Plaza Retail Reit Stock Market Value
| PAZRF Stock | USD 2.56 0.01 0.39% |
| Symbol | Plaza |
Plaza Retail '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 Plaza Retail'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 Plaza Retail.
| 02/01/2025 |
| 03/03/2025 |
If you would invest 0.00 in Plaza Retail on February 1, 2025 and sell it all today you would earn a total of 0.00 from holding Plaza Retail REIT or generate 0.0% return on investment in Plaza Retail over 30 days. Plaza Retail is related to or competes with Choice Properties, Firm Capital, Slate Grocery, Riocan REIT, Smart REIT, Site Centers, and Urban Edge. Plaza is an open-ended real estate investment trust and is a leading retail property owner and developer, focused on Ont... More
Plaza Retail 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 Plaza Retail'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 Plaza Retail REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.28 | |||
| Information Ratio | 0.0433 | |||
| Maximum Drawdown | 15.39 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 4.15 |
Plaza Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Plaza Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Plaza Retail's standard deviation. In reality, there are many statistical measures that can use Plaza Retail historical prices to predict the future Plaza Retail's volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.0702 | |||
| Total Risk Alpha | 0.1484 | |||
| Sortino Ratio | 0.0304 | |||
| Treynor Ratio | (0.27) |
Plaza Retail REIT Backtested Returns
At this point, Plaza Retail is slightly risky. Plaza Retail REIT maintains Sharpe Ratio (i.e., Efficiency) of 0.0738, which implies the firm had a 0.0738 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Plaza Retail REIT, which you can use to evaluate the volatility of the company. Please check Plaza Retail's Semi Deviation of 1.89, risk adjusted performance of 0.0345, and Coefficient Of Variation of 2653.71 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Plaza Retail has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Plaza Retail are expected to decrease at a much lower rate. During the bear market, Plaza Retail is likely to outperform the market. Plaza Retail REIT right now holds a risk of 1.42%. Please check Plaza Retail REIT maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if Plaza Retail REIT will be following its historical price patterns.
Auto-correlation | 0.63 |
Good predictability
Plaza Retail REIT has good predictability. Overlapping area represents the amount of predictability between Plaza Retail time series from 1st of February 2025 to 16th of February 2025 and 16th of February 2025 to 3rd 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 Plaza Retail REIT price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Plaza Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Plaza Retail REIT lagged returns against current returns
Autocorrelation, which is Plaza Retail 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 Plaza Retail's pink sheet expected returns. We can calculate the autocorrelation of Plaza Retail returns to help us make a trade decision. For example, suppose you find that Plaza Retail 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 |
Plaza Retail 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 Plaza Retail pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Plaza Retail pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Plaza Retail pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Plaza Retail Lagged Returns
When evaluating Plaza Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Plaza Retail pink sheet have on its future price. Plaza Retail 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, Plaza Retail autocorrelation shows the relationship between Plaza Retail pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Plaza Retail REIT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Plaza Pink Sheet
Plaza Retail financial ratios help investors to determine whether Plaza 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 Plaza with respect to the benefits of owning Plaza Retail security.