Dai Nippon Printing Stock Market Value
| DNPLY Stock | USD 7.45 0.28 3.62% |
| 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 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 Dai Nippon.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Dai Nippon on December 14, 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 90 days. Dai Nippon is related to or competes with Maximus, AZZ Incorporated, Aramark Holdings, Cass Information, CBIZ, Cintas, and ABM Industries. Dai Nippon Printing Co., Ltd. primarily engages in the printing business 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 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 Dai Nippon Printing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.1101 | |||
| Maximum Drawdown | 8.66 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 2.49 |
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 | 0.0365 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | 0.3616 | |||
| Sortino Ratio | 0.1002 | |||
| Treynor Ratio | (2.32) |
Dai Nippon Printing Backtested Returns
At this stage we consider Dai Pink Sheet to be not too volatile. Dai Nippon Printing secures Sharpe Ratio (or Efficiency) of 0.0378, which denotes the company had a 0.0378 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dai Nippon Printing, which you can use to evaluate the volatility of the firm. Please confirm Dai Nippon's Mean Deviation of 1.36, coefficient of variation of 2706.38, and Downside Deviation of 1.99 to check if the risk estimate we provide is consistent with the expected return of 0.0728%. Dai Nippon has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0245, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dai Nippon are expected to decrease at a much lower rate. During the bear market, Dai Nippon is likely to outperform the market. Dai Nippon Printing right now shows a risk of 1.92%. Please confirm Dai Nippon Printing sortino ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Dai Nippon Printing will be following its price patterns.
Auto-correlation | 0.74 |
Good predictability
Dai Nippon Printing has good predictability. Overlapping area represents the amount of predictability between Dai Nippon time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Dai Nippon Printing price movement. The serial correlation of 0.74 indicates that around 74.0% of current Dai Nippon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Dai Nippon Printing lagged returns against current returns
Autocorrelation, which is Dai Nippon 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 Dai Nippon's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dai Nippon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dai Nippon pink sheet 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 pink sheet 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 pink sheet 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 |
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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 Dai Pink Sheet 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.