ARES MREAL (Germany) Market Value
| 41I Stock | EUR 5.49 0.19 3.35% |
| Symbol | ARES |
ARES MREAL '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 ARES MREAL'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 ARES MREAL.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in ARES MREAL on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding ARES MREAL ESTDL 01 or generate 0.0% return on investment in ARES MREAL over 720 days. ARES MREAL is related to or competes with WIMFARM SA, Federal Agricultural, China Communications, TELECOM ITALIA, Cairo Communication, Granite Construction, and North American. Ares Commercial Real Estate Corporation, a specialty finance company, originates and invests in commercial real estate l... More
ARES MREAL 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 ARES MREAL'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 ARES MREAL ESTDL 01 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.0048 | |||
| Maximum Drawdown | 14.25 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 3.93 |
ARES MREAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARES MREAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARES MREAL's standard deviation. In reality, there are many statistical measures that can use ARES MREAL historical prices to predict the future ARES MREAL's volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.0442 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0055 | |||
| Treynor Ratio | 0.3275 |
ARES MREAL ESTDL Backtested Returns
At this point, ARES MREAL is slightly risky. ARES MREAL ESTDL secures Sharpe Ratio (or Efficiency) of 0.0241, which signifies that the company had a 0.0241 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ARES MREAL ESTDL 01, which you can use to evaluate the volatility of the firm. Please confirm ARES MREAL's Risk Adjusted Performance of 0.0271, downside deviation of 2.19, and Mean Deviation of 1.88 to double-check if the risk estimate we provide is consistent with the expected return of 0.06%. ARES MREAL has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ARES MREAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARES MREAL is expected to be smaller as well. ARES MREAL ESTDL now shows a risk of 2.49%. Please confirm ARES MREAL ESTDL semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if ARES MREAL ESTDL will be following its price patterns.
Auto-correlation | 0.45 |
Average predictability
ARES MREAL ESTDL 01 has average predictability. Overlapping area represents the amount of predictability between ARES MREAL time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd of January 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 ARES MREAL ESTDL price movement. The serial correlation of 0.45 indicates that just about 45.0% of current ARES MREAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
ARES MREAL ESTDL lagged returns against current returns
Autocorrelation, which is ARES MREAL 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 ARES MREAL's stock expected returns. We can calculate the autocorrelation of ARES MREAL returns to help us make a trade decision. For example, suppose you find that ARES MREAL 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 |
ARES MREAL 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 ARES MREAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARES MREAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARES MREAL stock over time.
Current vs Lagged Prices |
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ARES MREAL Lagged Returns
When evaluating ARES MREAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARES MREAL stock have on its future price. ARES MREAL 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, ARES MREAL autocorrelation shows the relationship between ARES MREAL stock current value and its past values and can show if there is a momentum factor associated with investing in ARES MREAL ESTDL 01.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ARES Stock
ARES MREAL financial ratios help investors to determine whether ARES 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 ARES with respect to the benefits of owning ARES MREAL security.