Unibail Rodamco (Australia) Market Value
| URW Stock | 6.29 0.03 0.48% |
| Symbol | Unibail |
Unibail Rodamco '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 Unibail Rodamco'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 Unibail Rodamco.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Unibail Rodamco on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Unibail Rodamco Westfield SE or generate 0.0% return on investment in Unibail Rodamco over 690 days. Unibail Rodamco is related to or competes with Computershare, Lendlease, Medical Developments, Aurelia Metals, Mayfield Childcare, and Aspire Mining. Unibail Rodamco is entity of Australia. It is traded as Stock on AU exchange. More
Unibail Rodamco 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 Unibail Rodamco'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 Unibail Rodamco Westfield SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.37 |
Unibail Rodamco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unibail Rodamco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unibail Rodamco's standard deviation. In reality, there are many statistical measures that can use Unibail Rodamco historical prices to predict the future Unibail Rodamco's volatility.| Risk Adjusted Performance | 0.0576 | |||
| Jensen Alpha | 0.0944 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (2.47) |
Unibail Rodamco West Backtested Returns
Currently, Unibail Rodamco Westfield SE is somewhat reliable. Unibail Rodamco West owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0716, which indicates the firm had a 0.0716% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Unibail Rodamco Westfield SE, which you can use to evaluate the volatility of the company. Please validate Unibail Rodamco's Coefficient Of Variation of 1448.72, semi deviation of 1.34, and Risk Adjusted Performance of 0.0576 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Unibail Rodamco has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.0365, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Unibail Rodamco are expected to decrease at a much lower rate. During the bear market, Unibail Rodamco is likely to outperform the market. Unibail Rodamco West right now has a risk of 1.43%. Please validate Unibail Rodamco maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Unibail Rodamco will be following its existing price patterns.
Auto-correlation | -0.51 |
Good reverse predictability
Unibail Rodamco Westfield SE has good reverse predictability. Overlapping area represents the amount of predictability between Unibail Rodamco time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Unibail Rodamco West price movement. The serial correlation of -0.51 indicates that about 51.0% of current Unibail Rodamco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Unibail Rodamco West lagged returns against current returns
Autocorrelation, which is Unibail Rodamco 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 Unibail Rodamco's stock expected returns. We can calculate the autocorrelation of Unibail Rodamco returns to help us make a trade decision. For example, suppose you find that Unibail Rodamco 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 |
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Unibail Rodamco 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 Unibail Rodamco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unibail Rodamco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unibail Rodamco stock over time.
Current vs Lagged Prices |
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Unibail Rodamco Lagged Returns
When evaluating Unibail Rodamco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unibail Rodamco stock have on its future price. Unibail Rodamco 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, Unibail Rodamco autocorrelation shows the relationship between Unibail Rodamco stock current value and its past values and can show if there is a momentum factor associated with investing in Unibail Rodamco Westfield SE.
Regressed Prices |
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Additional Tools for Unibail Stock Analysis
When running Unibail Rodamco's price analysis, check to measure Unibail Rodamco'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 Unibail Rodamco is operating at the current time. Most of Unibail Rodamco's value examination focuses on studying past and present price action to predict the probability of Unibail Rodamco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Unibail Rodamco's price. Additionally, you may evaluate how the addition of Unibail Rodamco to your portfolios can decrease your overall portfolio volatility.