DICKS Sporting (Germany) Market Value
| DSG Stock | EUR 212.65 4.75 2.28% |
| Symbol | DICKS |
DICKS Sporting '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 DICKS Sporting'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 DICKS Sporting.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in DICKS Sporting on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding DICKS Sporting Goods or generate 0.0% return on investment in DICKS Sporting over 30 days. DICKS Sporting is related to or competes with Suntory Beverage, China Resources, CanSino Biologics, Chiba Bank, THAI BEVERAGE, ScanSource, and Fevertree Drinks. DICKS Sporting Goods, Inc. operates as a sporting goods retailer primarily in the eastern United States More
DICKS Sporting 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 DICKS Sporting'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 DICKS Sporting Goods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.23 | |||
| Information Ratio | 0.0941 | |||
| Maximum Drawdown | 14.19 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 5.65 |
DICKS Sporting Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DICKS Sporting's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DICKS Sporting's standard deviation. In reality, there are many statistical measures that can use DICKS Sporting historical prices to predict the future DICKS Sporting's volatility.| Risk Adjusted Performance | 0.0775 | |||
| Jensen Alpha | 0.2492 | |||
| Total Risk Alpha | 0.2694 | |||
| Sortino Ratio | 0.1132 | |||
| Treynor Ratio | 0.4706 |
DICKS Sporting Goods Backtested Returns
At this point, DICKS Sporting is very steady. DICKS Sporting Goods retains Efficiency (Sharpe Ratio) of 0.0589, which denotes the company had a 0.0589 % return per unit of risk over the last 3 months. We have found thirty technical indicators for DICKS Sporting, which you can use to evaluate the volatility of the firm. Please confirm DICKS Sporting's Downside Deviation of 2.23, coefficient of variation of 1047.86, and Market Risk Adjusted Performance of 0.4806 to check if the risk estimate we provide is consistent with the expected return of 0.14%. DICKS Sporting has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, DICKS Sporting's returns are expected to increase less than the market. However, during the bear market, the loss of holding DICKS Sporting is expected to be smaller as well. DICKS Sporting Goods at this time owns a risk of 2.42%. Please confirm DICKS Sporting Goods downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if DICKS Sporting Goods will be following its current price history.
Auto-correlation | 0.62 |
Good predictability
DICKS Sporting Goods has good predictability. Overlapping area represents the amount of predictability between DICKS Sporting 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 DICKS Sporting Goods price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current DICKS Sporting price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 62.93 |
DICKS Sporting Goods lagged returns against current returns
Autocorrelation, which is DICKS Sporting 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 DICKS Sporting's stock expected returns. We can calculate the autocorrelation of DICKS Sporting returns to help us make a trade decision. For example, suppose you find that DICKS Sporting 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 |
DICKS Sporting 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 DICKS Sporting stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DICKS Sporting stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DICKS Sporting stock over time.
Current vs Lagged Prices |
| Timeline |
DICKS Sporting Lagged Returns
When evaluating DICKS Sporting's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DICKS Sporting stock have on its future price. DICKS Sporting 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, DICKS Sporting autocorrelation shows the relationship between DICKS Sporting stock current value and its past values and can show if there is a momentum factor associated with investing in DICKS Sporting Goods.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in DICKS Stock
When determining whether DICKS Sporting Goods is a strong investment it is important to analyze DICKS Sporting's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact DICKS Sporting's future performance. For an informed investment choice regarding DICKS Stock, refer to the following important reports:Check out DICKS Sporting Correlation, DICKS Sporting Volatility and DICKS Sporting Alpha and Beta module to complement your research on DICKS Sporting. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
DICKS Sporting technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.