Deutsche Grundstücksaukti (Germany) Market Value

DGR Stock   7.05  0.10  1.40%   
Deutsche Grundstücksaukti's market value is the price at which a share of Deutsche Grundstücksaukti trades on a public exchange. It measures the collective expectations of Deutsche Grundstcksauktionen AG investors about its performance. Deutsche Grundstücksaukti is selling for under 7.05 as of the 13th of March 2025; that is 1.4 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 7.0.
With this module, you can estimate the performance of a buy and hold strategy of Deutsche Grundstcksauktionen AG and determine expected loss or profit from investing in Deutsche Grundstücksaukti 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 state.
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Deutsche Grundstücksaukti '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 Deutsche Grundstücksaukti'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 Deutsche Grundstücksaukti.
0.00
12/13/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/13/2025
0.00
If you would invest  0.00  in Deutsche Grundstücksaukti on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Grundstcksauktionen AG or generate 0.0% return on investment in Deutsche Grundstücksaukti over 90 days.

Deutsche Grundstücksaukti 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 Deutsche Grundstücksaukti'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 Deutsche Grundstcksauktionen AG upside and downside potential and time the market with a certain degree of confidence.

Deutsche Grundstücksaukti Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Grundstücksaukti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Grundstücksaukti's standard deviation. In reality, there are many statistical measures that can use Deutsche Grundstücksaukti historical prices to predict the future Deutsche Grundstücksaukti's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Grundstücksaukti's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.

Deutsche Grundstücksaukti Backtested Returns

Deutsche Grundstücksaukti secures Sharpe Ratio (or Efficiency) of -0.0766, which denotes the company had a -0.0766 % return per unit of risk over the last 3 months. Deutsche Grundstcksauktionen AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Grundstücksaukti's Variance of 3.86, mean deviation of 1.46, and Standard Deviation of 1.96 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Deutsche Grundstücksaukti are expected to decrease at a much lower rate. During the bear market, Deutsche Grundstücksaukti is likely to outperform the market. At this point, Deutsche Grundstücksaukti has a negative expected return of -0.15%. Please make sure to confirm Deutsche Grundstücksaukti's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Deutsche Grundstücksaukti performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.22  

Weak predictability

Deutsche Grundstcksauktionen AG has weak predictability. Overlapping area represents the amount of predictability between Deutsche Grundstücksaukti time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 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 Deutsche Grundstücksaukti price movement. The serial correlation of 0.22 indicates that over 22.0% of current Deutsche Grundstücksaukti price fluctuation can be explain by its past prices.
Correlation Coefficient0.22
Spearman Rank Test-0.19
Residual Average0.0
Price Variance0.02

Deutsche Grundstücksaukti lagged returns against current returns

Autocorrelation, which is Deutsche Grundstücksaukti 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 Deutsche Grundstücksaukti's stock expected returns. We can calculate the autocorrelation of Deutsche Grundstücksaukti returns to help us make a trade decision. For example, suppose you find that Deutsche Grundstücksaukti 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  

Deutsche Grundstücksaukti 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 Deutsche Grundstücksaukti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Grundstücksaukti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Grundstücksaukti stock over time.
   Current vs Lagged Prices   
       Timeline  

Deutsche Grundstücksaukti Lagged Returns

When evaluating Deutsche Grundstücksaukti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Grundstücksaukti stock have on its future price. Deutsche Grundstücksaukti 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, Deutsche Grundstücksaukti autocorrelation shows the relationship between Deutsche Grundstücksaukti stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Grundstcksauktionen AG.
   Regressed Prices   
       Timeline  

Thematic Opportunities

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Additional Tools for Deutsche Stock Analysis

When running Deutsche Grundstücksaukti's price analysis, check to measure Deutsche Grundstücksaukti'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 Deutsche Grundstücksaukti is operating at the current time. Most of Deutsche Grundstücksaukti's value examination focuses on studying past and present price action to predict the probability of Deutsche Grundstücksaukti's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Grundstücksaukti's price. Additionally, you may evaluate how the addition of Deutsche Grundstücksaukti to your portfolios can decrease your overall portfolio volatility.