DMG Mori (UK) Market Value
| 0OP0 Stock | 46.15 0.05 0.11% |
| Symbol | DMG |
DMG Mori '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 DMG Mori'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 DMG Mori.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in DMG Mori on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding DMG Mori AG or generate 0.0% return on investment in DMG Mori over 90 days. DMG Mori is related to or competes with Golden Metal, Compagnie Plastic, Mindflair Plc, Jacquet Metal, European Metals, Central Asia, and Morgan Advanced. DMG Mori is entity of United Kingdom. It is traded as Stock on LSE exchange. More
DMG Mori 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 DMG Mori'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 DMG Mori AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.222 | |||
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 1.49 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.4428 |
DMG Mori Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DMG Mori's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DMG Mori's standard deviation. In reality, there are many statistical measures that can use DMG Mori historical prices to predict the future DMG Mori's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.02 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.48) | |||
| Treynor Ratio | 0.7754 |
DMG Mori AG Backtested Returns
Currently, DMG Mori AG is very steady. DMG Mori AG secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for DMG Mori AG, which you can use to evaluate the volatility of the firm. Please confirm DMG Mori's coefficient of variation of 653.83, and Mean Deviation of 0.1506 to check if the risk estimate we provide is consistent with the expected return of 0.0363%. DMG Mori has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0311, which means not very significant fluctuations relative to the market. As returns on the market increase, DMG Mori's returns are expected to increase less than the market. However, during the bear market, the loss of holding DMG Mori is expected to be smaller as well. DMG Mori AG now shows a risk of 0.22%. Please confirm DMG Mori AG market risk adjusted performance, downside deviation, standard deviation, as well as the relationship between the mean deviation and coefficient of variation , to decide if DMG Mori AG will be following its price patterns.
Auto-correlation | 0.13 |
Insignificant predictability
DMG Mori AG has insignificant predictability. Overlapping area represents the amount of predictability between DMG Mori time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DMG Mori AG price movement. The serial correlation of 0.13 indicates that less than 13.0% of current DMG Mori price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
DMG Mori AG lagged returns against current returns
Autocorrelation, which is DMG Mori 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 DMG Mori's stock expected returns. We can calculate the autocorrelation of DMG Mori returns to help us make a trade decision. For example, suppose you find that DMG Mori 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 |
DMG Mori 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 DMG Mori stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DMG Mori stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DMG Mori stock over time.
Current vs Lagged Prices |
| Timeline |
DMG Mori Lagged Returns
When evaluating DMG Mori's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DMG Mori stock have on its future price. DMG Mori 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, DMG Mori autocorrelation shows the relationship between DMG Mori stock current value and its past values and can show if there is a momentum factor associated with investing in DMG Mori AG.
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 DMG Stock Analysis
When running DMG Mori's price analysis, check to measure DMG Mori'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 DMG Mori is operating at the current time. Most of DMG Mori's value examination focuses on studying past and present price action to predict the probability of DMG Mori's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DMG Mori's price. Additionally, you may evaluate how the addition of DMG Mori to your portfolios can decrease your overall portfolio volatility.