Exemplar REITail's market value is the price at which a share of Exemplar REITail trades on a public exchange. It measures the collective expectations of Exemplar REITail investors about its performance. Exemplar REITail is trading at 1200.00 as of the 4th of January 2025, a No Change since the beginning of the trading day. The stock's lowest day price was 1200.0. With this module, you can estimate the performance of a buy and hold strategy of Exemplar REITail and determine expected loss or profit from investing in Exemplar REITail over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation.
Symbol
Exemplar
Exemplar REITail '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 Exemplar REITail'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 Exemplar REITail.
0.00
11/05/2024
No Change 0.00
0.0
In 2 months and 2 days
01/04/2025
0.00
If you would invest 0.00 in Exemplar REITail on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Exemplar REITail or generate 0.0% return on investment in Exemplar REITail over 60 days.
Exemplar REITail 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 Exemplar REITail'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 Exemplar REITail 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 Exemplar REITail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exemplar REITail's standard deviation. In reality, there are many statistical measures that can use Exemplar REITail historical prices to predict the future Exemplar REITail's volatility.
Exemplar REITail is out of control given 3 months investment horizon. Exemplar REITail secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. We were able to analyze and collect data for eighteen different technical indicators, which can help you to evaluate if expected returns of 31.36% are justified by taking the suggested risk. Use Exemplar REITail Standard Deviation of 1710.25, mean deviation of 581.85, and Variance of 2924956.25 to evaluate company specific risk that cannot be diversified away. Exemplar REITail holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 25.95, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Exemplar REITail will likely underperform. Use Exemplar REITail maximum drawdown, kurtosis, and the relationship between the information ratio and potential upside , to analyze future returns on Exemplar REITail.
Auto-correlation
-0.41
Modest reverse predictability
Exemplar REITail has modest reverse predictability. Overlapping area represents the amount of predictability between Exemplar REITail time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Exemplar REITail price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Exemplar REITail price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.41
Spearman Rank Test
0.55
Residual Average
0.0
Price Variance
1657.58
Exemplar REITail lagged returns against current returns
Autocorrelation, which is Exemplar REITail 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 Exemplar REITail's stock expected returns. We can calculate the autocorrelation of Exemplar REITail returns to help us make a trade decision. For example, suppose you find that Exemplar REITail 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
Exemplar REITail 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 Exemplar REITail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exemplar REITail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exemplar REITail stock over time.
Current vs Lagged Prices
Timeline
Exemplar REITail Lagged Returns
When evaluating Exemplar REITail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exemplar REITail stock have on its future price. Exemplar REITail 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, Exemplar REITail autocorrelation shows the relationship between Exemplar REITail stock current value and its past values and can show if there is a momentum factor associated with investing in Exemplar REITail.
Regressed Prices
Timeline
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