Daito Trust (Germany) Market Value
| 4D7 Stock | EUR 104.00 1.00 0.97% |
| Symbol | Daito |
Daito Trust '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 Daito Trust'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 Daito Trust.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Daito Trust on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Daito Trust Construction or generate 0.0% return on investment in Daito Trust over 360 days. Daito Trust is related to or competes with CBRE Group, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, NorAm Drilling, and Talanx AG. Daito Trust Construction Co., Ltd. designs and constructs apartments, condominiums, rental office buildings, factories, ... More
Daito Trust 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 Daito Trust'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 Daito Trust Construction upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.77 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 1.85 |
Daito Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daito Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daito Trust's standard deviation. In reality, there are many statistical measures that can use Daito Trust historical prices to predict the future Daito Trust's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.39) |
Daito Trust Construction Backtested Returns
Daito Trust Construction secures Sharpe Ratio (or Efficiency) of -0.0361, which denotes the company had a -0.0361% return per unit of risk over the last 3 months. Daito Trust Construction exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Daito Trust's Variance of 1.84, mean deviation of 1.04, and Standard Deviation of 1.36 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, Daito Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daito Trust is expected to be smaller as well. At this point, Daito Trust Construction has a negative expected return of -0.0483%. Please make sure to confirm Daito Trust's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Daito Trust Construction performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Daito Trust Construction has average predictability. Overlapping area represents the amount of predictability between Daito Trust time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Daito Trust Construction price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Daito Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 24.7 |
Daito Trust Construction lagged returns against current returns
Autocorrelation, which is Daito Trust 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 Daito Trust's stock expected returns. We can calculate the autocorrelation of Daito Trust returns to help us make a trade decision. For example, suppose you find that Daito Trust 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 |
Daito Trust 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 Daito Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daito Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daito Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Daito Trust Lagged Returns
When evaluating Daito Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daito Trust stock have on its future price. Daito Trust 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, Daito Trust autocorrelation shows the relationship between Daito Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Daito Trust Construction.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Daito Stock
Daito Trust financial ratios help investors to determine whether Daito 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 Daito with respect to the benefits of owning Daito Trust security.