PUBLIC STORAGE (Germany) Market Value
| PUP0 Stock | 15.20 0.10 0.65% |
| Symbol | PUBLIC |
PUBLIC STORAGE '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 PUBLIC STORAGE'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 PUBLIC STORAGE.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in PUBLIC STORAGE on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding PUBLIC STORAGE PRFO or generate 0.0% return on investment in PUBLIC STORAGE over 30 days. PUBLIC STORAGE is related to or competes with United Overseas, Luckin Coffee, Tencent Music, UNIVERSAL MUSIC, and Chiba Bank. More
PUBLIC STORAGE 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 PUBLIC STORAGE'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 PUBLIC STORAGE PRFO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.82 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.94 |
PUBLIC STORAGE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PUBLIC STORAGE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PUBLIC STORAGE's standard deviation. In reality, there are many statistical measures that can use PUBLIC STORAGE historical prices to predict the future PUBLIC STORAGE's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.36) |
PUBLIC STORAGE PRFO Backtested Returns
PUBLIC STORAGE PRFO retains Efficiency (Sharpe Ratio) of -0.0893, which implies the firm had a -0.0893 % return per unit of risk over the last 3 months. PUBLIC STORAGE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PUBLIC STORAGE's market risk adjusted performance of (0.35), and Coefficient Of Variation of (1,371) to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, PUBLIC STORAGE's returns are expected to increase less than the market. However, during the bear market, the loss of holding PUBLIC STORAGE is expected to be smaller as well. At this point, PUBLIC STORAGE PRFO has a negative expected return of -0.11%. Please make sure to check PUBLIC STORAGE's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if PUBLIC STORAGE PRFO performance from the past will be repeated at future time.
Auto-correlation | 0.61 |
Good predictability
PUBLIC STORAGE PRFO has good predictability. Overlapping area represents the amount of predictability between PUBLIC STORAGE time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 PUBLIC STORAGE PRFO price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current PUBLIC STORAGE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
PUBLIC STORAGE PRFO lagged returns against current returns
Autocorrelation, which is PUBLIC STORAGE 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 PUBLIC STORAGE's stock expected returns. We can calculate the autocorrelation of PUBLIC STORAGE returns to help us make a trade decision. For example, suppose you find that PUBLIC STORAGE 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 |
PUBLIC STORAGE 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 PUBLIC STORAGE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PUBLIC STORAGE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PUBLIC STORAGE stock over time.
Current vs Lagged Prices |
| Timeline |
PUBLIC STORAGE Lagged Returns
When evaluating PUBLIC STORAGE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PUBLIC STORAGE stock have on its future price. PUBLIC STORAGE 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, PUBLIC STORAGE autocorrelation shows the relationship between PUBLIC STORAGE stock current value and its past values and can show if there is a momentum factor associated with investing in PUBLIC STORAGE PRFO.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PUBLIC Stock
PUBLIC STORAGE financial ratios help investors to determine whether PUBLIC Stock 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 PUBLIC with respect to the benefits of owning PUBLIC STORAGE security.