Dassault Systmes (Germany) Market Value
| DSY Stock | EUR 31.80 1.20 3.64% |
| Symbol | Dassault |
Dassault Systmes '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 Dassault Systmes' 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 Dassault Systmes.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in Dassault Systmes on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Dassault Systmes SE or generate 0.0% return on investment in Dassault Systmes over 390 days. Dassault Systmes is related to or competes with Intuit, Palo Alto, Synopsys, Cadence Design, Fortinet, and Autodesk. Dassault Systmes SE provides software solutions and services worldwide More
Dassault Systmes 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 Dassault Systmes' 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 Dassault Systmes SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.3 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.58 |
Dassault Systmes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dassault Systmes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dassault Systmes' standard deviation. In reality, there are many statistical measures that can use Dassault Systmes historical prices to predict the future Dassault Systmes' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.34) |
Dassault Systmes Backtested Returns
Dassault Systmes secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11% return per unit of risk over the last 3 months. Dassault Systmes SE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dassault Systmes' Variance of 2.41, standard deviation of 1.55, and Mean Deviation of 1.22 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.55, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dassault Systmes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dassault Systmes is expected to be smaller as well. At this point, Dassault Systmes has a negative expected return of -0.18%. Please make sure to confirm Dassault Systmes' value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to decide if Dassault Systmes performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Dassault Systmes SE has modest predictability. Overlapping area represents the amount of predictability between Dassault Systmes time series from 28th of November 2023 to 10th of June 2024 and 10th of June 2024 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 Dassault Systmes price movement. The serial correlation of 0.5 indicates that about 50.0% of current Dassault Systmes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Dassault Systmes lagged returns against current returns
Autocorrelation, which is Dassault Systmes 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 Dassault Systmes' stock expected returns. We can calculate the autocorrelation of Dassault Systmes returns to help us make a trade decision. For example, suppose you find that Dassault Systmes 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 |
Dassault Systmes 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 Dassault Systmes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dassault Systmes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dassault Systmes stock over time.
Current vs Lagged Prices |
| Timeline |
Dassault Systmes Lagged Returns
When evaluating Dassault Systmes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dassault Systmes stock have on its future price. Dassault Systmes 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, Dassault Systmes autocorrelation shows the relationship between Dassault Systmes stock current value and its past values and can show if there is a momentum factor associated with investing in Dassault Systmes SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dassault Stock
Dassault Systmes financial ratios help investors to determine whether Dassault 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 Dassault with respect to the benefits of owning Dassault Systmes security.