UDR (Germany) Market Value
| UF0 Stock | EUR 39.10 0.55 1.39% |
| Symbol | UDR |
UDR '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 UDR'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 UDR.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in UDR on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding UDR Inc or generate 0.0% return on investment in UDR over 90 days. UDR is related to or competes with Magic Software, Guidewire Software, Scientific Games, FUTURE GAMING, Media, and ATOSS SOFTWARE. , an SP 500 company, is a leading multifamily real estate investment trust with a demonstrated performance history of de... More
UDR 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 UDR'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 UDR Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0043 | |||
| Maximum Drawdown | 5.76 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.09 |
UDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UDR's standard deviation. In reality, there are many statistical measures that can use UDR historical prices to predict the future UDR's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0483 | |||
| Treynor Ratio | 1.99 |
UDR Inc Backtested Returns
UDR Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0867, which indicates the firm had a -0.0867 % return per unit of standard deviation over the last 3 months. UDR Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate UDR's variance of 1.48, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of -0.0523, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UDR are expected to decrease at a much lower rate. During the bear market, UDR is likely to outperform the market. At this point, UDR Inc has a negative expected return of -0.11%. Please make sure to validate UDR's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if UDR Inc performance from the past will be repeated at future time.
Auto-correlation | -0.7 |
Very good reverse predictability
UDR Inc has very good reverse predictability. Overlapping area represents the amount of predictability between UDR 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 UDR Inc price movement. The serial correlation of -0.7 indicates that around 70.0% of current UDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
UDR Inc lagged returns against current returns
Autocorrelation, which is UDR 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 UDR's stock expected returns. We can calculate the autocorrelation of UDR returns to help us make a trade decision. For example, suppose you find that UDR 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 |
UDR 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 UDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UDR stock over time.
Current vs Lagged Prices |
| Timeline |
UDR Lagged Returns
When evaluating UDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UDR stock have on its future price. UDR 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, UDR autocorrelation shows the relationship between UDR stock current value and its past values and can show if there is a momentum factor associated with investing in UDR Inc.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in UDR Stock
When determining whether UDR Inc is a strong investment it is important to analyze UDR'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 UDR's future performance. For an informed investment choice regarding UDR Stock, refer to the following important reports:Check out UDR Correlation, UDR Volatility and UDR Alpha and Beta module to complement your research on UDR. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
UDR 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.