Data 3 (Australia) Market Value
| DTL Stock | 7.97 0.11 1.40% |
| Symbol | Data |
Data 3 '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 Data 3'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 Data 3.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Data 3 on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Data 3 or generate 0.0% return on investment in Data 3 over 90 days. Data 3 is related to or competes with TPG Telecom, Clime Investment, Platinum Asset, Cleanaway Waste, Catalyst Metals, and Pinnacle Investment. Data 3 is entity of Australia. It is traded as Stock on AU exchange. More
Data 3 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 Data 3'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 Data 3 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.03 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.5 |
Data 3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Data 3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Data 3's standard deviation. In reality, there are many statistical measures that can use Data 3 historical prices to predict the future Data 3's volatility.| Risk Adjusted Performance | 0.0814 | |||
| Jensen Alpha | 0.0582 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.263 |
Data 3 Backtested Returns
Currently, Data 3 is not too volatile. Data 3 secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Data 3, which you can use to evaluate the volatility of the firm. Please confirm Data 3's Downside Deviation of 1.33, coefficient of variation of 1203.69, and Mean Deviation of 1.09 to check if the risk estimate we provide is consistent with the expected return of 0.18%. Data 3 has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Data 3's returns are expected to increase less than the market. However, during the bear market, the loss of holding Data 3 is expected to be smaller as well. Data 3 right now shows a risk of 1.52%. Please confirm Data 3 total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Data 3 will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Data 3 has weak reverse predictability. Overlapping area represents the amount of predictability between Data 3 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 Data 3 price movement. The serial correlation of -0.23 indicates that over 23.0% of current Data 3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Data 3 lagged returns against current returns
Autocorrelation, which is Data 3 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 Data 3's stock expected returns. We can calculate the autocorrelation of Data 3 returns to help us make a trade decision. For example, suppose you find that Data 3 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 |
Data 3 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 Data 3 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Data 3 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Data 3 stock over time.
Current vs Lagged Prices |
| Timeline |
Data 3 Lagged Returns
When evaluating Data 3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Data 3 stock have on its future price. Data 3 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, Data 3 autocorrelation shows the relationship between Data 3 stock current value and its past values and can show if there is a momentum factor associated with investing in Data 3.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Data Stock Analysis
When running Data 3's price analysis, check to measure Data 3'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 Data 3 is operating at the current time. Most of Data 3's value examination focuses on studying past and present price action to predict the probability of Data 3's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Data 3's price. Additionally, you may evaluate how the addition of Data 3 to your portfolios can decrease your overall portfolio volatility.