Dai Thien (Vietnam) Market Value
| DTL Stock | 11,400 300.00 2.56% |
| Symbol | Dai |
Dai Thien '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 Dai Thien'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 Dai Thien.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Dai Thien on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Dai Thien Loc or generate 0.0% return on investment in Dai Thien over 90 days.
Dai Thien 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 Dai Thien'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 Dai Thien Loc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0184 | |||
| Maximum Drawdown | 12.39 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 4.48 |
Dai Thien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dai Thien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dai Thien's standard deviation. In reality, there are many statistical measures that can use Dai Thien historical prices to predict the future Dai Thien's volatility.| Risk Adjusted Performance | 0.0551 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0176 | |||
| Treynor Ratio | 0.2508 |
Dai Thien Loc Backtested Returns
As of now, Dai Stock is very steady. Dai Thien Loc secures Sharpe Ratio (or Efficiency) of 0.0602, which denotes the company had a 0.0602 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dai Thien Loc, which you can use to evaluate the volatility of the firm. Please confirm Dai Thien's Downside Deviation of 2.1, mean deviation of 1.3, and Coefficient Of Variation of 1464.22 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Dai Thien has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dai Thien's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dai Thien is expected to be smaller as well. Dai Thien Loc right now shows a risk of 2.07%. Please confirm Dai Thien Loc jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Dai Thien Loc will be following its price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Dai Thien Loc has modest reverse predictability. Overlapping area represents the amount of predictability between Dai Thien time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 Dai Thien Loc price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Dai Thien price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 130.7 K |
Dai Thien Loc lagged returns against current returns
Autocorrelation, which is Dai Thien 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 Dai Thien's stock expected returns. We can calculate the autocorrelation of Dai Thien returns to help us make a trade decision. For example, suppose you find that Dai Thien 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 |
Dai Thien 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 Dai Thien stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dai Thien stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dai Thien stock over time.
Current vs Lagged Prices |
| Timeline |
Dai Thien Lagged Returns
When evaluating Dai Thien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dai Thien stock have on its future price. Dai Thien 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, Dai Thien autocorrelation shows the relationship between Dai Thien stock current value and its past values and can show if there is a momentum factor associated with investing in Dai Thien Loc.
Regressed Prices |
| Timeline |
Pair Trading with Dai Thien
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dai Thien position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dai Thien will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Dai Thien could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dai Thien when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dai Thien - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dai Thien Loc to buy it.
The correlation of Dai Thien is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dai Thien moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dai Thien Loc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dai Thien can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.