Disney (Mexico) Market Value
| DIS Stock | MXN 2,428 35.60 1.49% |
| Symbol | Disney |
Disney '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 Disney'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 Disney.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Disney on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding The Walt Disney or generate 0.0% return on investment in Disney over 30 days. Disney is related to or competes with Netflix, Megacable Holdings, Intel, Bristol Myers, Southwest Airlines, and MercadoLibre. The Walt Disney Company, together with its subsidiaries, operates as an entertainment company worldwide More
Disney 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 Disney'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 The Walt Disney upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.2371 | |||
| Maximum Drawdown | 10.23 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 3.2 |
Disney Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Disney's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disney's standard deviation. In reality, there are many statistical measures that can use Disney historical prices to predict the future Disney's volatility.| Risk Adjusted Performance | 0.2435 | |||
| Jensen Alpha | 0.5319 | |||
| Total Risk Alpha | 0.2631 | |||
| Sortino Ratio | 0.2375 | |||
| Treynor Ratio | (5.10) |
Walt Disney Backtested Returns
Disney appears to be very steady, given 3 months investment horizon. Walt Disney secures Sharpe Ratio (or Efficiency) of 0.3, which denotes the company had a 0.3% return per unit of standard deviation over the last 3 months. By reviewing Disney's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Disney's Mean Deviation of 1.26, risk adjusted performance of 0.2435, and Semi Deviation of 1.12 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Disney holds a performance score of 23. The firm shows a Beta (market volatility) of -0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Disney are expected to decrease at a much lower rate. During the bear market, Disney is likely to outperform the market. Please check Disney's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Disney's price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
The Walt Disney has good predictability. Overlapping area represents the amount of predictability between Disney time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Walt Disney price movement. The serial correlation of 0.67 indicates that around 67.0% of current Disney price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 8108.06 |
Walt Disney lagged returns against current returns
Autocorrelation, which is Disney 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 Disney's stock expected returns. We can calculate the autocorrelation of Disney returns to help us make a trade decision. For example, suppose you find that Disney 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 |
Disney 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 Disney stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Disney stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Disney stock over time.
Current vs Lagged Prices |
| Timeline |
Disney Lagged Returns
When evaluating Disney's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Disney stock have on its future price. Disney 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, Disney autocorrelation shows the relationship between Disney stock current value and its past values and can show if there is a momentum factor associated with investing in The Walt Disney.
Regressed Prices |
| Timeline |
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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.Additional Tools for Disney Stock Analysis
When running Disney's price analysis, check to measure Disney'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 Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.