Stag Industrial (Germany) Market Value
| SW6 Stock | 32.28 0.17 0.53% |
| Symbol | Stag |
Stag Industrial '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 Stag Industrial'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 Stag Industrial.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Stag Industrial on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Stag Industrial or generate 0.0% return on investment in Stag Industrial over 60 days. Stag Industrial is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
Stag Industrial 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 Stag Industrial'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 Stag Industrial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.34 |
Stag Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stag Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stag Industrial's standard deviation. In reality, there are many statistical measures that can use Stag Industrial historical prices to predict the future Stag Industrial's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.9036 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stag Industrial'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.
Stag Industrial Backtested Returns
Stag Industrial owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.043, which indicates the firm had a -0.043% return per unit of risk over the last 3 months. Stag Industrial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stag Industrial's Risk Adjusted Performance of (0.04), variance of 2.17, and Coefficient Of Variation of (1,658) to confirm the risk estimate we provide. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Stag Industrial are expected to decrease at a much lower rate. During the bear market, Stag Industrial is likely to outperform the market. At this point, Stag Industrial has a negative expected return of -0.0657%. Please make sure to validate Stag Industrial's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Stag Industrial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Stag Industrial has very weak reverse predictability. Overlapping area represents the amount of predictability between Stag Industrial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 Stag Industrial price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Stag Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
Stag Industrial lagged returns against current returns
Autocorrelation, which is Stag Industrial 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 Stag Industrial's stock expected returns. We can calculate the autocorrelation of Stag Industrial returns to help us make a trade decision. For example, suppose you find that Stag Industrial 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 |
Stag Industrial 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 Stag Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stag Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stag Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
Stag Industrial Lagged Returns
When evaluating Stag Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stag Industrial stock have on its future price. Stag Industrial 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, Stag Industrial autocorrelation shows the relationship between Stag Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in Stag Industrial.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Stag Stock Analysis
When running Stag Industrial's price analysis, check to measure Stag Industrial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stag Industrial is operating at the current time. Most of Stag Industrial's value examination focuses on studying past and present price action to predict the probability of Stag Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stag Industrial's price. Additionally, you may evaluate how the addition of Stag Industrial to your portfolios can decrease your overall portfolio volatility.