Deep Yellow (Australia) Market Value
| DYL Stock | 1.82 0.02 1.09% |
| Symbol | Deep |
Deep Yellow '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 Deep Yellow'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 Deep Yellow.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Deep Yellow on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Deep Yellow or generate 0.0% return on investment in Deep Yellow over 90 days. Deep Yellow is related to or competes with Flagship Investments, Ras Technology, Wisetech Global, QBE Insurance, and Platinum Asset. Deep Yellow is entity of Australia. It is traded as Stock on AU exchange. More
Deep Yellow 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 Deep Yellow'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 Deep Yellow upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.21 | |||
| Information Ratio | 0.1958 | |||
| Maximum Drawdown | 28.2 | |||
| Value At Risk | (5.65) | |||
| Potential Upside | 11.9 |
Deep Yellow Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deep Yellow's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deep Yellow's standard deviation. In reality, there are many statistical measures that can use Deep Yellow historical prices to predict the future Deep Yellow's volatility.| Risk Adjusted Performance | 0.2178 | |||
| Jensen Alpha | 1.02 | |||
| Total Risk Alpha | 0.4048 | |||
| Sortino Ratio | 0.2998 | |||
| Treynor Ratio | 1.85 |
Deep Yellow Backtested Returns
Deep Yellow is dangerous given 3 months investment horizon. Deep Yellow secures Sharpe Ratio (or Efficiency) of 0.28, which denotes the company had a 0.28 % return per unit of standard deviation over the last 3 months. We were able to break down and interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.34% are justified by taking the suggested risk. Use Deep Yellow Mean Deviation of 3.45, downside deviation of 3.21, and Semi Deviation of 2.41 to evaluate company specific risk that cannot be diversified away. Deep Yellow holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.59, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deep Yellow's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deep Yellow is expected to be smaller as well. Use Deep Yellow downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to analyze future returns on Deep Yellow.
Auto-correlation | 0.70 |
Good predictability
Deep Yellow has good predictability. Overlapping area represents the amount of predictability between Deep Yellow 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 Deep Yellow price movement. The serial correlation of 0.7 indicates that around 70.0% of current Deep Yellow price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Deep Yellow lagged returns against current returns
Autocorrelation, which is Deep Yellow 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 Deep Yellow's stock expected returns. We can calculate the autocorrelation of Deep Yellow returns to help us make a trade decision. For example, suppose you find that Deep Yellow 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 |
Deep Yellow 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 Deep Yellow stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deep Yellow stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deep Yellow stock over time.
Current vs Lagged Prices |
| Timeline |
Deep Yellow Lagged Returns
When evaluating Deep Yellow's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deep Yellow stock have on its future price. Deep Yellow 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, Deep Yellow autocorrelation shows the relationship between Deep Yellow stock current value and its past values and can show if there is a momentum factor associated with investing in Deep Yellow.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Deep Stock Analysis
When running Deep Yellow's price analysis, check to measure Deep Yellow'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 Deep Yellow is operating at the current time. Most of Deep Yellow's value examination focuses on studying past and present price action to predict the probability of Deep Yellow's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deep Yellow's price. Additionally, you may evaluate how the addition of Deep Yellow to your portfolios can decrease your overall portfolio volatility.