Daito Trust Construction Stock Market Value
| DIFTY Stock | USD 27.55 0.75 2.65% |
| Symbol | Daito |
Daito Trust '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 Daito Trust's pink sheet 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 Daito Trust.
| 12/29/2023 |
| 12/23/2024 |
If you would invest 0.00 in Daito Trust on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding Daito Trust Construction or generate 0.0% return on investment in Daito Trust over 360 days. Daito Trust is related to or competes with Mitsui Fudosan, Mitsui Fudosan, and New World. ,Ltd. designs and constructs apartments, condominiums, rental office buildings, factories, and warehouses in Japan More
Daito Trust 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 Daito Trust's pink sheet 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 Daito Trust Construction upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.61 | |||
| Value At Risk | (4.91) | |||
| Potential Upside | 5.07 |
Daito Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daito Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daito Trust's standard deviation. In reality, there are many statistical measures that can use Daito Trust historical prices to predict the future Daito Trust's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.369 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Daito Trust'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.
Daito Trust Construction Backtested Returns
Daito Trust Construction secures Sharpe Ratio (or Efficiency) of -0.0385, which denotes the company had a -0.0385% return per unit of risk over the last 3 months. Daito Trust Construction exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Daito Trust's Mean Deviation of 2.39, variance of 10.65, and Standard Deviation of 3.26 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Daito Trust are expected to decrease at a much lower rate. During the bear market, Daito Trust is likely to outperform the market. At this point, Daito Trust Construction has a negative expected return of -0.13%. Please make sure to confirm Daito Trust's value at risk, as well as the relationship between the rate of daily change and relative strength index , to decide if Daito Trust Construction performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Daito Trust Construction has average predictability. Overlapping area represents the amount of predictability between Daito Trust time series from 29th of December 2023 to 26th of June 2024 and 26th of June 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Daito Trust Construction price movement. The serial correlation of 0.49 indicates that about 49.0% of current Daito Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 2.57 |
Daito Trust Construction lagged returns against current returns
Autocorrelation, which is Daito Trust pink sheet'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 Daito Trust's pink sheet expected returns. We can calculate the autocorrelation of Daito Trust returns to help us make a trade decision. For example, suppose you find that Daito Trust has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Daito Trust 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 Daito Trust pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daito Trust pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daito Trust pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Daito Trust Lagged Returns
When evaluating Daito Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daito Trust pink sheet have on its future price. Daito Trust 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, Daito Trust autocorrelation shows the relationship between Daito Trust pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Daito Trust Construction.
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.Additional Tools for Daito Pink Sheet Analysis
When running Daito Trust's price analysis, check to measure Daito Trust'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 Daito Trust is operating at the current time. Most of Daito Trust's value examination focuses on studying past and present price action to predict the probability of Daito Trust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daito Trust's price. Additionally, you may evaluate how the addition of Daito Trust to your portfolios can decrease your overall portfolio volatility.