DBS GROUP's market value is the price at which a share of DBS GROUP trades on a public exchange. It measures the collective expectations of DBS GROUP ADR4 investors about its performance. DBS GROUP is trading at 126.00 as of the 9th of January 2025. This is a 1.61% up since the beginning of the trading day. The stock's lowest day price was 126.0. With this module, you can estimate the performance of a buy and hold strategy of DBS GROUP ADR4 and determine expected loss or profit from investing in DBS GROUP over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
DBS
DBS GROUP '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 DBS GROUP'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 DBS GROUP.
0.00
01/20/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/09/2025
0.00
If you would invest 0.00 in DBS GROUP on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding DBS GROUP ADR4 or generate 0.0% return on investment in DBS GROUP over 720 days.
DBS GROUP 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 DBS GROUP'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 DBS GROUP ADR4 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 DBS GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DBS GROUP's standard deviation. In reality, there are many statistical measures that can use DBS GROUP historical prices to predict the future DBS GROUP's volatility.
DBS GROUP appears to be very steady, given 3 months investment horizon. DBS GROUP ADR4 secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the company had a 0.23% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for DBS GROUP ADR4, which you can use to evaluate the volatility of the entity. Please utilize DBS GROUP's Market Risk Adjusted Performance of (1.79), downside deviation of 1.18, and Mean Deviation of 0.8431 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DBS GROUP holds a performance score of 18. 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 DBS GROUP are expected to decrease at a much lower rate. During the bear market, DBS GROUP is likely to outperform the market. Please check DBS GROUP's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether DBS GROUP's price patterns will revert.
Auto-correlation
-0.01
Very weak reverse predictability
DBS GROUP ADR4 has very weak reverse predictability. Overlapping area represents the amount of predictability between DBS GROUP time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th 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 DBS GROUP ADR4 price movement. The serial correlation of -0.01 indicates that just 1.0% of current DBS GROUP price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.01
Spearman Rank Test
0.07
Residual Average
0.0
Price Variance
201.91
DBS GROUP ADR4 lagged returns against current returns
Autocorrelation, which is DBS GROUP 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 DBS GROUP's stock expected returns. We can calculate the autocorrelation of DBS GROUP returns to help us make a trade decision. For example, suppose you find that DBS GROUP 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
DBS GROUP 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 DBS GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DBS GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DBS GROUP stock over time.
Current vs Lagged Prices
Timeline
DBS GROUP Lagged Returns
When evaluating DBS GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DBS GROUP stock have on its future price. DBS GROUP 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, DBS GROUP autocorrelation shows the relationship between DBS GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in DBS GROUP ADR4.