Data Modul (Germany) Market Value
| DAM Stock | EUR 26.80 0.20 0.74% |
| Symbol | Data |
Data Modul '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 Data Modul'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 Data Modul.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Data Modul on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Data Modul AG or generate 0.0% return on investment in Data Modul over 60 days. Data Modul is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
Data Modul 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 Data Modul'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 Data Modul AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.15 | |||
| Information Ratio | 0.0344 | |||
| Maximum Drawdown | 18.36 | |||
| Value At Risk | (3.36) | |||
| Potential Upside | 5.38 |
Data Modul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Data Modul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Data Modul's standard deviation. In reality, there are many statistical measures that can use Data Modul historical prices to predict the future Data Modul's volatility.| Risk Adjusted Performance | 0.0413 | |||
| Jensen Alpha | 0.1148 | |||
| Total Risk Alpha | 0.0694 | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | (3.70) |
Data Modul AG Backtested Returns
As of now, Data Stock is not too volatile. Data Modul AG secures Sharpe Ratio (or Efficiency) of 0.0443, which denotes the company had a 0.0443% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Data Modul AG, which you can use to evaluate the volatility of the firm. Please confirm Data Modul's Mean Deviation of 2.05, coefficient of variation of 2381.87, and Downside Deviation of 3.15 to check if the risk estimate we provide is consistent with the expected return of 0.14%. Data Modul has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0309, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Data Modul are expected to decrease at a much lower rate. During the bear market, Data Modul is likely to outperform the market. Data Modul AG right now shows a risk of 3.05%. Please confirm Data Modul AG potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Data Modul AG will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Data Modul AG has weak reverse predictability. Overlapping area represents the amount of predictability between Data Modul 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 Data Modul AG price movement. The serial correlation of -0.25 indicates that over 25.0% of current Data Modul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Data Modul AG lagged returns against current returns
Autocorrelation, which is Data Modul 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 Data Modul's stock expected returns. We can calculate the autocorrelation of Data Modul returns to help us make a trade decision. For example, suppose you find that Data Modul 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 |
Data Modul 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 Data Modul stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Data Modul stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Data Modul stock over time.
Current vs Lagged Prices |
| Timeline |
Data Modul Lagged Returns
When evaluating Data Modul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Data Modul stock have on its future price. Data Modul 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, Data Modul autocorrelation shows the relationship between Data Modul stock current value and its past values and can show if there is a momentum factor associated with investing in Data Modul AG.
Regressed Prices |
| Timeline |
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Data Modul financial ratios help investors to determine whether Data 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 Data with respect to the benefits of owning Data Modul security.