Dba Sempra 5750 Stock Market Value
| SREA Stock | USD 21.30 0.07 0.33% |
| Symbol | DBA |
DBA Sempra 5750 Price To Book Ratio
Is Diversified Capital Markets space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of DBA Sempra. If investors know DBA will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about DBA Sempra listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of DBA Sempra 5750 is measured differently than its book value, which is the value of DBA that is recorded on the company's balance sheet. Investors also form their own opinion of DBA Sempra's value that differs from its market value or its book value, called intrinsic value, which is DBA Sempra's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because DBA Sempra's market value can be influenced by many factors that don't directly affect DBA Sempra's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between DBA Sempra's value and its price as these two are different measures arrived at by different means. Investors typically determine if DBA Sempra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DBA Sempra's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
DBA Sempra '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 DBA Sempra'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 DBA Sempra.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in DBA Sempra on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding DBA Sempra 5750 or generate 0.0% return on investment in DBA Sempra over 90 days. DBA Sempra is related to or competes with Affiliated Managers, CMS Energy, and Southern. DBA Sempra is entity of United States. It is traded as Stock on NYSE exchange. More
DBA Sempra 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 DBA Sempra'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 DBA Sempra 5750 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8969 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.8 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.42 |
DBA Sempra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DBA Sempra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DBA Sempra's standard deviation. In reality, there are many statistical measures that can use DBA Sempra historical prices to predict the future DBA Sempra's volatility.| Risk Adjusted Performance | 0.113 | |||
| Jensen Alpha | 0.0599 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.3476 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DBA Sempra's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
DBA Sempra 5750 Backtested Returns
At this point, DBA Sempra is very steady. DBA Sempra 5750 retains Efficiency (Sharpe Ratio) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for DBA Sempra, which you can use to evaluate the volatility of the entity. Please confirm DBA Sempra's Coefficient Of Variation of 821.5, downside deviation of 0.8969, and Market Risk Adjusted Performance of 0.3576 to check if the risk estimate we provide is consistent with the expected return of 0.11%. DBA Sempra has a performance score of 9 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, DBA Sempra's returns are expected to increase less than the market. However, during the bear market, the loss of holding DBA Sempra is expected to be smaller as well. DBA Sempra 5750 at this moment owns a risk of 0.89%. Please confirm DBA Sempra 5750 maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if DBA Sempra 5750 will be following its current price history.
Auto-correlation | -0.15 |
Insignificant reverse predictability
DBA Sempra 5750 has insignificant reverse predictability. Overlapping area represents the amount of predictability between DBA Sempra 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 DBA Sempra 5750 price movement. The serial correlation of -0.15 indicates that less than 15.0% of current DBA Sempra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
DBA Sempra 5750 lagged returns against current returns
Autocorrelation, which is DBA Sempra 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 DBA Sempra's stock expected returns. We can calculate the autocorrelation of DBA Sempra returns to help us make a trade decision. For example, suppose you find that DBA Sempra 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 |
DBA Sempra 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 DBA Sempra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DBA Sempra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DBA Sempra stock over time.
Current vs Lagged Prices |
| Timeline |
DBA Sempra Lagged Returns
When evaluating DBA Sempra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DBA Sempra stock have on its future price. DBA Sempra 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, DBA Sempra autocorrelation shows the relationship between DBA Sempra stock current value and its past values and can show if there is a momentum factor associated with investing in DBA Sempra 5750.
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.When determining whether DBA Sempra 5750 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of DBA Sempra's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Dba Sempra 5750 Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Dba Sempra 5750 Stock:Check out DBA Sempra Correlation, DBA Sempra Volatility and DBA Sempra Alpha and Beta module to complement your research on DBA Sempra. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
DBA Sempra technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.