DBS GROUP (Germany) Market Value

DEVL Stock  EUR 31.47  0.48  1.55%   
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 HLDGS investors about its performance. DBS GROUP is trading at 31.47 as of the 8th of January 2025, a 1.55 percent up since the beginning of the trading day. The stock's lowest day price was 31.39.
With this module, you can estimate the performance of a buy and hold strategy of DBS GROUP HLDGS and determine expected loss or profit from investing in DBS GROUP over a given investment horizon. Check out DBS GROUP Correlation, DBS GROUP Volatility and DBS GROUP Alpha and Beta module to complement your research on DBS GROUP.
Symbol

Please note, there is a significant difference between DBS GROUP's value and its price as these two are different measures arrived at by different means. Investors typically determine if DBS GROUP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DBS GROUP'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.

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
12/09/2024
No Change 0.00  0.0 
In 30 days
01/08/2025
0.00
If you would invest  0.00  in DBS GROUP on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding DBS GROUP HLDGS or generate 0.0% return on investment in DBS GROUP over 30 days. DBS GROUP is related to or competes with Flowers Foods, TYSON FOODS, Caseys General, FAST RETAIL, MTY Food, INDOFOOD AGRI, and BURLINGTON STORES. More

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 HLDGS upside and downside potential and time the market with a certain degree of confidence.

DBS GROUP Market Risk Indicators

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.
Hype
Prediction
LowEstimatedHigh
29.6131.0332.45
Details
Intrinsic
Valuation
LowRealHigh
27.9335.3936.81
Details

DBS GROUP HLDGS Backtested Returns

DBS GROUP appears to be very steady, given 3 months investment horizon. DBS GROUP HLDGS secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had a 0.2% return per unit of volatility over the last 3 months. We have found thirty technical indicators for DBS GROUP HLDGS, which you can use to evaluate the volatility of the entity. Please utilize DBS GROUP's Market Risk Adjusted Performance of 4.18, mean deviation of 0.8556, and Downside Deviation of 0.9689 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 15. The firm shows a Beta (market volatility) of 0.067, which means not very significant fluctuations relative to the market. As returns on the market increase, DBS GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding DBS GROUP is expected to be smaller as well. Please check DBS GROUP's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether DBS GROUP's price patterns will revert.

Auto-correlation

    
  0.27  

Poor predictability

DBS GROUP HLDGS has poor predictability. Overlapping area represents the amount of predictability between DBS GROUP time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 HLDGS price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current DBS GROUP price fluctuation can be explain by its past prices.
Correlation Coefficient0.27
Spearman Rank Test-0.66
Residual Average0.0
Price Variance0.03

DBS GROUP HLDGS 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 HLDGS.
   Regressed Prices   
       Timeline  

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Other Information on Investing in DBS Stock

DBS GROUP financial ratios help investors to determine whether DBS 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 DBS with respect to the benefits of owning DBS GROUP security.