Dell Technologies (Brazil) Market Value
| D1EL34 Stock | BRL 734.20 50.51 7.39% |
| Symbol | Dell |
Dell Technologies '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 Dell Technologies' 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 Dell Technologies.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Dell Technologies on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Dell Technologies or generate 0.0% return on investment in Dell Technologies over 90 days. Dell Technologies is related to or competes with Sumitomo Mitsui, Charter Communications, and Lloyds Banking. Dell Technologies Inc. designs, develops, manufactures, markets, sells, and supports Information technology solutions, p... More
Dell Technologies 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 Dell Technologies' 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 Dell Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.8 | |||
| Information Ratio | 0.1958 | |||
| Maximum Drawdown | 11.62 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 5.8 |
Dell Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dell Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dell Technologies' standard deviation. In reality, there are many statistical measures that can use Dell Technologies historical prices to predict the future Dell Technologies' volatility.| Risk Adjusted Performance | 0.2423 | |||
| Jensen Alpha | 0.5298 | |||
| Total Risk Alpha | 0.2685 | |||
| Sortino Ratio | 0.269 | |||
| Treynor Ratio | 0.9482 |
Dell Technologies Backtested Returns
Dell Technologies appears to be very steady, given 3 months investment horizon. Dell Technologies secures Sharpe Ratio (or Efficiency) of 0.29, which denotes the company had a 0.29 % return per unit of risk over the last 3 months. By reviewing Dell Technologies' technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please utilize Dell Technologies' Coefficient Of Variation of 395.67, downside deviation of 1.8, and Mean Deviation of 1.85 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dell Technologies holds a performance score of 23. The firm shows a Beta (market volatility) of 0.65, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dell Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dell Technologies is expected to be smaller as well. Please check Dell Technologies' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Dell Technologies' price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Dell Technologies has very good predictability. Overlapping area represents the amount of predictability between Dell Technologies time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Dell Technologies price movement. The serial correlation of 0.82 indicates that around 82.0% of current Dell Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 1131.72 |
Dell Technologies lagged returns against current returns
Autocorrelation, which is Dell Technologies 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 Dell Technologies' stock expected returns. We can calculate the autocorrelation of Dell Technologies returns to help us make a trade decision. For example, suppose you find that Dell Technologies 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 |
Dell Technologies 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 Dell Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dell Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dell Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Dell Technologies Lagged Returns
When evaluating Dell Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dell Technologies stock have on its future price. Dell Technologies 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, Dell Technologies autocorrelation shows the relationship between Dell Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Dell Technologies.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Information and Resources on Investing in Dell Stock
When determining whether Dell Technologies is a strong investment it is important to analyze Dell Technologies' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Dell Technologies' future performance. For an informed investment choice regarding Dell Stock, refer to the following important reports:Check out Dell Technologies Correlation, Dell Technologies Volatility and Dell Technologies Alpha and Beta module to complement your research on Dell Technologies. For information on how to trade Dell Stock refer to our How to Trade Dell Stock guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Dell Technologies 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.