DTCOM Direct (Brazil) Market Value
| DTCY3 Stock | BRL 3.05 0.15 4.69% |
| Symbol | DTCOM |
DTCOM Direct '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 DTCOM Direct'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 DTCOM Direct.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in DTCOM Direct on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding DTCOM Direct or generate 0.0% return on investment in DTCOM Direct over 90 days. DTCOM Direct is related to or competes with HCA Healthcare,, Domo Fundo, Kimberly Clark, Domo Fundo, Banco Santander, Lowes Companies, and Home Depot. DTCOM - Direct to Company S.A. provides integrated solutions in education, communication, and technology sectors in Braz... More
DTCOM Direct 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 DTCOM Direct'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 DTCOM Direct upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 29.39 | |||
| Value At Risk | (5.47) | |||
| Potential Upside | 6.67 |
DTCOM Direct Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DTCOM Direct's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DTCOM Direct's standard deviation. In reality, there are many statistical measures that can use DTCOM Direct historical prices to predict the future DTCOM Direct's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.94) | |||
| Treynor Ratio | 0.3347 |
DTCOM Direct Backtested Returns
DTCOM Direct retains Efficiency (Sharpe Ratio) of -0.0891, which denotes the company had a -0.0891 % return per unit of risk over the last 3 months. DTCOM Direct exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DTCOM Direct's Market Risk Adjusted Performance of 0.3447, standard deviation of 4.45, and Variance of 19.81 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.95, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning DTCOM Direct are expected to decrease slowly. On the other hand, during market turmoil, DTCOM Direct is expected to outperform it slightly. At this point, DTCOM Direct has a negative expected return of -0.4%. Please make sure to confirm DTCOM Direct's coefficient of variation, total risk alpha, skewness, as well as the relationship between the information ratio and maximum drawdown , to decide if DTCOM Direct performance from the past will be repeated in the future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
DTCOM Direct has insignificant reverse predictability. Overlapping area represents the amount of predictability between DTCOM Direct 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 DTCOM Direct price movement. The serial correlation of -0.17 indicates that over 17.0% of current DTCOM Direct price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
DTCOM Direct lagged returns against current returns
Autocorrelation, which is DTCOM Direct 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 DTCOM Direct's stock expected returns. We can calculate the autocorrelation of DTCOM Direct returns to help us make a trade decision. For example, suppose you find that DTCOM Direct 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 |
DTCOM Direct 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 DTCOM Direct stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DTCOM Direct stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DTCOM Direct stock over time.
Current vs Lagged Prices |
| Timeline |
DTCOM Direct Lagged Returns
When evaluating DTCOM Direct's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DTCOM Direct stock have on its future price. DTCOM Direct 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, DTCOM Direct autocorrelation shows the relationship between DTCOM Direct stock current value and its past values and can show if there is a momentum factor associated with investing in DTCOM Direct.
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.Additional Tools for DTCOM Stock Analysis
When running DTCOM Direct's price analysis, check to measure DTCOM Direct'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 DTCOM Direct is operating at the current time. Most of DTCOM Direct's value examination focuses on studying past and present price action to predict the probability of DTCOM Direct's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DTCOM Direct's price. Additionally, you may evaluate how the addition of DTCOM Direct to your portfolios can decrease your overall portfolio volatility.