Diversified Gateway (Malaysia) Market Value
| 0131 Stock | 0.13 0.00 0.00% |
| Symbol | Diversified |
Diversified Gateway '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 Diversified Gateway'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 Diversified Gateway.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Diversified Gateway on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Diversified Gateway Solutions or generate 0.0% return on investment in Diversified Gateway over 30 days. Diversified Gateway is related to or competes with Datasonic Group, Awanbiru Technology, Dataprep Holdings, Systech Bhd, HeiTech Padu, and Privasia Technology. More
Diversified Gateway 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 Diversified Gateway'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 Diversified Gateway Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 16.03 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Diversified Gateway Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diversified Gateway's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diversified Gateway's standard deviation. In reality, there are many statistical measures that can use Diversified Gateway historical prices to predict the future Diversified Gateway's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | 0.1957 |
Diversified Gateway Backtested Returns
Diversified Gateway secures Sharpe Ratio (or Efficiency) of -0.0216, which denotes the company had a -0.0216% return per unit of risk over the last 3 months. Diversified Gateway Solutions exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Diversified Gateway's Mean Deviation of 1.31, variance of 9.6, and Standard Deviation of 3.1 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 Diversified Gateway are expected to decrease at a much lower rate. During the bear market, Diversified Gateway is likely to outperform the market. At this point, Diversified Gateway has a negative expected return of -0.0691%. Please make sure to confirm Diversified Gateway's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and value at risk , to decide if Diversified Gateway performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Diversified Gateway Solutions has poor reverse predictability. Overlapping area represents the amount of predictability between Diversified Gateway time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Diversified Gateway price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Diversified Gateway price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Diversified Gateway lagged returns against current returns
Autocorrelation, which is Diversified Gateway 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 Diversified Gateway's stock expected returns. We can calculate the autocorrelation of Diversified Gateway returns to help us make a trade decision. For example, suppose you find that Diversified Gateway 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 |
Diversified Gateway 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 Diversified Gateway stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diversified Gateway stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diversified Gateway stock over time.
Current vs Lagged Prices |
| Timeline |
Diversified Gateway Lagged Returns
When evaluating Diversified Gateway's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diversified Gateway stock have on its future price. Diversified Gateway 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, Diversified Gateway autocorrelation shows the relationship between Diversified Gateway stock current value and its past values and can show if there is a momentum factor associated with investing in Diversified Gateway Solutions.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Diversified Stock
Diversified Gateway financial ratios help investors to determine whether Diversified 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 Diversified with respect to the benefits of owning Diversified Gateway security.