Dynamic Group (Australia) Market Value
| DDB Stock | 0.28 0.00 0.00% |
| Symbol | Dynamic |
Dynamic Group '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 Dynamic Group'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 Dynamic Group.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Dynamic Group on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Dynamic Group Holdings or generate 0.0% return on investment in Dynamic Group over 90 days. Dynamic Group is related to or competes with Perpetual Equity, Clime Investment, Acorn Capital, BENZ Mining, BKI Investment, and Cleanaway Waste. More
Dynamic Group 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 Dynamic Group'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 Dynamic Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.59 |
Dynamic Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynamic Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynamic Group's standard deviation. In reality, there are many statistical measures that can use Dynamic Group historical prices to predict the future Dynamic Group's volatility.| Risk Adjusted Performance | 0.0064 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.02) |
Dynamic Group Holdings Backtested Returns
Currently, Dynamic Group Holdings is extremely dangerous. Dynamic Group Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Dynamic Group Holdings, which you can use to evaluate the volatility of the firm. Please confirm Dynamic Group's Standard Deviation of 1.09, mean deviation of 0.2266, and Variance of 1.19 to check if the risk estimate we provide is consistent with the expected return of 0.0057%. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, Dynamic Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynamic Group is expected to be smaller as well. Dynamic Group Holdings right now shows a risk of 1.09%. Please confirm Dynamic Group Holdings information ratio, maximum drawdown, kurtosis, as well as the relationship between the jensen alpha and skewness , to decide if Dynamic Group Holdings will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Dynamic Group Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Dynamic Group time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Dynamic Group Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Dynamic Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dynamic Group Holdings lagged returns against current returns
Autocorrelation, which is Dynamic Group 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 Dynamic Group's stock expected returns. We can calculate the autocorrelation of Dynamic Group returns to help us make a trade decision. For example, suppose you find that Dynamic Group 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 |
Dynamic Group 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 Dynamic Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynamic Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dynamic Group stock over time.
Current vs Lagged Prices |
| Timeline |
Dynamic Group Lagged Returns
When evaluating Dynamic Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynamic Group stock have on its future price. Dynamic Group 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, Dynamic Group autocorrelation shows the relationship between Dynamic Group stock current value and its past values and can show if there is a momentum factor associated with investing in Dynamic Group Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Dynamic Stock Analysis
When running Dynamic Group's price analysis, check to measure Dynamic Group'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 Dynamic Group is operating at the current time. Most of Dynamic Group's value examination focuses on studying past and present price action to predict the probability of Dynamic Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dynamic Group's price. Additionally, you may evaluate how the addition of Dynamic Group to your portfolios can decrease your overall portfolio volatility.