Bsr Real Estate Stock Market Value
| HOM-U Stock | USD 13.10 0.05 0.38% |
| Symbol | BSR |
BSR Real Estate Price To Book Ratio
BSR 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 BSR 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 BSR Real.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in BSR Real on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding BSR Real Estate or generate 0.0% return on investment in BSR Real over 30 days. BSR Real is related to or competes with BSR Real, Minto Apartment, European Residential, and Killam Apartment. BSR Real Estate Investment Trust is an internally managed, unincorporated, open-ended real estate investment trust estab... More
BSR 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 BSR 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 BSR Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.99 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.38 |
BSR Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSR Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSR Real's standard deviation. In reality, there are many statistical measures that can use BSR Real historical prices to predict the future BSR Real's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BSR Real's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
BSR Real Estate Backtested Returns
BSR Real Estate secures Sharpe Ratio (or Efficiency) of -0.0156, which signifies that the company had a -0.0156% return per unit of risk over the last 3 months. BSR Real Estate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BSR Real's mean deviation of 1.12, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. 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, BSR Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding BSR Real is expected to be smaller as well. At this point, BSR Real Estate has a negative expected return of -0.0232%. Please make sure to confirm BSR Real's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if BSR Real Estate performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
BSR Real Estate has no correlation between past and present. Overlapping area represents the amount of predictability between BSR Real time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 BSR Real Estate price movement. The serial correlation of 0.0 indicates that just 0.0% of current BSR Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
BSR Real Estate lagged returns against current returns
Autocorrelation, which is BSR 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 BSR Real's stock expected returns. We can calculate the autocorrelation of BSR Real returns to help us make a trade decision. For example, suppose you find that BSR 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 |
BSR 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 BSR Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BSR Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BSR Real stock over time.
Current vs Lagged Prices |
| Timeline |
BSR Real Lagged Returns
When evaluating BSR Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BSR Real stock have on its future price. BSR 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, BSR Real autocorrelation shows the relationship between BSR Real stock current value and its past values and can show if there is a momentum factor associated with investing in BSR Real Estate.
Regressed Prices |
| Timeline |
Pair Trading with BSR Real
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if BSR Real position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in BSR Real will appreciate offsetting losses from the drop in the long position's value.Moving together with BSR Stock
Moving against BSR Stock
The ability to find closely correlated positions to BSR Real could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace BSR Real when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back BSR Real - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling BSR Real Estate to buy it.
The correlation of BSR Real is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as BSR Real moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if BSR Real Estate moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for BSR Real can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for BSR Stock Analysis
When running BSR Real's price analysis, check to measure BSR Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BSR Real is operating at the current time. Most of BSR Real's value examination focuses on studying past and present price action to predict the probability of BSR Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BSR Real's price. Additionally, you may evaluate how the addition of BSR Real to your portfolios can decrease your overall portfolio volatility.