Dentsu's market value is the price at which a share of Dentsu trades on a public exchange. It measures the collective expectations of Dentsu Group investors about its performance. Dentsu is trading at 21.80 as of the 11th of January 2025. This is a 0.91 percent decrease since the beginning of the trading day. The stock's lowest day price was 21.8. With this module, you can estimate the performance of a buy and hold strategy of Dentsu Group and determine expected loss or profit from investing in Dentsu over a given investment horizon. Check out Dentsu Correlation, Dentsu Volatility and Dentsu Alpha and Beta module to complement your research on Dentsu.
Please note, there is a significant difference between Dentsu's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dentsu is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dentsu's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Dentsu '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 Dentsu'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 Dentsu.
0.00
12/12/2024
No Change 0.00
0.0
In 30 days
01/11/2025
0.00
If you would invest 0.00 in Dentsu on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Dentsu Group or generate 0.0% return on investment in Dentsu over 30 days. Dentsu is related to or competes with CARSALESCOM, Motorcar Parts, Sterling Construction, ARDAGH METAL, Nufarm, and Hanison Construction. Dentsu Inc. provides advertising services in Japan and internationally More
Dentsu 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 Dentsu'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 Dentsu Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dentsu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dentsu's standard deviation. In reality, there are many statistical measures that can use Dentsu historical prices to predict the future Dentsu's volatility.
Dentsu Group secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the company had a -0.14% return per unit of risk over the last 3 months. Dentsu Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dentsu's Mean Deviation of 1.55, variance of 6.77, and Standard Deviation of 2.6 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dentsu are expected to decrease at a much lower rate. During the bear market, Dentsu is likely to outperform the market. At this point, Dentsu Group has a negative expected return of -0.38%. Please make sure to confirm Dentsu's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Dentsu Group performance from the past will be repeated at some point in the near future.
Auto-correlation
0.79
Good predictability
Dentsu Group has good predictability. Overlapping area represents the amount of predictability between Dentsu time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th 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 Dentsu Group price movement. The serial correlation of 0.79 indicates that around 79.0% of current Dentsu price fluctuation can be explain by its past prices.
Correlation Coefficient
0.79
Spearman Rank Test
0.83
Residual Average
0.0
Price Variance
0.33
Dentsu Group lagged returns against current returns
Autocorrelation, which is Dentsu 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 Dentsu's stock expected returns. We can calculate the autocorrelation of Dentsu returns to help us make a trade decision. For example, suppose you find that Dentsu 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
Dentsu 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 Dentsu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dentsu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dentsu stock over time.
Current vs Lagged Prices
Timeline
Dentsu Lagged Returns
When evaluating Dentsu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dentsu stock have on its future price. Dentsu 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, Dentsu autocorrelation shows the relationship between Dentsu stock current value and its past values and can show if there is a momentum factor associated with investing in Dentsu Group.
Dentsu financial ratios help investors to determine whether Dentsu 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 Dentsu with respect to the benefits of owning Dentsu security.