Dsv Panalpina As Stock Market Value
| DSDVY Stock | USD 100.24 0.92 0.91% |
| 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 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 DSV Panalpina.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in DSV Panalpina on January 28, 2025 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 30 days. DSV Panalpina is related to or competes with Kuehne Nagel, Kuehne +, Deutsche Post, CH Robinson, JB Hunt, Landstar System, and Hub. DSV AS provides transport and logistics services in Europe, the Middle East, Africa, North America, South America, Asia,... 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 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 DSV Panalpina AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.63 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.03 |
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 | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.1982 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DSV Panalpina'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.
DSV Panalpina AS Backtested Returns
DSV Panalpina AS secures Sharpe Ratio (or Efficiency) of -0.0642, which denotes the company had a -0.0642 % return per unit of volatility over the last 3 months. DSV Panalpina AS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DSV Panalpina's Market Risk Adjusted Performance of 0.2082, standard deviation of 1.43, and Mean Deviation of 1.06 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.38, which means possible diversification benefits within a given portfolio. 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. At this point, DSV Panalpina AS has a negative expected return of -0.0934%. Please make sure to confirm DSV Panalpina's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if DSV Panalpina AS performance from the past will be repeated at future time.
Auto-correlation | -0.12 |
Insignificant reverse predictability
DSV Panalpina AS has insignificant reverse predictability. Overlapping area represents the amount of predictability between DSV Panalpina time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 DSV Panalpina AS price movement. The serial correlation of -0.12 indicates that less than 12.0% of current DSV Panalpina price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
DSV Panalpina AS lagged returns against current returns
Autocorrelation, which is DSV Panalpina 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 DSV Panalpina's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DSV Panalpina pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DSV Panalpina pink sheet over time.
Current vs Lagged Prices |
| Timeline |
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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DSV Panalpina AS.
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 DSV Pink Sheet Analysis
When running DSV Panalpina's price analysis, check to measure DSV Panalpina'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 DSV Panalpina is operating at the current time. Most of DSV Panalpina's value examination focuses on studying past and present price action to predict the probability of DSV Panalpina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DSV Panalpina's price. Additionally, you may evaluate how the addition of DSV Panalpina to your portfolios can decrease your overall portfolio volatility.