ARES COMMREAL's market value is the price at which a share of ARES COMMREAL trades on a public exchange. It measures the collective expectations of ARES MREAL ESTDL 01 investors about its performance. ARES COMMREAL is trading at 5.82 as of the 8th of January 2025. This is a 2.68% down since the beginning of the trading day. The stock's lowest day price was 5.82. With this module, you can estimate the performance of a buy and hold strategy of ARES MREAL ESTDL 01 and determine expected loss or profit from investing in ARES COMMREAL over a given investment horizon. Check out ARES COMMREAL Correlation, ARES COMMREAL Volatility and ARES COMMREAL Alpha and Beta module to complement your research on ARES COMMREAL.
Please note, there is a significant difference between ARES COMMREAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if ARES COMMREAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ARES COMMREAL's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
ARES COMMREAL '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 COMMREAL'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 COMMREAL.
0.00
12/09/2024
No Change 0.00
0.0
In 31 days
01/08/2025
0.00
If you would invest 0.00 in ARES COMMREAL on December 9, 2024 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 COMMREAL over 30 days. ARES COMMREAL is related to or competes with TEXAS ROADHOUSE, Forsys Metals, Gold Road, QUEEN S, Broadcom, Perseus Mining, and Zijin Mining. Ares Commercial Real Estate Corporation, a specialty finance company, originates and invests in commercial real estate l... More
ARES COMMREAL 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 COMMREAL'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.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARES COMMREAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARES COMMREAL's standard deviation. In reality, there are many statistical measures that can use ARES COMMREAL historical prices to predict the future ARES COMMREAL's volatility.
At this point, ARES COMMREAL is slightly risky. ARES MREAL ESTDL secures Sharpe Ratio (or Efficiency) of 0.0236, which signifies that the company had a 0.0236% 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 COMMREAL's Downside Deviation of 2.09, risk adjusted performance of 0.0257, and Mean Deviation of 1.78 to double-check if the risk estimate we provide is consistent with the expected return of 0.0568%. ARES COMMREAL has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ARES COMMREAL are expected to decrease at a much lower rate. During the bear market, ARES COMMREAL is likely to outperform the market. ARES MREAL ESTDL now shows a risk of 2.4%. 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
0.42
Average predictability
ARES MREAL ESTDL 01 has average predictability. Overlapping area represents the amount of predictability between ARES COMMREAL time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 0.42 indicates that just about 42.0% of current ARES COMMREAL price fluctuation can be explain by its past prices.
Correlation Coefficient
0.42
Spearman Rank Test
0.07
Residual Average
0.0
Price Variance
0.01
ARES MREAL ESTDL lagged returns against current returns
Autocorrelation, which is ARES COMMREAL 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 COMMREAL's stock expected returns. We can calculate the autocorrelation of ARES COMMREAL returns to help us make a trade decision. For example, suppose you find that ARES COMMREAL 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 COMMREAL 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 COMMREAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARES COMMREAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARES COMMREAL stock over time.
Current vs Lagged Prices
Timeline
ARES COMMREAL Lagged Returns
When evaluating ARES COMMREAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARES COMMREAL stock have on its future price. ARES COMMREAL 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 COMMREAL autocorrelation shows the relationship between ARES COMMREAL stock current value and its past values and can show if there is a momentum factor associated with investing in ARES MREAL ESTDL 01.
ARES COMMREAL 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 COMMREAL security.