Dirtt Environmental Solutions Stock Market Value
| DRTTF Stock | USD 0.75 0.01 1.35% |
| Symbol | DIRTT |
DIRTT Environmental '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 DIRTT Environmental's otc 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 DIRTT Environmental.
| 09/02/2025 |
| 12/01/2025 |
If you would invest 0.00 in DIRTT Environmental on September 2, 2025 and sell it all today you would earn a total of 0.00 from holding DIRTT Environmental Solutions or generate 0.0% return on investment in DIRTT Environmental over 90 days. DIRTT Environmental is related to or competes with Dairy Farm, Solstad Offshore, Granite Construction, Pembina Pipeline, SBM Offshore, and Vantage Drilling. DIRTT Environmental Solutions Ltd. designs, manufactures, and installs customized prefabricated interiors More
DIRTT Environmental 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 DIRTT Environmental's otc 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 DIRTT Environmental Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.34 | |||
| Information Ratio | 0.1206 | |||
| Maximum Drawdown | 23.62 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 5.88 |
DIRTT Environmental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DIRTT Environmental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DIRTT Environmental's standard deviation. In reality, there are many statistical measures that can use DIRTT Environmental historical prices to predict the future DIRTT Environmental's volatility.| Risk Adjusted Performance | 0.1029 | |||
| Jensen Alpha | 0.568 | |||
| Total Risk Alpha | 0.1772 | |||
| Sortino Ratio | 0.1091 | |||
| Treynor Ratio | (1.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of DIRTT Environmental'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.
DIRTT Environmental Backtested Returns
DIRTT Environmental appears to be abnormally volatile, given 3 months investment horizon. DIRTT Environmental secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of volatility over the last 3 months. By examining DIRTT Environmental's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please utilize DIRTT Environmental's Market Risk Adjusted Performance of (1.03), downside deviation of 4.34, and Mean Deviation of 2.89 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, DIRTT Environmental holds a performance score of 12. The firm shows a Beta (market volatility) of -0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning DIRTT Environmental are expected to decrease at a much lower rate. During the bear market, DIRTT Environmental is likely to outperform the market. Please check DIRTT Environmental's maximum drawdown, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether DIRTT Environmental's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
DIRTT Environmental Solutions has good predictability. Overlapping area represents the amount of predictability between DIRTT Environmental time series from 2nd of September 2025 to 17th of October 2025 and 17th of October 2025 to 1st of December 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 DIRTT Environmental price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current DIRTT Environmental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DIRTT Environmental lagged returns against current returns
Autocorrelation, which is DIRTT Environmental otc 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 DIRTT Environmental's otc stock expected returns. We can calculate the autocorrelation of DIRTT Environmental returns to help us make a trade decision. For example, suppose you find that DIRTT Environmental has exhibited high autocorrelation historically, and you observe that the otc 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 |
DIRTT Environmental 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 DIRTT Environmental otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DIRTT Environmental otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DIRTT Environmental otc stock over time.
Current vs Lagged Prices |
| Timeline |
DIRTT Environmental Lagged Returns
When evaluating DIRTT Environmental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DIRTT Environmental otc stock have on its future price. DIRTT Environmental 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, DIRTT Environmental autocorrelation shows the relationship between DIRTT Environmental otc stock current value and its past values and can show if there is a momentum factor associated with investing in DIRTT Environmental Solutions.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in DIRTT OTC Stock
DIRTT Environmental financial ratios help investors to determine whether DIRTT OTC Stock 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 DIRTT with respect to the benefits of owning DIRTT Environmental security.