Direct Equity International Stock Market Value
| DEQI Stock | USD 0.0001 0.00 0.00% |
| Symbol | Direct |
Direct Equity '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 Direct Equity'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 Direct Equity.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Direct Equity on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Direct Equity International or generate 0.0% return on investment in Direct Equity over 30 days. Direct Equity is related to or competes with Equifax, TransUnion, Booz Allen, and Bureau Veritas. Direct Equity International, Inc. engages in the business of developing and publishing video games and mobile software a... More
Direct Equity 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 Direct Equity'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 Direct Equity International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 95.0 |
Direct Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Direct Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Direct Equity's standard deviation. In reality, there are many statistical measures that can use Direct Equity historical prices to predict the future Direct Equity's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.56) | |||
| Total Risk Alpha | (3.03) | |||
| Treynor Ratio | (1.30) |
Direct Equity Intern Backtested Returns
Direct Equity Intern secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12% return per unit of risk over the last 3 months. Direct Equity International exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Direct Equity's Standard Deviation of 11.69, mean deviation of 2.84, and Variance of 136.74 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.11, which means a somewhat significant risk relative to the market. Direct Equity returns are very sensitive to returns on the market. As the market goes up or down, Direct Equity is expected to follow. At this point, Direct Equity Intern has a negative expected return of -1.48%. Please make sure to confirm Direct Equity's information ratio and kurtosis , to decide if Direct Equity Intern performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Direct Equity International has no correlation between past and present. Overlapping area represents the amount of predictability between Direct Equity time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Direct Equity Intern price movement. The serial correlation of 0.0 indicates that just 0.0% of current Direct Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Direct Equity Intern lagged returns against current returns
Autocorrelation, which is Direct Equity 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 Direct Equity's pink sheet expected returns. We can calculate the autocorrelation of Direct Equity returns to help us make a trade decision. For example, suppose you find that Direct Equity 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 |
Direct Equity 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 Direct Equity pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Direct Equity pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Direct Equity pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Direct Equity Lagged Returns
When evaluating Direct Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Direct Equity pink sheet have on its future price. Direct Equity 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, Direct Equity autocorrelation shows the relationship between Direct Equity pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Direct Equity International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Direct Pink Sheet
Direct Equity financial ratios help investors to determine whether Direct 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 Direct with respect to the benefits of owning Direct Equity security.