DBS GROUP (Germany) Market Value
| DEVL Stock | 30.83 0.35 1.12% |
| 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.
| 01/18/2023 |
| 01/07/2025 |
If you would invest 0.00 in DBS GROUP on January 18, 2023 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 720 days. DBS GROUP is related to or competes with NORTHEAST UTILITIES, United Utilities, Boston Beer, and National Beverage. 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.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.1416 | |||
| Maximum Drawdown | 9.88 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.26 |
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.| Risk Adjusted Performance | 0.134 | |||
| Jensen Alpha | 0.2335 | |||
| Total Risk Alpha | 0.2026 | |||
| Sortino Ratio | 0.1918 | |||
| Treynor Ratio | 1.17 |
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 0.16, which denotes the company had a 0.16% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for DBS GROUP HLDGS, which you can use to evaluate the volatility of the entity. Please utilize DBS GROUP's Downside Deviation of 1.14, mean deviation of 1.03, and Market Risk Adjusted Performance of 1.18 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 12. The firm shows a Beta (market volatility) of 0.2, 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 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 | 0.16 |
Very weak predictability
DBS GROUP HLDGS has very weak 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 0.16 indicates that over 16.0% of current DBS GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.25 | |
| 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 |
Thematic Opportunities
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Additional Tools for DBS Stock Analysis
When running DBS GROUP's price analysis, check to measure DBS GROUP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DBS GROUP is operating at the current time. Most of DBS GROUP's value examination focuses on studying past and present price action to predict the probability of DBS GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DBS GROUP's price. Additionally, you may evaluate how the addition of DBS GROUP to your portfolios can decrease your overall portfolio volatility.