DATALOGIC (Germany) Market Value
| DT8A Stock | EUR 4.29 0.09 2.14% |
| Symbol | DATALOGIC |
DATALOGIC '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 DATALOGIC'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 DATALOGIC.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in DATALOGIC on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding DATALOGIC or generate 0.0% return on investment in DATALOGIC over 90 days. DATALOGIC is related to or competes with Summit Hotel, INTERCONT HOTELS, LION ONE, Jacquet Metal, Dalata Hotel, and Hyatt Hotels. More
DATALOGIC 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 DATALOGIC'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 DATALOGIC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.0679 | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 3.1 |
DATALOGIC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DATALOGIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DATALOGIC's standard deviation. In reality, there are many statistical measures that can use DATALOGIC historical prices to predict the future DATALOGIC's volatility.| Risk Adjusted Performance | 0.1429 | |||
| Jensen Alpha | 0.2461 | |||
| Total Risk Alpha | 0.0039 | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | 8.02 |
DATALOGIC Backtested Returns
DATALOGIC appears to be somewhat reliable, given 3 months investment horizon. DATALOGIC secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for DATALOGIC, which you can use to evaluate the volatility of the entity. Please utilize DATALOGIC's Market Risk Adjusted Performance of 8.03, downside deviation of 1.56, and Mean Deviation of 1.41 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DATALOGIC holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0312, which means not very significant fluctuations relative to the market. As returns on the market increase, DATALOGIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding DATALOGIC is expected to be smaller as well. Please check DATALOGIC's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether DATALOGIC's price patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
DATALOGIC has below average predictability. Overlapping area represents the amount of predictability between DATALOGIC 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 DATALOGIC price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current DATALOGIC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
DATALOGIC lagged returns against current returns
Autocorrelation, which is DATALOGIC 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 DATALOGIC's stock expected returns. We can calculate the autocorrelation of DATALOGIC returns to help us make a trade decision. For example, suppose you find that DATALOGIC 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 |
DATALOGIC 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 DATALOGIC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DATALOGIC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DATALOGIC stock over time.
Current vs Lagged Prices |
| Timeline |
DATALOGIC Lagged Returns
When evaluating DATALOGIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DATALOGIC stock have on its future price. DATALOGIC 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, DATALOGIC autocorrelation shows the relationship between DATALOGIC stock current value and its past values and can show if there is a momentum factor associated with investing in DATALOGIC.
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.Other Information on Investing in DATALOGIC Stock
DATALOGIC financial ratios help investors to determine whether DATALOGIC 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 DATALOGIC with respect to the benefits of owning DATALOGIC security.