Dicker Data (Australia) Market Value
| DDR Stock | 8.42 0.07 0.84% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Dicker Data on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Dicker Data or generate 0.0% return on investment in Dicker Data over 90 days. Dicker Data is related to or competes with Australian United, Djerriwarrh Investments, BKI Investment, Platinum Asia, and Garda Diversified. Dicker Data is entity of Australia. It is traded as Stock on AU exchange. 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0317 | |||
| Maximum Drawdown | 13.4 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 2.82 |
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 | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.1857 | |||
| Treynor Ratio | 1.74 |
Dicker Data Backtested Returns
Currently, Dicker Data is not too volatile. Dicker Data secures Sharpe Ratio (or Efficiency) of 0.0166, which denotes the company had a 0.0166 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Dicker Data, which you can use to evaluate the volatility of the firm. Please confirm Dicker Data's Standard Deviation of 1.88, mean deviation of 1.3, and Coefficient Of Variation of (4,755) to check if the risk estimate we provide is consistent with the expected return of 0.0308%. Dicker Data has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0285, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dicker Data are expected to decrease at a much lower rate. During the bear market, Dicker Data is likely to outperform the market. Dicker Data right now shows a risk of 1.85%. Please confirm Dicker Data standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Dicker Data will be following its price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Dicker Data has very weak reverse predictability. Overlapping area represents the amount of predictability between Dicker Data 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 Dicker Data price movement. The serial correlation of -0.03 indicates that only 3.0% of current Dicker Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Dicker Data 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.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Dicker Stock Analysis
When running Dicker Data's price analysis, check to measure Dicker Data'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 Dicker Data is operating at the current time. Most of Dicker Data's value examination focuses on studying past and present price action to predict the probability of Dicker Data's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dicker Data's price. Additionally, you may evaluate how the addition of Dicker Data to your portfolios can decrease your overall portfolio volatility.