DSV Panalpina (Germany) Market Value
| DS81 Stock | EUR 199.60 1.55 0.78% |
| Symbol | DSV |
DSV Panalpina '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 DSV Panalpina'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 DSV Panalpina.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in DSV Panalpina on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding DSV Panalpina AS or generate 0.0% return on investment in DSV Panalpina over 720 days. DSV Panalpina is related to or competes with United Parcel, Deutsche Post, FedEx, ZTO Express, Bollor SE, and Expeditors International. DSV AS provides transport and logistics services in Europe, the Middle East, Africa, North America and South America, As... More
DSV Panalpina 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 DSV Panalpina'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 DSV Panalpina AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0621 | |||
| Maximum Drawdown | 13.08 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.32 |
DSV Panalpina Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DSV Panalpina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DSV Panalpina's standard deviation. In reality, there are many statistical measures that can use DSV Panalpina historical prices to predict the future DSV Panalpina's volatility.| Risk Adjusted Performance | 0.0689 | |||
| Jensen Alpha | 0.1355 | |||
| Total Risk Alpha | 0.0838 | |||
| Sortino Ratio | 0.0831 | |||
| Treynor Ratio | (2.70) |
DSV Panalpina AS Backtested Returns
At this point, DSV Panalpina is very steady. DSV Panalpina AS secures Sharpe Ratio (or Efficiency) of 0.0824, which denotes the company had a 0.0824% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for DSV Panalpina AS, which you can use to evaluate the volatility of the firm. Please confirm DSV Panalpina's Mean Deviation of 1.15, downside deviation of 1.35, and Market Risk Adjusted Performance of (2.69) to check if the risk estimate we provide is consistent with the expected return of 0.15%. DSV Panalpina has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0497, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DSV Panalpina are expected to decrease at a much lower rate. During the bear market, DSV Panalpina is likely to outperform the market. DSV Panalpina AS currently shows a risk of 1.81%. Please confirm DSV Panalpina AS maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if DSV Panalpina AS will be following its price patterns.
Auto-correlation | -0.51 |
Good reverse predictability
DSV Panalpina AS has good reverse predictability. Overlapping area represents the amount of predictability between DSV Panalpina time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 DSV Panalpina AS price movement. The serial correlation of -0.51 indicates that about 51.0% of current DSV Panalpina price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 544.27 |
DSV Panalpina AS lagged returns against current returns
Autocorrelation, which is DSV Panalpina 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 DSV Panalpina's stock expected returns. We can calculate the autocorrelation of DSV Panalpina returns to help us make a trade decision. For example, suppose you find that DSV Panalpina 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 |
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DSV Panalpina 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 DSV Panalpina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DSV Panalpina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DSV Panalpina stock over time.
Current vs Lagged Prices |
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DSV Panalpina Lagged Returns
When evaluating DSV Panalpina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DSV Panalpina stock have on its future price. DSV Panalpina 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, DSV Panalpina autocorrelation shows the relationship between DSV Panalpina stock current value and its past values and can show if there is a momentum factor associated with investing in DSV Panalpina AS.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in DSV Stock
DSV Panalpina financial ratios help investors to determine whether DSV 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 DSV with respect to the benefits of owning DSV Panalpina security.