DSV Panalpina (Denmark) Market Value

DSV Stock  DKK 1,040  20.00  1.89%   
DSV Panalpina's market value is the price at which a share of DSV Panalpina stock trades on a public exchange. It measures the collective expectations of DSV Panalpina AS investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of DSV Panalpina AS and determine expected loss or profit from investing in DSV Panalpina over a given investment horizon.
Check out DSV Panalpina Correlation, DSV Panalpina Volatility and DSV Panalpina Alpha and Beta module to complement your research on DSV Panalpina.
Symbol

Please note, there is a significant difference between DSV Panalpina's value and its price as these two are different measures arrived at by different means. Investors typically determine if DSV Panalpina is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DSV Panalpina's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

DSV Panalpina '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 DSV Panalpina'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 DSV Panalpina.
0.00
11/25/2022
No Change 0.00  0.0 
In 1 year 3 months and 25 days
03/19/2024
0.00
If you would invest  0.00  in DSV Panalpina on November 25, 2022 and sell it all today you would earn a total of 0.00 from holding DSV Panalpina AS or generate 0.0% return on investment in DSV Panalpina over 480 days. DSV Panalpina is related to or competes with Danske Bank, Jyske Bank, Nordea Bank, Orsted AS, Novo Nordisk, Sydbank AS, and Spar Nord. DSV Panalpina AS provides transport and logistics services in Europe, the Middle East, Africa, North America, South Amer... More

DSV Panalpina 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 DSV Panalpina'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 DSV Panalpina AS upside and downside potential and time the market with a certain degree of confidence.

DSV Panalpina Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for DSV Panalpina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DSV Panalpina's standard deviation. In reality, there are many statistical measures that can use DSV Panalpina historical prices to predict the future DSV Panalpina's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of DSV Panalpina'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. Please use the tools below to analyze the current value of DSV Panalpina in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
1,0581,0601,061
Details
Intrinsic
Valuation
LowRealHigh
952.38953.551,165
Details
Naive
Forecast
LowNextHigh
1,0521,0541,055
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,0071,1441,281
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as DSV Panalpina. Your research has to be compared to or analyzed against DSV Panalpina's peers to derive any actionable benefits. When done correctly, DSV Panalpina's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in DSV Panalpina AS.

DSV Panalpina AS Backtested Returns

DSV Panalpina AS secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the company had -0.15% return per unit of volatility over the last 3 months. Our approach towards predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. DSV Panalpina AS exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm DSV Panalpina's Market Risk Adjusted Performance of (0.36), standard deviation of 1.37, and Mean Deviation of 0.9716 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, DSV Panalpina returns are expected to increase less than the market. However, during the bear market, the loss on holding DSV Panalpina will be expected to be smaller as well. Even though it is essential to pay attention to DSV Panalpina AS historical returns, it is always good to be careful when utilizing equity current trending patterns. DSV Panalpina AS has an expected return of -0.18%. Please make sure to confirm DSV Panalpina AS daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price to decide if DSV Panalpina AS performance from the past will be repeated at future time.

Auto-correlation

    
  -0.63  

Very good reverse predictability

DSV Panalpina AS has very good reverse predictability. Overlapping area represents the amount of predictability between DSV Panalpina time series from 25th of November 2022 to 23rd of July 2023 and 23rd of July 2023 to 19th of March 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 DSV Panalpina AS price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current DSV Panalpina price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.6
Residual Average0.0
Price Variance12 K

DSV Panalpina AS lagged returns against current returns

Autocorrelation, which is DSV Panalpina 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 DSV Panalpina's stock expected returns. We can calculate the autocorrelation of DSV Panalpina returns to help us make a trade decision. For example, suppose you find that DSV Panalpina stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

DSV Panalpina 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 DSV Panalpina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DSV Panalpina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DSV Panalpina stock over time.
   Current vs Lagged Prices   
       Timeline  

DSV Panalpina Lagged Returns

When evaluating DSV Panalpina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DSV Panalpina stock have on its future price. DSV Panalpina 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, DSV Panalpina autocorrelation shows the relationship between DSV Panalpina stock current value and its past values and can show if there is a momentum factor associated with investing in DSV Panalpina AS.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards DSV Panalpina in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, DSV Panalpina's short interest history, or implied volatility extrapolated from DSV Panalpina options trading.

Pair Trading with DSV Panalpina

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if DSV Panalpina position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in DSV Panalpina will appreciate offsetting losses from the drop in the long position's value.

Moving together with DSV Stock

  0.73ODICO Odico ASPairCorr

Moving against DSV Stock

  0.87CBRAIN CBrain ASPairCorr
  0.74CHEMM ChemoMetec ASPairCorr
  0.64ALK-B ALK-Abell ASPairCorr
  0.62NLFSK Nilfisk Holding ASPairCorr
  0.54OSSR Ossur HFPairCorr
The ability to find closely correlated positions to DSV Panalpina could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace DSV Panalpina when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back DSV Panalpina - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling DSV Panalpina AS to buy it.
The correlation of DSV Panalpina is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as DSV Panalpina moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if DSV Panalpina AS moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for DSV Panalpina can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Check out DSV Panalpina Correlation, DSV Panalpina Volatility and DSV Panalpina Alpha and Beta module to complement your research on DSV Panalpina.
You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for DSV Stock analysis

When running DSV Panalpina's price analysis, check to measure DSV Panalpina'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 DSV Panalpina is operating at the current time. Most of DSV Panalpina's value examination focuses on studying past and present price action to predict the probability of DSV Panalpina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DSV Panalpina's price. Additionally, you may evaluate how the addition of DSV Panalpina to your portfolios can decrease your overall portfolio volatility.
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DSV Panalpina technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of DSV Panalpina technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of DSV Panalpina trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...