Link Real (Germany) Market Value
| L5R Stock | 4.04 0.02 0.49% |
| Symbol | Link |
Link 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 Link 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 Link Real.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Link Real on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Link Real Estate or generate 0.0% return on investment in Link Real over 60 days. Link Real is related to or competes with Calibre Mining, GREENX METALS, BROADWIND ENRGY, Liberty Broadband, COPLAND ROAD, and Fukuyama Transporting. More
Link 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 Link 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 Link Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.1009 | |||
| Maximum Drawdown | 44.71 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 3.38 |
Link Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Link Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Link Real's standard deviation. In reality, there are many statistical measures that can use Link Real historical prices to predict the future Link Real's volatility.| Risk Adjusted Performance | 0.0937 | |||
| Jensen Alpha | 0.5558 | |||
| Total Risk Alpha | 0.4858 | |||
| Sortino Ratio | 0.3187 | |||
| Treynor Ratio | 0.4999 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Link 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.
Link Real Estate Backtested Returns
Link Real appears to be extremely dangerous, given 3 months investment horizon. Link Real Estate has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. By analyzing Link Real's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please exercise Link Real's Downside Deviation of 1.75, mean deviation of 1.83, and Risk Adjusted Performance of 0.0937 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Link Real holds a performance score of 8. The company secures a Beta (Market Risk) of 1.14, which conveys a somewhat significant risk relative to the market. Link Real returns are very sensitive to returns on the market. As the market goes up or down, Link Real is expected to follow. Please check Link Real's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Link Real's current price movements will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Link Real Estate has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Link Real 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 Link Real Estate price movement. The serial correlation of -0.72 indicates that around 72.0% of current Link Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Link Real Estate lagged returns against current returns
Autocorrelation, which is Link 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 Link Real's stock expected returns. We can calculate the autocorrelation of Link Real returns to help us make a trade decision. For example, suppose you find that Link 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 |
Link 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 Link Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Link Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Link Real stock over time.
Current vs Lagged Prices |
| Timeline |
Link Real Lagged Returns
When evaluating Link Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Link Real stock have on its future price. Link 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, Link Real autocorrelation shows the relationship between Link Real stock current value and its past values and can show if there is a momentum factor associated with investing in Link Real Estate.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Link Stock Analysis
When running Link Real's price analysis, check to measure Link 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 Link Real is operating at the current time. Most of Link Real's value examination focuses on studying past and present price action to predict the probability of Link 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 Link Real's price. Additionally, you may evaluate how the addition of Link Real to your portfolios can decrease your overall portfolio volatility.