DJ Mediaprint (India) Market Value
| DJML Stock | 150.54 8.66 6.10% |
| Symbol | DJML |
DJ Mediaprint '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 DJ Mediaprint'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 DJ Mediaprint.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in DJ Mediaprint on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding DJ Mediaprint Logistics or generate 0.0% return on investment in DJ Mediaprint over 540 days. DJ Mediaprint is related to or competes with Kingfa Science, GTL, Indo Amines, Exide Industries, Delta Manufacturing, EID Parry, and Lakshmi Precision. DJ Mediaprint is entity of India. It is traded as Stock on NSE exchange. More
DJ Mediaprint 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 DJ Mediaprint'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 DJ Mediaprint Logistics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.1001 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 4.99 |
DJ Mediaprint Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DJ Mediaprint's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DJ Mediaprint's standard deviation. In reality, there are many statistical measures that can use DJ Mediaprint historical prices to predict the future DJ Mediaprint's volatility.| Risk Adjusted Performance | 0.1222 | |||
| Jensen Alpha | 0.3945 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | (1.39) |
DJ Mediaprint Logistics Backtested Returns
DJ Mediaprint appears to be very steady, given 3 months investment horizon. DJ Mediaprint Logistics retains Efficiency (Sharpe Ratio) of 0.15, which denotes the company had a 0.15% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for DJ Mediaprint, which you can use to evaluate the volatility of the firm. Please utilize DJ Mediaprint's Market Risk Adjusted Performance of (1.38), downside deviation of 2.1, and Standard Deviation of 2.49 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DJ Mediaprint holds a performance score of 12. The firm owns a Beta (Systematic Risk) of -0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DJ Mediaprint are expected to decrease at a much lower rate. During the bear market, DJ Mediaprint is likely to outperform the market. Please check DJ Mediaprint's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether DJ Mediaprint's current price history will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
DJ Mediaprint Logistics has very weak reverse predictability. Overlapping area represents the amount of predictability between DJ Mediaprint time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 DJ Mediaprint Logistics price movement. The serial correlation of -0.02 indicates that only 2.0% of current DJ Mediaprint price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 775.8 |
DJ Mediaprint Logistics lagged returns against current returns
Autocorrelation, which is DJ Mediaprint 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 DJ Mediaprint's stock expected returns. We can calculate the autocorrelation of DJ Mediaprint returns to help us make a trade decision. For example, suppose you find that DJ Mediaprint 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 |
DJ Mediaprint 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 DJ Mediaprint stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DJ Mediaprint stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DJ Mediaprint stock over time.
Current vs Lagged Prices |
| Timeline |
DJ Mediaprint Lagged Returns
When evaluating DJ Mediaprint's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DJ Mediaprint stock have on its future price. DJ Mediaprint 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, DJ Mediaprint autocorrelation shows the relationship between DJ Mediaprint stock current value and its past values and can show if there is a momentum factor associated with investing in DJ Mediaprint Logistics.
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 DJML Stock Analysis
When running DJ Mediaprint's price analysis, check to measure DJ Mediaprint'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 DJ Mediaprint is operating at the current time. Most of DJ Mediaprint's value examination focuses on studying past and present price action to predict the probability of DJ Mediaprint's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DJ Mediaprint's price. Additionally, you may evaluate how the addition of DJ Mediaprint to your portfolios can decrease your overall portfolio volatility.