Strategic Investments (Germany) Market Value
| DNN Stock | EUR 0.14 0.01 7.69% |
| Symbol | Strategic |
Strategic Investments '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 Strategic Investments' 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 Strategic Investments.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Strategic Investments on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Strategic Investments AS or generate 0.0% return on investment in Strategic Investments over 180 days. Strategic Investments is related to or competes with BlackRock, and Northern Trust. Strategic Investments AS invests in securities and financial instruments in Denmark More
Strategic Investments 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 Strategic Investments' 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 Strategic Investments AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.59 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 35.58 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.14 |
Strategic Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Investments' standard deviation. In reality, there are many statistical measures that can use Strategic Investments historical prices to predict the future Strategic Investments' volatility.| Risk Adjusted Performance | 0.0241 | |||
| Jensen Alpha | 0.0662 | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.6579 |
Strategic Investments Backtested Returns
At this point, Strategic Investments is out of control. Strategic Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0209, which indicates the firm had a 0.0209% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Strategic Investments AS, which you can use to evaluate the volatility of the company. Please validate Strategic Investments' Coefficient Of Variation of 4847.27, semi deviation of 2.72, and Risk Adjusted Performance of 0.0241 to confirm if the risk estimate we provide is consistent with the expected return of 0.0931%. Strategic Investments has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Strategic Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Investments is expected to be smaller as well. Strategic Investments right now has a risk of 4.45%. Please validate Strategic Investments total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Strategic Investments will be following its existing price patterns.
Auto-correlation | 0.27 |
Poor predictability
Strategic Investments AS has poor predictability. Overlapping area represents the amount of predictability between Strategic Investments time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 Strategic Investments price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Strategic Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Strategic Investments lagged returns against current returns
Autocorrelation, which is Strategic Investments 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 Strategic Investments' stock expected returns. We can calculate the autocorrelation of Strategic Investments returns to help us make a trade decision. For example, suppose you find that Strategic Investments 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 |
Strategic Investments 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 Strategic Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Strategic Investments Lagged Returns
When evaluating Strategic Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Investments stock have on its future price. Strategic Investments 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, Strategic Investments autocorrelation shows the relationship between Strategic Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Strategic Investments AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Strategic Stock
Strategic Investments financial ratios help investors to determine whether Strategic 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 Strategic with respect to the benefits of owning Strategic Investments security.