Dassault Systèmes (Germany) Market Value
| DSY Stock | EUR 32.40 0.20 0.62% |
| Symbol | Dassault |
Dassault Systèmes '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 Dassault Systèmes' 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 Dassault Systèmes.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Dassault Systèmes on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Dassault Systmes SE or generate 0.0% return on investment in Dassault Systèmes over 30 days. Dassault Systèmes is related to or competes with Aedas Homes, Canadian Utilities, Corporate Office, United Utilities, Chesapeake Utilities, Haier Smart, and INVITATION HOMES. Dassault Systmes SE provides software solutions and services worldwide More
Dassault Systèmes 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 Dassault Systèmes' 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 Dassault Systmes SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.45 |
Dassault Systèmes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dassault Systèmes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dassault Systèmes' standard deviation. In reality, there are many statistical measures that can use Dassault Systèmes historical prices to predict the future Dassault Systèmes' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.18) |
Dassault Systèmes Backtested Returns
Dassault Systèmes secures Sharpe Ratio (or Efficiency) of -0.0431, which denotes the company had a -0.0431% return per unit of risk over the last 3 months. Dassault Systmes SE exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dassault Systèmes' Variance of 2.68, mean deviation of 1.26, and Standard Deviation of 1.64 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.7, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dassault Systèmes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dassault Systèmes is expected to be smaller as well. At this point, Dassault Systèmes has a negative expected return of -0.0702%. Please make sure to confirm Dassault Systèmes' accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Dassault Systèmes performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Dassault Systmes SE has insignificant predictability. Overlapping area represents the amount of predictability between Dassault Systèmes time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 Dassault Systèmes price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Dassault Systèmes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Dassault Systèmes lagged returns against current returns
Autocorrelation, which is Dassault Systèmes 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 Dassault Systèmes' stock expected returns. We can calculate the autocorrelation of Dassault Systèmes returns to help us make a trade decision. For example, suppose you find that Dassault Systèmes 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 |
Dassault Systèmes 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 Dassault Systèmes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dassault Systèmes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dassault Systèmes stock over time.
Current vs Lagged Prices |
| Timeline |
Dassault Systèmes Lagged Returns
When evaluating Dassault Systèmes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dassault Systèmes stock have on its future price. Dassault Systèmes 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, Dassault Systèmes autocorrelation shows the relationship between Dassault Systèmes stock current value and its past values and can show if there is a momentum factor associated with investing in Dassault Systmes SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Dassault Stock
Dassault Systèmes financial ratios help investors to determine whether Dassault 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 Dassault with respect to the benefits of owning Dassault Systèmes security.