Hr Real Estate Stock Market Value
| HRUFF Stock | USD 6.94 0.03 0.43% |
| Symbol | HRUFF |
HR 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 HR Real's pink sheet 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 HR Real.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in HR Real on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding HR Real Estate or generate 0.0% return on investment in HR Real over 90 days. HR Real is related to or competes with Generationome Properties, Modiv, Broadstone Net, Gladstone Commercial, Presidio Property, Medalist Diversified, and One Liberty. HR REIT is one of Canadas largest real estate investment trusts with total assets of approximately 13.3 billion at Septe... More
HR 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 HR Real's pink sheet 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 HR Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.8 | |||
| Information Ratio | 0.0587 | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 4.47 |
HR Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HR Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HR Real's standard deviation. In reality, there are many statistical measures that can use HR Real historical prices to predict the future HR Real's volatility.| Risk Adjusted Performance | 0.0109 | |||
| Jensen Alpha | 0.0712 | |||
| Total Risk Alpha | 0.4186 | |||
| Sortino Ratio | 0.0517 | |||
| Treynor Ratio | 0.0055 |
HR Real Estate Backtested Returns
At this point, HR Real is slightly risky. HR Real Estate retains Efficiency (Sharpe Ratio) of close to zero, which attests that the entity had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for HR Real, which you can use to evaluate the volatility of the firm. Please check out HR Real's Market Risk Adjusted Performance of 0.0155, standard deviation of 2.47, and Semi Deviation of 2.3 to validate if the risk estimate we provide is consistent with the expected return of 0.0141%. The company owns a Beta (Systematic Risk) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HR Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding HR Real is expected to be smaller as well. HR Real Estate today owns a risk of 2.5%. Please check out HR Real Estate potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if HR Real Estate will be following its current price history.
Auto-correlation | -0.68 |
Very good reverse predictability
HR Real Estate has very good reverse predictability. Overlapping area represents the amount of predictability between HR Real time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 HR Real Estate price movement. The serial correlation of -0.68 indicates that around 68.0% of current HR Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
HR Real Estate lagged returns against current returns
Autocorrelation, which is HR Real pink sheet'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 HR Real's pink sheet expected returns. We can calculate the autocorrelation of HR Real returns to help us make a trade decision. For example, suppose you find that HR Real has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
HR 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 HR Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HR Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HR Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HR Real Lagged Returns
When evaluating HR Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HR Real pink sheet have on its future price. HR 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, HR Real autocorrelation shows the relationship between HR Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HR Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HRUFF Pink Sheet
HR Real financial ratios help investors to determine whether HRUFF Pink Sheet 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 HRUFF with respect to the benefits of owning HR Real security.