ST Dupont (France) Market Value
| DPT Stock | EUR 0.08 0.0004 0.51% |
| Symbol | DPT |
ST Dupont '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 ST Dupont'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 ST Dupont.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in ST Dupont on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding ST Dupont or generate 0.0% return on investment in ST Dupont over 30 days. ST Dupont is related to or competes with Centrale DAchat, Les Htels, Barbara Bui, and EPC Groupe. Dupont S.A. designs, manufactures, and sells luxury products in France and internationally More
ST Dupont 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 ST Dupont'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 ST Dupont upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.1715 | |||
| Maximum Drawdown | 11.06 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.47 |
ST Dupont Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ST Dupont's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ST Dupont's standard deviation. In reality, there are many statistical measures that can use ST Dupont historical prices to predict the future ST Dupont's volatility.| Risk Adjusted Performance | 0.1626 | |||
| Jensen Alpha | 0.4232 | |||
| Total Risk Alpha | 0.1996 | |||
| Sortino Ratio | 0.2224 | |||
| Treynor Ratio | 0.6821 |
ST Dupont Backtested Returns
ST Dupont appears to be out of control, given 3 months investment horizon. ST Dupont retains Efficiency (Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% return per unit of price deviation over the last 3 months. By analyzing ST Dupont's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review ST Dupont's Mean Deviation of 1.55, downside deviation of 1.79, and Risk Adjusted Performance of 0.1626 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ST Dupont holds a performance score of 16. The entity owns a Beta (Systematic Risk) of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, ST Dupont's returns are expected to increase less than the market. However, during the bear market, the loss of holding ST Dupont is expected to be smaller as well. Please check ST Dupont's semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether ST Dupont's current price history will revert.
Auto-correlation | -0.58 |
Good reverse predictability
ST Dupont has good reverse predictability. Overlapping area represents the amount of predictability between ST Dupont time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th of December 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 ST Dupont price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current ST Dupont price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ST Dupont lagged returns against current returns
Autocorrelation, which is ST Dupont 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 ST Dupont's stock expected returns. We can calculate the autocorrelation of ST Dupont returns to help us make a trade decision. For example, suppose you find that ST Dupont 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 |
ST Dupont 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 ST Dupont stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ST Dupont stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ST Dupont stock over time.
Current vs Lagged Prices |
| Timeline |
ST Dupont Lagged Returns
When evaluating ST Dupont's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ST Dupont stock have on its future price. ST Dupont 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, ST Dupont autocorrelation shows the relationship between ST Dupont stock current value and its past values and can show if there is a momentum factor associated with investing in ST Dupont.
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.Other Information on Investing in DPT Stock
ST Dupont financial ratios help investors to determine whether DPT 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 DPT with respect to the benefits of owning ST Dupont security.