DPST vs SPY comparison¶
DPST vs SPY performance comment¶
Market Performance Metrics Overview¶
| Metric | Data1 | Data2 |
|---|---|---|
| High | 101.70 | 488.77 |
| Low | 75.80 | 466.43 |
| Close | 94.64 | 485.39 |
| Start Price | 98.40 | 472.65 |
| Gain % | -3.82% | 2.70% |
| Annualized Gain % | -58.11% | 40.99% |
| Annualized Volatility % | 78.83% | 10.06% |
| Max Drawdown % | -18.73% | -1.14% |
| Sharpe Ratio | -0.46 | 4.49 |
Insight and Commentary¶
Gain %¶
The gain % for Data1 (DPST) is negative at -3.82%, indicating a loss over the 60-day period, while Data2 (SPY) shows a positive gain of 2.70%. This shows that investors in Data2 experienced a profit, while investors in Data1 faced a loss.
Annualized Gain %¶
The annualized gain % for Data1 is significantly negative at -58.11%, suggesting that a long-term investment in this market may not be profitable. On the other hand, Data2 shows a strong annualized gain % of 40.99%, which indicates the potential for long-term growth in this market.
Annualized Volatility %¶
Data1 has a high annualized volatility % of 78.83%, implying greater price fluctuation and potential risk for investors. Conversely, Data2 has a lower annualized volatility % of 10.06%, indicating more stability in the market.
Max Drawdown %¶
The max drawdown % for Data1 is notably negative at -18.73%, reflecting the extent of loss from a peak to a trough in the market. Data2 has a much smaller drawdown of -1.14%, which signifies lower risk and potential for smaller losses.
Sharpe Ratio¶
Data1 has a negative Sharpe ratio of -0.46, indicating a poor risk-adjusted return. In contrast, Data2 exhibits a strong Sharpe ratio of 4.49, signifying better risk-adjusted returns.
Conclusion¶
Based on the metrics provided, it is evident that Data1 (DPST) has underperformed compared to Data2 (SPY) in the 60-day period. Data2 demonstrates a positive gain, higher annualized gain, lower volatility, smaller drawdown, and a superior Sharpe ratio, making it a more attractive investment option during this timeframe.
DPST YTD Return (Daily)¶
Comment on YTD Total Returns Results of DPST¶
Year-to-Date Performance¶
The YTD Open for DPST was 94.4, with the YTD High reaching 101.70 and the YTD Low dropping to 75.80. The YTD Close was at 94.64, resulting in a YTD Gain of -3.82%. The YTD Annualized Gain stands at -58.11% with an YTD Annualized Volatility of 78.83%. The YTD Max Drawdown recorded a value of -18.73%. The YTD Sharpe Ratio came out to be -0.46, indicating a negative risk-adjusted return.
Last Year Performance¶
The Last Year Annualized Gain stood at -54.89%, with an Last Year Annualized Volatility of 112.40%. The Last Year Max Drawdown recorded a significant negative value of -86.30%. The Last Year Sharpe Ratio was also negative at -0.14, reflecting high risk.
Historical Performance¶
If we exclude the current year, the Historical Annualized Volatility was 98.67%, and the Historical Annualized Gain was 24.91%. The Max Drawdown in Data (excluding the current year) was -97.73%, which denotes high risk levels. The Average Sharpe Ratio for all years (excluding the last) was 0.25, giving a mixed investment potential over the years.
Current Market Condition¶
The Current last close for DPST stands at 94.64. The Current last 5 days gain shows a positive momentum of 16.07%, indicating short-term bullishness. The Current MA 200 is at 65.18, the Current MA 50 stands at 81.14, and the Current MA 5 reports a value of 90.08. As the Current last close is higher than all three moving averages, it suggests a strong bullish trend at the moment. However, the Current average annualized volatility has reduced to 72.25% from Average annualized volatility a month ago of 106.35%, indicating a decrease in short-term market risk. Overall, the performance metrics suggest a volatile market for DPST, with high drawdowns and negative Sharpe ratios. The current short-term trend appears positive, with the stock price above all three moving averages, indicating a potential for further bullish momentum. However, investors should remain cautious due to the historically high volatility and drawdown levels.
DPST Annual Dividends¶
| Year | Annual Dividend | Dividend Yield |
|---|---|---|
| 2023 | $1.4 | 1.5% |
| 2022 | $0.34 | 1.66% |
| 2021 | $1.19 | 2.83% |
| 2020 | $0.71 | 0.64% |
| 2019 | $0.67 | 1.26% |
DPST Montly Dividends¶
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.0 | 0.0 | $0.04 | 0.0 | 0.0 | $0.46 | 0.0 | 0.0 | $0.46 | 0.0 | 0.0 | $0.44 |
| 2022 | 0.0 | 0.0 | $0.09 | 0.0 | 0.0 | $0.09 | 0.0 | 0.0 | $0.12 | 0.0 | 0.0 | $0.05 |
| 2021 | 0.0 | 0.0 | $0.43 | 0.0 | 0.0 | $0.36 | 0.0 | 0.0 | $0.34 | 0.0 | 0.0 | $0.07 |
| 2020 | 0.0 | 0.0 | $0.04 | 0.0 | 0.0 | $0.17 | 0.0 | 0.0 | $0.22 | 0.0 | 0.0 | $0.28 |
| 2019 | 0.0 | 0.0 | $0.15 | 0.0 | 0.0 | $0.2 | 0.0 | 0.0 | $0.17 | 0.0 | 0.0 | $0.15 |
| 2018 | 0.0 | 0.0 | $0.1 | 0.0 | 0.0 | $0.17 | 0.0 | 0.0 | $0.22 | 0.0 | 0.0 | $0.18 |
| 2017 | 0.0 | 0.0 | $0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | $0.12 |
Published: 2024-01-25
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