Simon Property (Germany) Market Value

SQI Stock  EUR 145.75  0.85  0.58%   
Simon Property's market value is the price at which a share of Simon Property trades on a public exchange. It measures the collective expectations of Simon Property Group investors about its performance. Simon Property is trading at 145.75 as of the 15th of March 2025. This is a 0.58 percent decrease since the beginning of the trading day. The stock's lowest day price was 145.75.
With this module, you can estimate the performance of a buy and hold strategy of Simon Property Group and determine expected loss or profit from investing in Simon Property over a given investment horizon. Check out Simon Property Correlation, Simon Property Volatility and Simon Property Alpha and Beta module to complement your research on Simon Property.
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Please note, there is a significant difference between Simon Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simon Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simon Property's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Simon Property '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 Simon Property'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 Simon Property.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Simon Property on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Simon Property Group or generate 0.0% return on investment in Simon Property over 90 days. Simon Property is related to or competes with Cars, Commercial Vehicle, EAGLE MATERIALS, SANOK RUBBER, Sumitomo Rubber, NEWELL RUBBERMAID, and GRUPO CARSO-A1. Simon is a global leader in the ownership of premier shopping, dining, entertainment and mixed-use destinations and an S... More

Simon Property 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 Simon Property'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 Simon Property Group upside and downside potential and time the market with a certain degree of confidence.

Simon Property Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Simon Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simon Property's standard deviation. In reality, there are many statistical measures that can use Simon Property historical prices to predict the future Simon Property's volatility.
Hype
Prediction
LowEstimatedHigh
144.12145.75147.38
Details
Intrinsic
Valuation
LowRealHigh
139.43141.06160.33
Details

Simon Property Group Backtested Returns

Simon Property Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of risk over the last 3 months. Simon Property Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Simon Property's Variance of 2.51, coefficient of variation of (795.92), and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simon Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simon Property is expected to be smaller as well. At this point, Simon Property Group has a negative expected return of -0.22%. Please make sure to validate Simon Property's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Simon Property Group performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.02  

Virtually no predictability

Simon Property Group has virtually no predictability. Overlapping area represents the amount of predictability between Simon Property 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 Simon Property Group price movement. The serial correlation of 0.02 indicates that only 2.0% of current Simon Property price fluctuation can be explain by its past prices.
Correlation Coefficient0.02
Spearman Rank Test0.14
Residual Average0.0
Price Variance19.0

Simon Property Group lagged returns against current returns

Autocorrelation, which is Simon Property 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 Simon Property's stock expected returns. We can calculate the autocorrelation of Simon Property returns to help us make a trade decision. For example, suppose you find that Simon Property 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  

Simon Property 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 Simon Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simon Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simon Property stock over time.
   Current vs Lagged Prices   
       Timeline  

Simon Property Lagged Returns

When evaluating Simon Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simon Property stock have on its future price. Simon Property 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, Simon Property autocorrelation shows the relationship between Simon Property stock current value and its past values and can show if there is a momentum factor associated with investing in Simon Property Group.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Additional Information and Resources on Investing in Simon Stock

When determining whether Simon Property Group is a strong investment it is important to analyze Simon Property's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Simon Property's future performance. For an informed investment choice regarding Simon Stock, refer to the following important reports:
Check out Simon Property Correlation, Simon Property Volatility and Simon Property Alpha and Beta module to complement your research on Simon Property.
You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Simon Property technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Simon Property technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Simon Property trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...