Digital Brand Media Stock Market Value
| DBMM Stock | USD 0 0.0001 6.25% |
| Symbol | Digital |
Digital Brand '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 Digital Brand's pink sheet 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 Digital Brand.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Digital Brand on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Digital Brand Media or generate 0.0% return on investment in Digital Brand over 90 days. Digital Brand is related to or competes with Baosheng Media, and National CineMedia. Digital Brand Media Marketing Group, Inc., together with its subsidiaries, crafts, designs, and executes digital marketi... More
Digital Brand 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 Digital Brand's pink sheet 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 Digital Brand Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.13 | |||
| Information Ratio | 0.134 | |||
| Maximum Drawdown | 200.93 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 33.33 |
Digital Brand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Digital Brand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Digital Brand's standard deviation. In reality, there are many statistical measures that can use Digital Brand historical prices to predict the future Digital Brand's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 4.36 | |||
| Total Risk Alpha | 7.92 | |||
| Sortino Ratio | 0.2526 | |||
| Treynor Ratio | 0.5221 |
Digital Brand Media Backtested Returns
Digital Brand is out of control given 3 months investment horizon. Digital Brand Media secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.39% are justified by taking the suggested risk. Use Digital Brand Downside Deviation of 14.13, mean deviation of 13.71, and Coefficient Of Variation of 774.94 to evaluate company specific risk that cannot be diversified away. Digital Brand holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 6.57, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Digital Brand will likely underperform. Use Digital Brand downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Digital Brand.
Auto-correlation | -0.34 |
Poor reverse predictability
Digital Brand Media has poor reverse predictability. Overlapping area represents the amount of predictability between Digital Brand 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 Digital Brand Media price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Digital Brand price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Digital Brand Media lagged returns against current returns
Autocorrelation, which is Digital Brand pink sheet'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 Digital Brand's pink sheet expected returns. We can calculate the autocorrelation of Digital Brand returns to help us make a trade decision. For example, suppose you find that Digital Brand has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Digital Brand 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 Digital Brand pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Digital Brand pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Digital Brand pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Digital Brand Lagged Returns
When evaluating Digital Brand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Digital Brand pink sheet have on its future price. Digital Brand 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, Digital Brand autocorrelation shows the relationship between Digital Brand pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Digital Brand Media.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Digital Pink Sheet
Digital Brand financial ratios help investors to determine whether Digital Pink Sheet 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 Digital with respect to the benefits of owning Digital Brand security.