Link Real Estate Stock Market Value
| LKREF Stock | USD 4.40 0.22 5.26% |
| 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 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 Link Real.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Link Real on November 1, 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 30 days. Link Real is related to or competes with Kimco Realty, Simon Property, Saul Centers, Kimco Realty, Saul Centers, Brixmor Property, and Tanger Factory. Link Real Estate Investment Trust , managed by Link Asset Management Limited, is a leading retail-focused REIT in the wo... 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 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 Link Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 19.71 | |||
| Value At Risk | (5.59) | |||
| Potential Upside | 3.26 |
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 | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.19) |
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 Estate has Sharpe Ratio of -0.0223, which conveys that the firm had a -0.0223% return per unit of risk over the last 3 months. Link Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Link Real's Standard Deviation of 2.59, mean deviation of 1.2, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Link Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Link Real is expected to be smaller as well. At this point, Link Real Estate has a negative expected return of -0.0586%. Please make sure to verify Link Real's kurtosis, and the relationship between the treynor ratio and day median price , to decide if Link Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Link Real Estate has modest reverse predictability. Overlapping area represents the amount of predictability between Link Real time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Link Real Estate price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Link Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Link Real Estate lagged returns against current returns
Autocorrelation, which is Link 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 Link Real's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Link 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 Link Real pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Link Pink Sheet
Link Real financial ratios help investors to determine whether Link 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 Link with respect to the benefits of owning Link Real security.