Dentsu Inc Adr Stock Market Value
| DNTUY Stock | USD 22.95 0.31 1.33% |
| Symbol | Dentsu |
Dentsu '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 Dentsu'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 Dentsu.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Dentsu on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Dentsu Inc ADR or generate 0.0% return on investment in Dentsu over 30 days. Dentsu is related to or competes with Boston Omaha, Magnite, Daiwa House, Monotaro, Pan Pacific, Daito Trust, and Dai Nippon. Dentsu Group Inc. operates in the advertising business in Japan and internationally More
Dentsu 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 Dentsu'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 Dentsu Inc ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 13.4 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 2.48 |
Dentsu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dentsu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dentsu's standard deviation. In reality, there are many statistical measures that can use Dentsu historical prices to predict the future Dentsu's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dentsu'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.
Dentsu Inc ADR Backtested Returns
Dentsu Inc ADR secures Sharpe Ratio (or Efficiency) of -0.2, which denotes the company had a -0.2% return per unit of risk over the last 3 months. Dentsu Inc ADR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dentsu's Variance of 5.25, standard deviation of 2.29, and Mean Deviation of 1.51 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.53, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dentsu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dentsu is expected to be smaller as well. At this point, Dentsu Inc ADR has a negative expected return of -0.47%. Please make sure to confirm Dentsu's skewness, and the relationship between the total risk alpha and rate of daily change , to decide if Dentsu Inc ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Dentsu Inc ADR has very good predictability. Overlapping area represents the amount of predictability between Dentsu time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 Dentsu Inc ADR price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Dentsu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Dentsu Inc ADR lagged returns against current returns
Autocorrelation, which is Dentsu 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 Dentsu's pink sheet expected returns. We can calculate the autocorrelation of Dentsu returns to help us make a trade decision. For example, suppose you find that Dentsu 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 |
Dentsu 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 Dentsu pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dentsu pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dentsu pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dentsu Lagged Returns
When evaluating Dentsu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dentsu pink sheet have on its future price. Dentsu 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, Dentsu autocorrelation shows the relationship between Dentsu pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dentsu Inc ADR.
Regressed Prices |
| Timeline |
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Additional Tools for Dentsu Pink Sheet Analysis
When running Dentsu's price analysis, check to measure Dentsu'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 Dentsu is operating at the current time. Most of Dentsu's value examination focuses on studying past and present price action to predict the probability of Dentsu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dentsu's price. Additionally, you may evaluate how the addition of Dentsu to your portfolios can decrease your overall portfolio volatility.