Dizon Copper (Philippines) Market Value
| DIZ Stock | 2.96 0.09 2.95% |
| Symbol | Dizon |
Dizon Copper '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 Dizon Copper'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 Dizon Copper.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Dizon Copper on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Dizon Copper Silver or generate 0.0% return on investment in Dizon Copper over 90 days. Dizon Copper is related to or competes with Atlas Consolidated, Crown Asia, Allhome Corp, Apex Mining, Philex Mining, Converge Information, and Prime Media. More
Dizon Copper 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 Dizon Copper'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 Dizon Copper Silver upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.89 | |||
| Information Ratio | 0.0905 | |||
| Maximum Drawdown | 58.42 | |||
| Value At Risk | (13.39) | |||
| Potential Upside | 14.5 |
Dizon Copper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dizon Copper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dizon Copper's standard deviation. In reality, there are many statistical measures that can use Dizon Copper historical prices to predict the future Dizon Copper's volatility.| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 0.762 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.1073 | |||
| Treynor Ratio | 0.5941 |
Dizon Copper Silver Backtested Returns
Dizon Copper appears to be dangerous, given 3 months investment horizon. Dizon Copper Silver secures Sharpe Ratio (or Efficiency) of 0.0401, which denotes the company had a 0.0401 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dizon Copper Silver, which you can use to evaluate the volatility of the firm. Please utilize Dizon Copper's Coefficient Of Variation of 947.65, mean deviation of 5.92, and Downside Deviation of 7.89 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dizon Copper holds a performance score of 3. The firm shows a Beta (market volatility) of 1.64, which means 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, Dizon Copper will likely underperform. Please check Dizon Copper's value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Dizon Copper's price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Dizon Copper Silver has good reverse predictability. Overlapping area represents the amount of predictability between Dizon Copper 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 Dizon Copper Silver price movement. The serial correlation of -0.54 indicates that about 54.0% of current Dizon Copper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Dizon Copper Silver lagged returns against current returns
Autocorrelation, which is Dizon Copper 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 Dizon Copper's stock expected returns. We can calculate the autocorrelation of Dizon Copper returns to help us make a trade decision. For example, suppose you find that Dizon Copper 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 |
Dizon Copper 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 Dizon Copper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dizon Copper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dizon Copper stock over time.
Current vs Lagged Prices |
| Timeline |
Dizon Copper Lagged Returns
When evaluating Dizon Copper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dizon Copper stock have on its future price. Dizon Copper 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, Dizon Copper autocorrelation shows the relationship between Dizon Copper stock current value and its past values and can show if there is a momentum factor associated with investing in Dizon Copper Silver.
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.Other Information on Investing in Dizon Stock
Dizon Copper financial ratios help investors to determine whether Dizon 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 Dizon with respect to the benefits of owning Dizon Copper security.