ARIMA REAL (Germany) Market Value
| 3AZ Stock | EUR 7.84 0.34 4.53% |
| Symbol | ARIMA |
ARIMA REAL '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 ARIMA REAL'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 ARIMA REAL.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in ARIMA REAL on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding ARIMA REAL ESTSOC or generate 0.0% return on investment in ARIMA REAL over 720 days. ARIMA REAL is related to or competes with Great Portland, Easterly Government, Office Properties, CITY OFFICE, CREMECOMTRSBI. rima Real Estate is a Spanish company that listed on the Madrid Stock Exchange as a SOCIMI and that is led by a fully-de... More
ARIMA REAL 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 ARIMA REAL'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 ARIMA REAL ESTSOC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.17 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.27 |
ARIMA REAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARIMA REAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARIMA REAL's standard deviation. In reality, there are many statistical measures that can use ARIMA REAL historical prices to predict the future ARIMA REAL's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.80) |
ARIMA REAL ESTSOC Backtested Returns
ARIMA REAL ESTSOC secures Sharpe Ratio (or Efficiency) of -0.0333, which signifies that the company had a -0.0333% return per unit of return volatility over the last 3 months. ARIMA REAL ESTSOC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ARIMA REAL's Risk Adjusted Performance of (0.02), mean deviation of 0.7586, and Coefficient Of Variation of (3,278) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0899, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ARIMA REAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARIMA REAL is expected to be smaller as well. At this point, ARIMA REAL ESTSOC has a negative expected return of -0.0698%. Please make sure to confirm ARIMA REAL's coefficient of variation, treynor ratio, skewness, as well as the relationship between the jensen alpha and value at risk , to decide if ARIMA REAL ESTSOC performance from the past will be repeated in the future.
Auto-correlation | -0.25 |
Weak reverse predictability
ARIMA REAL ESTSOC has weak reverse predictability. Overlapping area represents the amount of predictability between ARIMA REAL time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ARIMA REAL ESTSOC price movement. The serial correlation of -0.25 indicates that over 25.0% of current ARIMA REAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
ARIMA REAL ESTSOC lagged returns against current returns
Autocorrelation, which is ARIMA REAL 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 ARIMA REAL's stock expected returns. We can calculate the autocorrelation of ARIMA REAL returns to help us make a trade decision. For example, suppose you find that ARIMA REAL 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 |
ARIMA REAL 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 ARIMA REAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARIMA REAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARIMA REAL stock over time.
Current vs Lagged Prices |
| Timeline |
ARIMA REAL Lagged Returns
When evaluating ARIMA REAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARIMA REAL stock have on its future price. ARIMA REAL 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, ARIMA REAL autocorrelation shows the relationship between ARIMA REAL stock current value and its past values and can show if there is a momentum factor associated with investing in ARIMA REAL ESTSOC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ARIMA Stock
ARIMA REAL financial ratios help investors to determine whether ARIMA 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 ARIMA with respect to the benefits of owning ARIMA REAL security.