DICKER DATA (Germany) Market Value
| D0D Stock | EUR 4.90 0.45 8.41% |
| Symbol | DICKER |
DICKER DATA '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 DICKER DATA'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 DICKER DATA.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in DICKER DATA on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding DICKER DATA LTD or generate 0.0% return on investment in DICKER DATA over 60 days. DICKER DATA is related to or competes with BioNTech, ASPEN TECHINC, BG Foods, COFCO Joycome, Ebro Foods, SLIGRO FOOD, and ACCSYS TECHPLC. Dicker Data Limited engages in the wholesale distribution of computer hardware, software, and related products in Austra... More
DICKER DATA 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 DICKER DATA'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 DICKER DATA LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.23 | |||
| Information Ratio | 0.0092 | |||
| Maximum Drawdown | 12.27 | |||
| Value At Risk | (4.77) | |||
| Potential Upside | 5.01 |
DICKER DATA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DICKER DATA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DICKER DATA's standard deviation. In reality, there are many statistical measures that can use DICKER DATA historical prices to predict the future DICKER DATA's volatility.| Risk Adjusted Performance | 0.011 | |||
| Jensen Alpha | 0.0165 | |||
| Total Risk Alpha | 0.0943 | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.0069 |
DICKER DATA LTD Backtested Returns
DICKER DATA LTD retains Efficiency (Sharpe Ratio) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. DICKER DATA exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DICKER DATA's Market Risk Adjusted Performance of 0.0169, coefficient of variation of 21038.94, and Downside Deviation of 3.23 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.55, which means possible diversification benefits within a given portfolio. As returns on the market increase, DICKER DATA's returns are expected to increase less than the market. However, during the bear market, the loss of holding DICKER DATA is expected to be smaller as well. At this point, DICKER DATA LTD has a negative expected return of -0.0071%. Please make sure to confirm DICKER DATA's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if DICKER DATA LTD performance from the past will be repeated in the future.
Auto-correlation | -0.01 |
Very weak reverse predictability
DICKER DATA LTD has very weak reverse predictability. Overlapping area represents the amount of predictability between DICKER DATA time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 DICKER DATA LTD price movement. The serial correlation of -0.01 indicates that just 1.0% of current DICKER DATA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
DICKER DATA LTD lagged returns against current returns
Autocorrelation, which is DICKER DATA 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 DICKER DATA's stock expected returns. We can calculate the autocorrelation of DICKER DATA returns to help us make a trade decision. For example, suppose you find that DICKER DATA 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 |
DICKER DATA 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 DICKER DATA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DICKER DATA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DICKER DATA stock over time.
Current vs Lagged Prices |
| Timeline |
DICKER DATA Lagged Returns
When evaluating DICKER DATA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DICKER DATA stock have on its future price. DICKER DATA 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, DICKER DATA autocorrelation shows the relationship between DICKER DATA stock current value and its past values and can show if there is a momentum factor associated with investing in DICKER DATA LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DICKER Stock
DICKER DATA financial ratios help investors to determine whether DICKER 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 DICKER with respect to the benefits of owning DICKER DATA security.