SIMON PROPERTY GROUP Market Value

828807DL8   84.80  7.26  7.89%   
SIMON's market value is the price at which a share of SIMON trades on an exchange. It measures the collective expectations of SIMON PROPERTY GROUP investors about the bond's future performance. 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 over a given investment horizon.
Check out SIMON Correlation, SIMON Volatility and SIMON Alpha and Beta module to complement your research on SIMON.
Symbol

Please note, there is a significant difference between SIMON's value and its price as these two are different measures arrived at by different means. Investors typically determine if SIMON is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SIMON'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 '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's bond 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.
0.00
11/13/2024
No Change 0.00  0.0 
In 30 days
12/13/2024
0.00
If you would invest  0.00  in SIMON on November 13, 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 over 30 days. SIMON is related to or competes with 00108WAF7, 90331HPL1, Recursion Pharmaceuticals, Intuitive Machines, Koss, Sprott Focus, and Bank of America. More

SIMON 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's bond 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 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SIMON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIMON's standard deviation. In reality, there are many statistical measures that can use SIMON historical prices to predict the future SIMON's volatility.
Hype
Prediction
LowEstimatedHigh
83.7784.8085.83
Details
Intrinsic
Valuation
LowRealHigh
76.1477.1793.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SIMON. Your research has to be compared to or analyzed against SIMON's peers to derive any actionable benefits. When done correctly, SIMON's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SIMON PROPERTY GROUP.

SIMON PROPERTY GROUP Backtested Returns

SIMON PROPERTY GROUP owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the bond had a -0.14% return per unit of standard deviation over the last 3 months. SIMON PROPERTY GROUP exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SIMON's risk adjusted performance of (0.08), and Variance of 1.15 to confirm the risk estimate we provide. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SIMON's returns are expected to increase less than the market. However, during the bear market, the loss of holding SIMON is expected to be smaller as well.

Auto-correlation

    
  -0.65  

Very good reverse predictability

SIMON PROPERTY GROUP has very good reverse predictability. Overlapping area represents the amount of predictability between SIMON time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th of December 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 SIMON PROPERTY GROUP price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current SIMON price fluctuation can be explain by its past prices.
Correlation Coefficient-0.65
Spearman Rank Test-0.1
Residual Average0.0
Price Variance4.89

SIMON PROPERTY GROUP lagged returns against current returns

Autocorrelation, which is SIMON bond'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's bond expected returns. We can calculate the autocorrelation of SIMON returns to help us make a trade decision. For example, suppose you find that SIMON has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIMON bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIMON bond over time.
   Current vs Lagged Prices   
       Timeline  

SIMON Lagged Returns

When evaluating SIMON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIMON bond have on its future price. SIMON 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 autocorrelation shows the relationship between SIMON bond 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  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in SIMON Bond

SIMON financial ratios help investors to determine whether SIMON Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SIMON with respect to the benefits of owning SIMON security.