Dito CME (Philippines) Market Value
| DITO Stock | 1.47 0.01 0.68% |
| Symbol | Dito |
Dito CME '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 Dito CME'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 Dito CME.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Dito CME on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Dito CME Holdings or generate 0.0% return on investment in Dito CME over 90 days. Dito CME is related to or competes with Converge Information, Top Frontier, SM Investments, Union Bank, House Of, Rizal Commercial, and Transpacific Broadband. More
Dito CME 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 Dito CME'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 Dito CME Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.32 | |||
| Information Ratio | 0.0647 | |||
| Maximum Drawdown | 25.27 | |||
| Value At Risk | (7.28) | |||
| Potential Upside | 8.78 |
Dito CME Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dito CME's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dito CME's standard deviation. In reality, there are many statistical measures that can use Dito CME historical prices to predict the future Dito CME's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | 0.0901 | |||
| Total Risk Alpha | 0.8623 | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | (0.18) |
Dito CME Holdings Backtested Returns
Dito CME Holdings secures Sharpe Ratio (or Efficiency) of -0.0123, which denotes the company had a -0.0123 % return per unit of risk over the last 3 months. Dito CME Holdings exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dito CME's Downside Deviation of 4.32, mean deviation of 3.73, and Coefficient Of Variation of 2204.53 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.21, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Dito CME are expected to decrease by larger amounts. On the other hand, during market turmoil, Dito CME is expected to outperform it. At this point, Dito CME Holdings has a negative expected return of -0.0575%. Please make sure to confirm Dito CME's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Dito CME Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Dito CME Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Dito CME time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Dito CME Holdings price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Dito CME price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dito CME Holdings lagged returns against current returns
Autocorrelation, which is Dito CME 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 Dito CME's stock expected returns. We can calculate the autocorrelation of Dito CME returns to help us make a trade decision. For example, suppose you find that Dito CME 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 |
Dito CME 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 Dito CME stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dito CME stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dito CME stock over time.
Current vs Lagged Prices |
| Timeline |
Dito CME Lagged Returns
When evaluating Dito CME's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dito CME stock have on its future price. Dito CME 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, Dito CME autocorrelation shows the relationship between Dito CME stock current value and its past values and can show if there is a momentum factor associated with investing in Dito CME Holdings.
Regressed Prices |
| Timeline |
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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 Dito Stock Analysis
When running Dito CME's price analysis, check to measure Dito CME'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 Dito CME is operating at the current time. Most of Dito CME's value examination focuses on studying past and present price action to predict the probability of Dito CME's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dito CME's price. Additionally, you may evaluate how the addition of Dito CME to your portfolios can decrease your overall portfolio volatility.