Daimler Truck Holding Stock Market Value
| DTGHF Stock | USD 45.73 0.95 2.12% |
| Symbol | Daimler |
Daimler Truck '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 Daimler Truck'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 Daimler Truck.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in Daimler Truck on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding Daimler Truck Holding or generate 0.0% return on investment in Daimler Truck over 90 days. Daimler Truck is related to or competes with Daimler Truck, Deere, Mercedes Benz, Compagnie, DSV Panalpina, and Deutsche Post. Daimler Truck Holding AG manufactures and sells medium- and heavy-duty trucks and buses in Europe, North America, Asia, ... More
Daimler Truck 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 Daimler Truck'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 Daimler Truck Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | 0.0242 | |||
| Maximum Drawdown | 17.21 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.84 |
Daimler Truck Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daimler Truck's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Daimler Truck's standard deviation. In reality, there are many statistical measures that can use Daimler Truck historical prices to predict the future Daimler Truck's volatility.| Risk Adjusted Performance | 0.0656 | |||
| Jensen Alpha | 0.1141 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0214 | |||
| Treynor Ratio | 0.3424 |
Daimler Truck Holding Backtested Returns
At this point, Daimler Truck is very steady. Daimler Truck Holding secures Sharpe Ratio (or Efficiency) of 0.0756, which denotes the company had a 0.0756 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Daimler Truck Holding, which you can use to evaluate the volatility of the firm. Please confirm Daimler Truck's Coefficient Of Variation of 1322.94, mean deviation of 1.44, and Downside Deviation of 2.69 to check if the risk estimate we provide is consistent with the expected return of 0.18%. Daimler Truck has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, Daimler Truck's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daimler Truck is expected to be smaller as well. Daimler Truck Holding right now shows a risk of 2.38%. Please confirm Daimler Truck Holding information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Daimler Truck Holding will be following its price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Daimler Truck Holding has very weak reverse predictability. Overlapping area represents the amount of predictability between Daimler Truck time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th of August 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 Daimler Truck Holding price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Daimler Truck price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 3.88 |
Daimler Truck Holding lagged returns against current returns
Autocorrelation, which is Daimler Truck 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 Daimler Truck's pink sheet expected returns. We can calculate the autocorrelation of Daimler Truck returns to help us make a trade decision. For example, suppose you find that Daimler Truck 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 |
Daimler Truck 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 Daimler Truck pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Daimler Truck pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Daimler Truck pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Daimler Truck Lagged Returns
When evaluating Daimler Truck's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Daimler Truck pink sheet have on its future price. Daimler Truck 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, Daimler Truck autocorrelation shows the relationship between Daimler Truck pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Daimler Truck Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Daimler Pink Sheet
Daimler Truck financial ratios help investors to determine whether Daimler 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 Daimler with respect to the benefits of owning Daimler Truck security.