBT SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DBT SA's standard deviation. In reality, there are many statistical measures that can use DBT SA historical prices to predict the future DBT SA's volatility.| Risk Adjusted Performance | 0.095 | |||
| Jensen Alpha | 0.4425 | |||
| Total Risk Alpha | 1.06 | |||
| Sortino Ratio | 0.1611 | |||
| Treynor Ratio | (2.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DBT SA'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.
DBT SA Backtested Returns
DBT SA appears to be out of control, given 3 months investment horizon. DBT SA secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of volatility over the last 3 months. By examining DBT SA's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please utilize DBT SA's Downside Deviation of 3.55, mean deviation of 2.72, and Market Risk Adjusted Performance of (2.42) to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DBT SA holds a performance score of 11. The firm shows a Beta (market volatility) of -0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DBT SA are expected to decrease at a much lower rate. During the bear market, DBT SA is likely to outperform the market. Please check DBT SA's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether DBT SA's price patterns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
DBT SA has modest reverse predictability. Overlapping area represents the amount of predictability between DBT SA time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 DBT SA price movement. The serial correlation of -0.48 indicates that about 48.0% of current DBT SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DBT SA lagged returns against current returns
Autocorrelation, which is DBT SA 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 DBT SA's stock expected returns. We can calculate the autocorrelation of DBT SA returns to help us make a trade decision. For example, suppose you find that DBT SA 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 |
DBT SA 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 DBT SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DBT SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DBT SA stock over time.
Current vs Lagged Prices |
| Timeline |
DBT SA Lagged Returns
When evaluating DBT SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DBT SA stock have on its future price. DBT SA 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, DBT SA autocorrelation shows the relationship between DBT SA stock current value and its past values and can show if there is a momentum factor associated with investing in DBT SA.
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 DBT Stock Analysis
When running DBT SA's price analysis, check to measure DBT SA'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 DBT SA is operating at the current time. Most of DBT SA's value examination focuses on studying past and present price action to predict the probability of DBT SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DBT SA's price. Additionally, you may evaluate how the addition of DBT SA to your portfolios can decrease your overall portfolio volatility.