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 31.03 as of the 7th of January 2025, a 0.13 percent up since the beginning of the trading day. The stock's lowest day price was 30.94. 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.
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.
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.
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 out of control, given 3 months investment horizon. DBS GROUP HLDGS secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19% return per unit of volatility over the last 3 months. We have found twenty-nine 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 (0.61), mean deviation of 0.9042, and Downside Deviation of 0.9876 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 14. The firm shows a Beta (market volatility) of -0.41, which means possible diversification benefits within a given portfolio. 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 total risk alpha, treynor ratio, value at risk, as well as 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
0.14
Insignificant predictability
DBS GROUP HLDGS has insignificant predictability. Overlapping area represents the amount of predictability between DBS GROUP time series from 18th of January 2023 to 13th of January 2024 and 13th of January 2024 to 7th 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 0.14 indicates that less than 14.0% of current DBS GROUP price fluctuation can be explain by its past prices.
Correlation Coefficient
0.14
Spearman Rank Test
0.23
Residual Average
0.0
Price Variance
13.62
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
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
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.