DCB Bank's market value is the price at which a share of DCB Bank trades on a public exchange. It measures the collective expectations of DCB Bank Limited investors about its performance. DCB Bank is selling for 141.73 as of the 23rd of July 2025. This is a 0.44 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 140.58. With this module, you can estimate the performance of a buy and hold strategy of DCB Bank Limited and determine expected loss or profit from investing in DCB Bank over a given investment horizon. Check out DCB Bank Correlation, DCB Bank Volatility and DCB Bank Alpha and Beta module to complement your research on DCB Bank.
Please note, there is a significant difference between DCB Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if DCB Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DCB Bank'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.
DCB Bank '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 DCB Bank'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 DCB Bank.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure DCB Bank'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 DCB Bank Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for DCB Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DCB Bank's standard deviation. In reality, there are many statistical measures that can use DCB Bank historical prices to predict the future DCB Bank's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as DCB Bank. Your research has to be compared to or analyzed against DCB Bank's peers to derive any actionable benefits. When done correctly, DCB Bank'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 DCB Bank Limited.
DCB Bank Limited Backtested Returns
As of now, DCB Stock is very steady. DCB Bank Limited retains Efficiency (Sharpe Ratio) of 0.0888, which denotes the company had a 0.0888 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for DCB Bank, which you can use to evaluate the volatility of the entity. Please confirm DCB Bank's Coefficient Of Variation of 1125.52, market risk adjusted performance of 0.9264, and Downside Deviation of 1.64 to check if the risk estimate we provide is consistent with the expected return of 0.18%. DCB Bank has a performance score of 6 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, DCB Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding DCB Bank is expected to be smaller as well. DCB Bank Limited at this moment owns a risk of 2.05%. Please confirm DCB Bank Limited mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if DCB Bank Limited will be following its current price history.
Auto-correlation
0.19
Very weak predictability
DCB Bank Limited has very weak predictability. Overlapping area represents the amount of predictability between DCB Bank time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 DCB Bank Limited price movement. The serial correlation of 0.19 indicates that over 19.0% of current DCB Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
0.19
Spearman Rank Test
0.35
Residual Average
0.0
Price Variance
5.17
DCB Bank Limited lagged returns against current returns
Autocorrelation, which is DCB Bank 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 DCB Bank's stock expected returns. We can calculate the autocorrelation of DCB Bank returns to help us make a trade decision. For example, suppose you find that DCB Bank 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
DCB Bank 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 DCB Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DCB Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DCB Bank stock over time.
Current vs Lagged Prices
Timeline
DCB Bank Lagged Returns
When evaluating DCB Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DCB Bank stock have on its future price. DCB Bank 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, DCB Bank autocorrelation shows the relationship between DCB Bank stock current value and its past values and can show if there is a momentum factor associated with investing in DCB Bank Limited.
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.
DCB Bank financial ratios help investors to determine whether DCB 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 DCB with respect to the benefits of owning DCB Bank security.