DAI NIPPON (Germany) Market Value
| DNP Stock | EUR 13.30 0.20 1.48% |
| Symbol | DAI |
DAI NIPPON '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 DAI NIPPON'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 DAI NIPPON.
| 07/09/2024 |
| 01/05/2025 |
If you would invest 0.00 in DAI NIPPON on July 9, 2024 and sell it all today you would earn a total of 0.00 from holding DAI NIPPON PRINTING or generate 0.0% return on investment in DAI NIPPON over 180 days. DAI NIPPON is related to or competes with Coor Service, Fidelity National, Ares Management, Corporate Office, and Automatic Data. More
DAI NIPPON 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 DAI NIPPON'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 DAI NIPPON PRINTING upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 2.92 |
DAI NIPPON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DAI NIPPON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DAI NIPPON's standard deviation. In reality, there are many statistical measures that can use DAI NIPPON historical prices to predict the future DAI NIPPON's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (3.92) |
DAI NIPPON PRINTING Backtested Returns
DAI NIPPON PRINTING secures Sharpe Ratio (or Efficiency) of -0.19, which denotes the company had a -0.19% return per unit of return volatility over the last 3 months. DAI NIPPON PRINTING exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DAI NIPPON's standard deviation of 1.77, and Mean Deviation of 1.33 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0874, which means not very significant fluctuations relative to the market. As returns on the market increase, DAI NIPPON's returns are expected to increase less than the market. However, during the bear market, the loss of holding DAI NIPPON is expected to be smaller as well. At this point, DAI NIPPON PRINTING has a negative expected return of -0.33%. Please make sure to confirm DAI NIPPON's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if DAI NIPPON PRINTING performance from the past will be repeated at some future date.
Auto-correlation | -0.7 |
Very good reverse predictability
DAI NIPPON PRINTING has very good reverse predictability. Overlapping area represents the amount of predictability between DAI NIPPON time series from 9th of July 2024 to 7th of October 2024 and 7th of October 2024 to 5th 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 DAI NIPPON PRINTING price movement. The serial correlation of -0.7 indicates that around 70.0% of current DAI NIPPON price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
DAI NIPPON PRINTING lagged returns against current returns
Autocorrelation, which is DAI NIPPON 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 DAI NIPPON's stock expected returns. We can calculate the autocorrelation of DAI NIPPON returns to help us make a trade decision. For example, suppose you find that DAI NIPPON 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 |
DAI NIPPON 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 DAI NIPPON stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DAI NIPPON stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DAI NIPPON stock over time.
Current vs Lagged Prices |
| Timeline |
DAI NIPPON Lagged Returns
When evaluating DAI NIPPON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DAI NIPPON stock have on its future price. DAI NIPPON 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, DAI NIPPON autocorrelation shows the relationship between DAI NIPPON stock current value and its past values and can show if there is a momentum factor associated with investing in DAI NIPPON PRINTING.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for DAI Stock Analysis
When running DAI NIPPON's price analysis, check to measure DAI NIPPON'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 DAI NIPPON is operating at the current time. Most of DAI NIPPON's value examination focuses on studying past and present price action to predict the probability of DAI NIPPON's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DAI NIPPON's price. Additionally, you may evaluate how the addition of DAI NIPPON to your portfolios can decrease your overall portfolio volatility.