Dentsu Inc Stock Market Value
| DNTUF Stock | USD 28.48 3.98 16.24% |
| Symbol | Dentsu |
Dentsu '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 Dentsu's pink sheet 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 Dentsu.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in Dentsu on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding Dentsu Inc or generate 0.0% return on investment in Dentsu over 720 days. Dentsu is related to or competes with Marchex, and Emerald Expositions. Dentsu Group Inc. operates in the advertising business in Japan and internationally More
Dentsu 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 Dentsu's pink sheet 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 Dentsu Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.23 | |||
| Information Ratio | 0.0349 | |||
| Maximum Drawdown | 36.15 | |||
| Value At Risk | (8.79) | |||
| Potential Upside | 10.58 |
Dentsu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dentsu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dentsu's standard deviation. In reality, there are many statistical measures that can use Dentsu historical prices to predict the future Dentsu's volatility.| Risk Adjusted Performance | 0.0406 | |||
| Jensen Alpha | 0.2285 | |||
| Total Risk Alpha | 0.064 | |||
| Sortino Ratio | 0.0404 | |||
| Treynor Ratio | 1.04 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dentsu's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dentsu Inc Backtested Returns
Dentsu Inc 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. Dentsu Inc exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dentsu's Downside Deviation of 5.23, coefficient of variation of 2485.46, and Mean Deviation of 4.19 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, Dentsu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dentsu is expected to be smaller as well. At this point, Dentsu Inc has a negative expected return of -1.0%. Please make sure to confirm Dentsu's semi variance, and the relationship between the treynor ratio and rate of daily change , to decide if Dentsu Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Dentsu Inc has virtually no predictability. Overlapping area represents the amount of predictability between Dentsu time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st 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 Dentsu Inc price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Dentsu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 6.1 |
Dentsu Inc lagged returns against current returns
Autocorrelation, which is Dentsu pink sheet'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 Dentsu's pink sheet expected returns. We can calculate the autocorrelation of Dentsu returns to help us make a trade decision. For example, suppose you find that Dentsu has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Dentsu 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 Dentsu pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dentsu pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dentsu pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Dentsu Lagged Returns
When evaluating Dentsu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dentsu pink sheet have on its future price. Dentsu 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, Dentsu autocorrelation shows the relationship between Dentsu pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dentsu Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dentsu Pink Sheet
Dentsu financial ratios help investors to determine whether Dentsu Pink Sheet 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 Dentsu with respect to the benefits of owning Dentsu security.