Daiwa Securities Group Stock Market Value
| DSEEY Stock | USD 6.82 0.05 0.74% |
| Symbol | Daiwa |
Daiwa Securities '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 Daiwa Securities' 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 Daiwa Securities.
| 12/28/2022 |
| 12/17/2024 |
If you would invest 0.00 in Daiwa Securities on December 28, 2022 and sell it all today you would earn a total of 0.00 from holding Daiwa Securities Group or generate 0.0% return on investment in Daiwa Securities over 720 days. Daiwa Securities is related to or competes with Daiwa House, Dai Nippon, MSAD Insurance, Sumitomo Mitsui, and AGC. Daiwa Securities Group Inc., together with its subsidiaries, primarily operates as a securities broker-dealer in Japan a... More
Daiwa Securities 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 Daiwa Securities' 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 Daiwa Securities Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.79 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.38 |
Daiwa Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daiwa Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daiwa Securities' standard deviation. In reality, there are many statistical measures that can use Daiwa Securities historical prices to predict the future Daiwa Securities' volatility.| Risk Adjusted Performance | 3.0E-4 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Daiwa Securities' 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.
Daiwa Securities Backtested Returns
Daiwa Securities secures Sharpe Ratio (or Efficiency) of -0.0157, which denotes the company had a -0.0157% return per unit of risk over the last 3 months. Daiwa Securities Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Daiwa Securities' Mean Deviation of 2.39, standard deviation of 2.99, and Variance of 8.93 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Daiwa Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Daiwa Securities is expected to be smaller as well. At this point, Daiwa Securities has a negative expected return of -0.0471%. Please make sure to confirm Daiwa Securities' maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Daiwa Securities performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Daiwa Securities Group has poor reverse predictability. Overlapping area represents the amount of predictability between Daiwa Securities time series from 28th of December 2022 to 23rd of December 2023 and 23rd of December 2023 to 17th 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 Daiwa Securities price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Daiwa Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Daiwa Securities lagged returns against current returns
Autocorrelation, which is Daiwa Securities 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 Daiwa Securities' pink sheet expected returns. We can calculate the autocorrelation of Daiwa Securities returns to help us make a trade decision. For example, suppose you find that Daiwa Securities 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 |
Daiwa Securities 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 Daiwa Securities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daiwa Securities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daiwa Securities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Daiwa Securities Lagged Returns
When evaluating Daiwa Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daiwa Securities pink sheet have on its future price. Daiwa Securities 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, Daiwa Securities autocorrelation shows the relationship between Daiwa Securities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Daiwa Securities Group.
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 Daiwa Pink Sheet Analysis
When running Daiwa Securities' price analysis, check to measure Daiwa Securities' 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 Daiwa Securities is operating at the current time. Most of Daiwa Securities' value examination focuses on studying past and present price action to predict the probability of Daiwa Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daiwa Securities' price. Additionally, you may evaluate how the addition of Daiwa Securities to your portfolios can decrease your overall portfolio volatility.