Diös Fastigheter (Germany) Market Value
| D1F Stock | EUR 6.01 0.03 0.50% |
| Symbol | Diös |
Diös Fastigheter '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 Diös Fastigheter'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 Diös Fastigheter.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Diös Fastigheter on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Dis Fastigheter AB or generate 0.0% return on investment in Diös Fastigheter over 90 days. Diös Fastigheter is related to or competes with BW OFFSHORE, NAKED WINES, SBM OFFSHORE, Eidesvik Offshore, and TAL Education. Dis Fastigheter AB develops, owns, and rents commercial and residential properties in Sweden More
Diös Fastigheter 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 Diös Fastigheter'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 Dis Fastigheter AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 12.69 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 2.12 |
Diös Fastigheter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diös Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diös Fastigheter's standard deviation. In reality, there are many statistical measures that can use Diös Fastigheter historical prices to predict the future Diös Fastigheter's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.1493 | |||
| Treynor Ratio | (9.27) |
Dis Fastigheter AB Backtested Returns
Dis Fastigheter AB secures Sharpe Ratio (or Efficiency) of -0.0851, which denotes the company had a -0.0851 % return per unit of risk over the last 3 months. Dis Fastigheter AB exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Diös Fastigheter's Mean Deviation of 1.4, standard deviation of 1.86, and Variance of 3.46 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0177, which means not very significant fluctuations relative to the market. As returns on the market increase, Diös Fastigheter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Diös Fastigheter is expected to be smaller as well. At this point, Dis Fastigheter AB has a negative expected return of -0.16%. Please make sure to confirm Diös Fastigheter's total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if Dis Fastigheter AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Dis Fastigheter AB has good predictability. Overlapping area represents the amount of predictability between Diös Fastigheter time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Dis Fastigheter AB price movement. The serial correlation of 0.75 indicates that around 75.0% of current Diös Fastigheter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Dis Fastigheter AB lagged returns against current returns
Autocorrelation, which is Diös Fastigheter 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 Diös Fastigheter's stock expected returns. We can calculate the autocorrelation of Diös Fastigheter returns to help us make a trade decision. For example, suppose you find that Diös Fastigheter 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 |
Diös Fastigheter 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 Diös Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diös Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diös Fastigheter stock over time.
Current vs Lagged Prices |
| Timeline |
Diös Fastigheter Lagged Returns
When evaluating Diös Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diös Fastigheter stock have on its future price. Diös Fastigheter 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, Diös Fastigheter autocorrelation shows the relationship between Diös Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Dis Fastigheter AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Diös Stock
Diös Fastigheter financial ratios help investors to determine whether Diös 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 Diös with respect to the benefits of owning Diös Fastigheter security.