Defentect Group Stock Market Value
| DFTC Stock | USD 0 0.0003 7.14% |
| Symbol | Defentect |
Defentect '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 Defentect's pink sheet 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 Defentect.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Defentect on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Defentect Group or generate 0.0% return on investment in Defentect over 90 days. Defentect is related to or competes with Snowflake, Zoom Video, Shopify, Workday, and Salesforce. Defentect Group, Inc. develops and provides IP based alerting system that protects against chemical, biological, radiolo... More
Defentect 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 Defentect's pink sheet 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 Defentect Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.56 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 41.04 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 7.14 |
Defentect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Defentect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Defentect's standard deviation. In reality, there are many statistical measures that can use Defentect historical prices to predict the future Defentect's volatility.| Risk Adjusted Performance | 0.0229 | |||
| Jensen Alpha | 0.2145 | |||
| Total Risk Alpha | (0.87) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Defentect'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.
Defentect Group Backtested Returns
At this point, Defentect is out of control. Defentect Group secures Sharpe Ratio (or Efficiency) of 0.0154, which denotes the company had a 0.0154 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Defentect Group, which you can use to evaluate the volatility of the firm. Please confirm Defentect's Downside Deviation of 11.56, mean deviation of 2.31, and Coefficient Of Variation of 6499.56 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Defentect has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.91, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Defentect are expected to decrease slowly. On the other hand, during market turmoil, Defentect is expected to outperform it slightly. Defentect Group right now shows a risk of 6.57%. Please confirm Defentect Group maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Defentect Group will be following its price patterns.
Auto-correlation | -0.56 |
Good reverse predictability
Defentect Group has good reverse predictability. Overlapping area represents the amount of predictability between Defentect time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Defentect Group price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Defentect price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Defentect Group lagged returns against current returns
Autocorrelation, which is Defentect pink sheet'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 Defentect's pink sheet expected returns. We can calculate the autocorrelation of Defentect returns to help us make a trade decision. For example, suppose you find that Defentect has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Defentect 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 Defentect pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Defentect pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Defentect pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Defentect Lagged Returns
When evaluating Defentect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Defentect pink sheet have on its future price. Defentect 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, Defentect autocorrelation shows the relationship between Defentect pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Defentect Group.
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 Defentect Pink Sheet
Defentect financial ratios help investors to determine whether Defentect Pink Sheet 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 Defentect with respect to the benefits of owning Defentect security.