Simon Property (Germany) Market Value
| SQI Stock | EUR 145.75 0.85 0.58% |
| Symbol | Simon |
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.
| 12/15/2024 |
| 03/15/2025 |
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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 2.4 |
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.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (1.68) |
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 Coefficient | 0.02 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 19.0 |
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.