Koninklijke Dsm Nv Stock Market Value
| KDSKF Stock | USD 43.02 65.78 60.46% |
| Symbol | Koninklijke |
Koninklijke DSM '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 Koninklijke DSM'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 Koninklijke DSM.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Koninklijke DSM on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Koninklijke DSM NV or generate 0.0% return on investment in Koninklijke DSM over 720 days. Koninklijke DSM is related to or competes with Air Liquide, Sherwin Williams, Ecolab, Air Products, Dupont De, and PPG Industries. Koninklijke DSM N.V., a science-based company, engages in nutrition, health, and sustainable living businesses in the Ne... More
Koninklijke DSM 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 Koninklijke DSM'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 Koninklijke DSM NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 43.34 | |||
| Information Ratio | 0.1157 | |||
| Maximum Drawdown | 213.89 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 30.9 |
Koninklijke DSM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke DSM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke DSM's standard deviation. In reality, there are many statistical measures that can use Koninklijke DSM historical prices to predict the future Koninklijke DSM's volatility.| Risk Adjusted Performance | 0.0838 | |||
| Jensen Alpha | 3.65 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | 2.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Koninklijke DSM'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.
Koninklijke DSM NV Backtested Returns
Koninklijke DSM is slightly risky given 3 months investment horizon. Koninklijke DSM NV has Sharpe Ratio of 0.061, which conveys that the firm had a 0.061% return per unit of risk over the last 3 months. We were able to collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.84% are justified by taking the suggested risk. Use Koninklijke DSM NV Downside Deviation of 43.34, risk adjusted performance of 0.0838, and Mean Deviation of 12.74 to evaluate company specific risk that cannot be diversified away. Koninklijke DSM holds a performance score of 4 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 1.8, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Koninklijke DSM will likely underperform. Use Koninklijke DSM NV downside variance, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Koninklijke DSM NV.
Auto-correlation | 0.51 |
Modest predictability
Koninklijke DSM NV has modest predictability. Overlapping area represents the amount of predictability between Koninklijke DSM time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th of April 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 Koninklijke DSM NV price movement. The serial correlation of 0.51 indicates that about 51.0% of current Koninklijke DSM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1276.54 |
Koninklijke DSM NV lagged returns against current returns
Autocorrelation, which is Koninklijke DSM 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 Koninklijke DSM's pink sheet expected returns. We can calculate the autocorrelation of Koninklijke DSM returns to help us make a trade decision. For example, suppose you find that Koninklijke DSM 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 |
Koninklijke DSM 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 Koninklijke DSM pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke DSM pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke DSM pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Koninklijke DSM Lagged Returns
When evaluating Koninklijke DSM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke DSM pink sheet have on its future price. Koninklijke DSM 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, Koninklijke DSM autocorrelation shows the relationship between Koninklijke DSM pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke DSM NV.
Regressed Prices |
| Timeline |
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Complementary Tools for Koninklijke Pink Sheet analysis
When running Koninklijke DSM's price analysis, check to measure Koninklijke DSM'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 Koninklijke DSM is operating at the current time. Most of Koninklijke DSM's value examination focuses on studying past and present price action to predict the probability of Koninklijke DSM's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koninklijke DSM's price. Additionally, you may evaluate how the addition of Koninklijke DSM to your portfolios can decrease your overall portfolio volatility.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |
Koninklijke DSM technical pink sheet 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, pink sheet market cycles, or different charting patterns.