Datagroup (UK) Market Value

0W19 Stock   46.60  0.45  0.96%   
Datagroup's market value is the price at which a share of Datagroup trades on a public exchange. It measures the collective expectations of Datagroup SE investors about its performance. Datagroup is selling for under 46.60 as of the 11th of December 2024; that is 0.96 percent decrease since the beginning of the trading day. The stock's lowest day price was 46.0.
With this module, you can estimate the performance of a buy and hold strategy of Datagroup SE and determine expected loss or profit from investing in Datagroup over a given investment horizon. Check out Datagroup Correlation, Datagroup Volatility and Datagroup Alpha and Beta module to complement your research on Datagroup.
Symbol

Please note, there is a significant difference between Datagroup's value and its price as these two are different measures arrived at by different means. Investors typically determine if Datagroup is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Datagroup's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Datagroup '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 Datagroup'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 Datagroup.
0.00
07/20/2023
No Change 0.00  0.0 
In 1 year 4 months and 25 days
12/11/2024
0.00
If you would invest  0.00  in Datagroup on July 20, 2023 and sell it all today you would earn a total of 0.00 from holding Datagroup SE or generate 0.0% return on investment in Datagroup over 510 days. Datagroup is related to or competes with Hong Kong, Neometals, Coor Service, Fidelity Sustainable, Surgical Science, Sancus Lending, and SPDR SP. Datagroup is entity of United Kingdom. It is traded as Stock on LSE exchange. More

Datagroup 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 Datagroup'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 Datagroup SE upside and downside potential and time the market with a certain degree of confidence.

Datagroup Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Datagroup's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Datagroup's standard deviation. In reality, there are many statistical measures that can use Datagroup historical prices to predict the future Datagroup's volatility.
Hype
Prediction
LowEstimatedHigh
44.1546.6049.05
Details
Intrinsic
Valuation
LowRealHigh
34.9237.3751.26
Details
Naive
Forecast
LowNextHigh
43.0945.5447.99
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.6542.9848.32
Details

Datagroup SE Backtested Returns

Datagroup appears to be very steady, given 3 months investment horizon. Datagroup SE secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Datagroup SE, which you can use to evaluate the volatility of the firm. Please utilize Datagroup's Mean Deviation of 1.64, downside deviation of 1.95, and Coefficient Of Variation of 863.66 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Datagroup holds a performance score of 10. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Datagroup are expected to decrease at a much lower rate. During the bear market, Datagroup is likely to outperform the market. Please check Datagroup's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Datagroup's price patterns will revert.

Auto-correlation

    
  -0.28  

Weak reverse predictability

Datagroup SE has weak reverse predictability. Overlapping area represents the amount of predictability between Datagroup time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th 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 Datagroup SE price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Datagroup price fluctuation can be explain by its past prices.
Correlation Coefficient-0.28
Spearman Rank Test0.23
Residual Average0.0
Price Variance11.27

Datagroup SE lagged returns against current returns

Autocorrelation, which is Datagroup 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 Datagroup's stock expected returns. We can calculate the autocorrelation of Datagroup returns to help us make a trade decision. For example, suppose you find that Datagroup 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  

Datagroup 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 Datagroup stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Datagroup stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Datagroup stock over time.
   Current vs Lagged Prices   
       Timeline  

Datagroup Lagged Returns

When evaluating Datagroup's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Datagroup stock have on its future price. Datagroup 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, Datagroup autocorrelation shows the relationship between Datagroup stock current value and its past values and can show if there is a momentum factor associated with investing in Datagroup SE.
   Regressed Prices   
       Timeline  

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Additional Tools for Datagroup Stock Analysis

When running Datagroup's price analysis, check to measure Datagroup'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 Datagroup is operating at the current time. Most of Datagroup's value examination focuses on studying past and present price action to predict the probability of Datagroup's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Datagroup's price. Additionally, you may evaluate how the addition of Datagroup to your portfolios can decrease your overall portfolio volatility.